Displaying 6 results from an estimated 6 matches for "mnnk".
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2018 Mar 04
2
lmrob gives NA coefficients
...stimators, the (GLS), S, MM and MM ridge estimator for
SUR model. This simulation process is executed to generate data for the
following equation Where In this simulation, we set the initial value
for ?= [1,2,3] for k=3. The explanatory variables are generated by
multivariate normal distribution MNNk=3 (0,?x) where diag(?x)=1,
off-diag(?x)= ?X= 0.15 for low interdependency and ?x= 0.70 for high
interdependency. Where ?x is correlation between explanatory variables. We
chose two sample size 25 for small sample and 100 for large sample. The
specific error in equations ?i, i=1,2,?..,n, we generate...
2018 Mar 04
0
lmrob gives NA coefficients
..., S, MM and MM ridge estimator for
> SUR model. This simulation process is executed to generate data for the
> following equation Where In this simulation, we set the initial value
> for ?= [1,2,3] for k=3. The explanatory variables are generated by
> multivariate normal distribution MNNk=3 (0,?x) where diag(?x)=1,
> off-diag(?x)= ?X= 0.15 for low interdependency and ?x= 0.70 for high
> interdependency. Where ?x is correlation between explanatory variables. We
> chose two sample size 25 for small sample and 100 for large sample. The
> specific error in equations ?i, i=1,...
2018 Mar 04
1
lmrob gives NA coefficients
...;> for
>> SUR model. This simulation process is executed to generate data for the
>> following equation Where In this simulation, we set the initial value
>>
>> for ?= [1,2,3] for k=3. The explanatory variables are generated by
>> multivariate normal distribution MNNk=3 (0,?x) where diag(?x)=1,
>> off-diag(?x)= ?X= 0.15 for low interdependency and ?x= 0.70 for high
>> interdependency. Where ?x is correlation between explanatory variables. We
>> chose two sample size 25 for small sample and 100 for large sample. The
>> specific error in eq...
2018 Mar 04
0
lmrob gives NA coefficients
...t; SUR model. This simulation process is executed to generate data for the
>>> following equation Where In this simulation, we set the initial value
>>>
>>> for ?= [1,2,3] for k=3. The explanatory variables are generated by
>>> multivariate normal distribution MNNk=3 (0,?x) where diag(?x)=1,
>>> off-diag(?x)= ?X= 0.15 for low interdependency and ?x= 0.70 for high
>>> interdependency. Where ?x is correlation between explanatory variables.
>>> We
>>> chose two sample size 25 for small sample and 100 for large sample. The
>...
2018 Mar 03
0
lmrob gives NA coefficients
> On Mar 3, 2018, at 3:04 PM, Christien Kerbert <christienkerbert at gmail.com> wrote:
>
> Dear list members,
>
> I want to perform an MM-regression. This seems an easy task using the
> function lmrob(), however, this function provides me with NA coefficients.
> My data generating process is as follows:
>
> rho <- 0.15 # low interdependency
> Sigma <-
2018 Mar 03
2
lmrob gives NA coefficients
Dear list members,
I want to perform an MM-regression. This seems an easy task using the
function lmrob(), however, this function provides me with NA coefficients.
My data generating process is as follows:
rho <- 0.15 # low interdependency
Sigma <- matrix(rho, d, d); diag(Sigma) <- 1
x.clean <- mvrnorm(n, rep(0,d), Sigma)
beta <- c(1.0, 2.0, 3.0, 4.0)
error <- rnorm(n = n,