search for: millo

...or the like. I have seen some talk here on making R multi-threaded and the like, but this is much simpler. I am just a curious useR, so don't bother if you don't have time, but maybe you can point me at some resource, or just say "this is nonsense"... Cheers Giovanni Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni ...{{dropped}}

....Internal(min(..., na.rm = na.rm)) : nessuna funzione interna "min" which, as you may have guessed, means 'no internal function "min" '. The same happens for max(). Maybe this is a bug in the new release, or maybe I'm missing something? Best, Giovanni Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160

splm package is a r implemention of spatial panel data models. and the loglik paremeter is most important infomation for splm methods. but i found the loglik always been null ,it's craze to get right estimation in splm with null loglik. Any one knows the splm package and can get the right loglik ? please help me. thanks -- View this message in context:

...here color is dependent on the statistic of interest, but I still lack a data file for counties' boundaries in Italy. Does anybody know where to find one? Is there any convenient tool for converting from other formats? I would like to do everything in R if possible. Thanks in advance Giovanni Millo R&D Dept. Assicurazioni Generali SpA Trieste, Italy Ai sensi del D.Lgs.196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarl...

...ntout of summary(mymod) but I am utterly unable to locate the corresponding element in the lme or summary.lme objects. Any help appreciated. This must be something stupid I'm overlooking, either in str(mymod) or in the help files, but it's a huge problem for me. Thanks Giovanni Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 Ai sensi del D.Lgs. 196/2003 si precisa che le informazioni ...{{dropped}}

...e able to do now is to have the graphics windows defaults changed to a size fitting the small 9'' screen, as now I have to reduce it and move it to the right by hand every time to reproduce the results of 'windows>tile" in Windows. If anybody can help... HTH, Giovanni Giovanni Millo Research Dept., Assicurazioni Generali SpA Via Machiavelli 4, 34131 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 # original message: From: John C Frain <frainj> Date: Mon, 28 Apr 2008 15:33:31 +0100 Thanks for the step by step guide. It installs a base R and some libraries...

Dear all, Does anyone know if the PLM package (to run Panel Data Analysis) accepts quarterly data? The package vignette and documentation only use annual data -and the only time index available seems to work for years. José Mr José Luis Iparraguirre Senior Research Economist Economic Research Institute of Northern Ireland 2 -14 East Bridge Street Belfast BT1 3NQ Northern

Hi all, I have estimated a random panel model using plm function. I have a question about the vector of resduals obtained with the object $residuals. example: data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, model="random", data = Produc, index = c("state","year")) res<-zz$residuals #

...is, each time done on a particular subset of the data indexed by the elements of 1:a. This would be of great help for repeating exploratory data analyses on, say, questionaries when the number of questions changes without having to change the Sweave .snw file. Many thanx for your answers Giovanni Millo R&D Dept. Assicurazioni Generali SpA Trieste, Italy Ai sensi della Legge 675/96 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, la preghiamo di eliminarlo senza copi...

Hello to all on the list, I'm trying to estimate a fixed effects model from a large (unbalanced) panel data set. I have no problems when using only an individual effect or only a time effect, but I get an error message when I try for a "twoways" effect. Here is some of the code: paneldata27 is the entire panel data set: > dim(paneldata27) [1] 1178831 8 >

...rformula, yourdata, ...) fails: the result should be the same as plm(yourformula, yourdata, model="pooling"); or, for more complicated instances, a more specific "computationally robust" counterpart is lme() from 'nlme'. Best, Giovanni -----Messaggio originale----- Da: Millo Giovanni Inviato: marted? 22 novembre 2011 13.14 A: 'steiner-manuel at web.de' Cc: r-help at r-project.org Oggetto: [R] Problems using log() in a plm() regression. Hello Manuel. Yes please, would you send me the data to reproduce the example? Else I cannot tell, although this error is t...

Dear Kailas Gokhale, The negative individual variance is not a problem with your code or plm. It a property of your data. Please check the posts of Giovanni Millo on this topic: [R] R: plm random effect: the estimated variance of the individual effect is negative Millo Giovanni Giovanni_Millo at Generali.com Sat Jan 5 10:10:01 CET 2013 You can find the posts in the archive by rseek.org. Kind regards, Nina Sch?nfelder ----- FernUniversit?t in Hagen Fak...

...tscc_paper.pdf I still believe my home-made panel-Newey-West from yesterday would work, but you can use vcovSCC{plm} and get cross-sectional robustness as well! PS a couple of experts on the subject are bc/c-ed, please correct me if I'm wrong. Best, Giovanni -----Messaggio originale----- Da: Millo Giovanni Inviato: mercoled? 13 ottobre 2010 14:16 A: 'Achim Zeileis'; Max Brown Cc: r-help at stat.math.ethz.ch; yves.croissant at univ-reunion.fr Oggetto: R: [R] robust standard errors for panel data Hello. In principle Achim is right, by default vcovHC.plm does things the "Arellano...

...transparently substitute it with 0; 'plm's is to let the estimation fail, issuing a warning. You can try a different 'random.method' which may, or might not, solve the problem, depending on your data. Hint: a random effects model with sigma_mu=0 is a pooling model. HTH Giovanni Millo, PhD Research Dept., Assicurazioni Generali SpA Via Machiavelli 3, 34132 Trieste (Italy) tel. +39 040 671184 fax +39 040 671160 ------------ original message ------------------ Message: 49 Date: Thu, 3 Jan 2013 13:23:07 -0800 From: David Winsemius <dwinsemius at comcast.net> To: matteo ogn...

Dear all I am working on unbalanced panel data and I can readily fit a "pooling" model using plm(), but not a "within" or "random" model. Reproducing the examples in vignette("plm") and in the AER package I encountered no such issues. ##unfortunately I cannot disclose the data, and it is too big anyway > dim(ibes.kld.exp.p[x.subs , ]) [1] 13189 34

Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and

Dear useRs, a new version of the lmtest package is available from CRAN. Thanks to Giovanni Millo who provided the initial versions of several new functions (and many helpful discussions), there is new functionality for the comparison of nested and non-nested linear models. For non-nested model comparisons, the Cox test, encompassing test and J test are now available. For nested model compar...

Dear all, I am looking for a convenient way to model a binary choice variable in R. Would you suggest glm() with family=binomial(link=probit))? Is there something more focused on that kind of analysis? Or am I plainly wrong? Cheers and thanx for your answers Giovanni Giovanni Millo R&D Dept. Assicurazioni Generali SpA Ai sensi della Legge 675/96 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, la preghiamo di eliminarlo senza copiarlo e di non inol...

Hello, I am considering giving a talk at my university on R to (mostly) academics. There wouldn't be any statisticians, but professors from mathematics, psychology, economics, etc. who do use some statistical software in teaching and/or research, and have an acquaintance with procedures and graphics used in statistics. Has anyone given such a talk to a similar audience? If so, I would be

...ticular implementations in this fashion in the lmtest package (e,g, the bgtest() function, where the lagged residuals are taken as the omitted variable); before trying to adapt that code, I would like to check out if there are ready-to-use solutions available. Thanks in advance Giovanni Giovanni Millo Research Dept. Assicurazioni Generali SpA Ai sensi del D.Lgs.196/2003 si precisa che le informazioni contenute in questo messaggio sono riservate ed a uso esclusivo del destinatario. Qualora il messaggio in parola Le fosse pervenuto per errore, La invitiamo ad eliminarlo senza copiarlo e a non ino...