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I currently have samba version 3.0.23 installed using ldap as the backend. I am experiencing the same problems as Holger Wesser mentioned in his posting "USRMGR.exe not working properly". However, it appears that the fix of creating the group mappings does not work. They appear to be mapped correctly on my setup. My net groupmap list is: Domain Admins

...ames Money wrote >>> >Also, I just checked that if I downgrade to 3.0.22, that the groups start >working correctly. Maybe there is something that I need to do to get the >groups to work when I go to version 3.0.23? >-James > >>> "James Money" <jmoney at nccu.edu> 07/22/06 8:37 PM >>> >usrmgr.exe is located on the local winxp machine's c: drive. However, I >don't think this is just an usrmgr.exe issue. If I run 'net rpc info' on >the samba server, it returns: > >Domain Name: MATH_CS >Domain SID: S-1-5-21-188...

...e would be that a GMM approach is suited to "short", "large" panels (meaning *rather* large): but you know this... HTH, Giovanni ------------ Original message ------------------ Message: 58 Date: Sat, 31 Jul 2010 00:44:57 +0800 (CST) From: "97258031" <97258031 at nccu.edu.tw> To: "r-help" <r-help at r-project.org> Subject: [R] problems about dynamic GMM Message-ID: <1280508297.13984.97258031 at nccu.edu.tw> Content-Type: text/plain; charset=big5 Dear all, I am a new user of R, and I would like to use R to estimate dynamaic GMM of Ar...

Hi there, Given a positive definite symmetric matrix, I can use chol(x) to obtain U where U is upper triangular and x=U'U. For example, x=matrix(c(5,1,2,1,3,1,2,1,4),3,3) U=chol(x) U # [,1] [,2] [,3] #[1,] 2.236068 0.4472136 0.8944272 #[2,] 0.000000 1.6733201 0.3585686 #[3,] 0.000000 0.0000000 1.7525492 t(U)%*%U # this is exactly x Does anyone know how to obtain L such

Dear Helen, bootstrapped standard errors are currently not supported in 'plm'. Cheers, Giovanni ------------------------------ Original Message: Date: Wed, 22 Apr 2009 23:23:26 -0700 (PDT) From: Helen Chen <96258011 at nccu.edu.tw> Subject: [R] question of plm package To: r-help at r-project.org Message-ID: <23190943.post at talk.nabble.com> Content-Type: text/plain; charset=us-ascii Dear R help, I use the package plm the function plm() to analyse a panel data and estimate a fixeffect model....

Dear R user I would like to run some panel regressions with R. Therefore I want to use fixed effect model. I consulted nlme package pdf. Unfortunately I couldn't find anything clear example about fixed effect model. Is there any defined function to calculate panel data under fixed effect model. I need some suggestions or examples. Thanks Best Helen Chen -- View this message in context:

Dear R users I have been looking for functions that can deal with overdispersed poisson models. According to actuarial literature (England & Verall, Stochastic Claims Reserving in General Insurance , Institute of Actiuaries 2002) this can be handled through the use of quasi likelihoods instead of normal likelihoods. However, we see them frequently in this type of data, and we would like to

Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R How to estimate the panel data quantile regression if the regression contains no constant term? I tried to change the code of

...uot;B") >> >> Hope that helps, >> Erik Iverson >> >> > > [[alternative HTML version deleted]] > > > > ------------------------------ > > Message: 3 > Date: Sun, 26 Apr 2009 00:24:40 -0700 (PDT) > From: Helen Chen <96258011 at nccu.edu.tw> > Subject: [R] Question of "Quantile Regression for Longitudinal Data" > To: r-help at r-project.org > Message-ID: <23239896.post at talk.nabble.com> > Content-Type: text/plain; charset=us-ascii > > > Hi, > > I am trying to estimate a quantile...

Dear R help, I use the package plm the function plm() to analyse a panel data and estimate a fixeffect model. I use the code as follow : fe <- plm(y~x+z, data, model = "within") I want to use bootstrap to estimate standard error I consult the paper plm.pdf , but I can't find any answer. Can I estimate variance with bootstrap? Thanks, Helen

Dear R help, I use the package plm the function plm() to analyse a panel data and estimate a fixeffect model. I use the code as follow : fe <- plm(y~x+z, data, model = "within") But I had a error message Error in model.frame.default(form, ...) : object is not a matrix I don't what's wrong. Beacuse others use the same codes and data,the code can

Hi, I wrote a function which works for one group but not for multiple groups in several years. Could anyone help me out? The dateset has 3 variables, year, group, and sales. I want to calculate the annual group median adjusted sales performance for observation i in group j and year yr, I do the following procedure. For each yar, 1. exclude observation i from group j 2. calculate the sales median

Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R This code run perfectly. Then I want to know what the result means.The result show $ierr,$it,and $time. What these estimators

Quantile Regression for Longitudinal Data. Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R I am trying to change the number quantiles being estimated. I change the codes about