Displaying 3 results from an estimated 3 matches for "nomit".
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omit
2010 Sep 22
1
Newey West and Singular Matrix
...x.na.omitted <- lmobject.withxtrue$x
assert( class(x.na.omitted)=="matrix", "[se.white] internal
error---have no X matrix. did you invoke with 'x=TRUE'?\n")
r.na.omitted <- residuals( lmobject.withxtrue )
diagband.matrix <- function( m, ar.terms ) {
nomit <- m-ar.terms-1
mm <- matrix( TRUE, nrow=m, ncol=m )
mm[1:nomit,(ncol(mm)-nomit+1):ncol(mm)] <- (lower.tri(
matrix(TRUE, nrow=nomit, ncol=nomit) ))
mm[(ncol(mm)-nomit+1):ncol(mm),1:nomit] <- (upper.tri(
matrix(TRUE, nrow=nomit, ncol=nomit) ))
mm
}
## V(b) = inv(X...
2010 Sep 23
1
Newey West and Singular Matrix + library(sandwich)
...; ?assert( class(x.na.omitted)=="matrix", "[se.white] internal
>> error---have no X matrix. ?did you invoke with 'x=TRUE'?\n")
>> ?r.na.omitted <- residuals( lmobject.withxtrue )
>>
>> ?diagband.matrix <- function( m, ar.terms ) {
>> ? nomit <- m-ar.terms-1
>> ? mm <- matrix( TRUE, nrow=m, ncol=m )
>> ? mm[1:nomit,(ncol(mm)-nomit+1):ncol(mm)] <- (lower.tri(
>> matrix(TRUE, nrow=nomit, ncol=nomit) ))
>> ? mm[(ncol(mm)-nomit+1):ncol(mm),1:nomit] <- (upper.tri(
>> matrix(TRUE, nrow=nomit, ncol=nom...
2012 Aug 07
0
Bayesian estimates for the 1st-order Spatial Autoregressive model
...was something close in R, sar_probit_mcmc(), but I can only use a binary vector as my observation vector.
If my question sounds a bit confusing I am pasting below the MATLAB description of the function so you can see what it is that I am looking for.
function results = far_g(y,W,ndraw,nomit,prior) % PURPOSE: Bayesian estimates for the 1st-order Spatial autoregressive model
% y = rho*W*y + e, e = N(0,sige*V),
% V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)
% sige = gamma(nu,d0)
% rho = Uniform(rmin,rmax), or rho = beta(a1,a...