search for: pglm

I'm using the package pglm and I'have estimated a "random probit model". I need to save in a vector the fitted values and the residuals of the model but I can not do it. I tried with the command fitted.values using the following procedure without results: library(pglm) m1_S<-pglm(Feed ~ Cons_PC_1 + im...

I am currently using the PGLM package and I would like to implement a within-model. Unfortunately, I do not succeed as I am not a big expert in panel regression. I am using the example data set from the PGLM package: library(pglm) data('Unions', package = 'pglm') anb <- pglm(union~wage+exper+rural, Unions,...

Dear Sir, When requesting the summary of pglm analyses in R, I encounter repeatedly the following warning message: "Warning message: In pf(Fstat, object$k - 1, object$n - object$k, ncp = 0, lower.tail = FALSE, : full precision was not achieved in 'pnbeta'" This message appears both with the pglm estimate of Lambda a...

Dear all, How do I obtain the number of countries that my panel models estimated by pglm() and relogit() (the latter one is in the Zelig library) use? I couldn't find any information on that in the help files. Thank you very much in advance. Best wishes

...erent countries between 1970 and 2007. My dependent variable is an overdispersed count. So far I have used fixed-effects negative binomial regression, i.e. assuming constant within-group dispersion. The command in Stata is xtnbreg, fe. How could I replicate this in R? I have found the package pglm, and tried the following pglm(T_total ~ Lgdpqt_2 + Lgdpqt_3 + Lgdpqt_4 + lpop + yrsconflict + past_T_total + Lpolcat_2 + Lpolcat_3 + Lpolcat_4 + Lgdpgr + mob_fixed + wdi_urbanpop + Lopen + Ldurable + factor(year), data = df, family = negbin, model = "within",...

Gracias a todos por sus respuestas, perdón si no fui muy claro. Lo que intento replicar es un análisis realizado en Stata, tengo que hacer los mismos cálculos pero en el r. En Stata lo que se hizo fue: xi: logistic i.coord i.v11_sexo, vce (cluster red) *Vce (cluster clustvar) especifica que los errores estándar permiten la correlación intragrupo, relajando el requisito habitual de que las

...tations) so a Poisson distribution applies. But I also want to control for over-dispersion and and excess zeros. I think I read all manuals of potentially helpful packages but I could not find a way to realise this. The closest I got was a fixed effects poisson regression using Yves Croissant's pglm package (panel generalized linear model). But over-dispersion and excess zeros are still neglected. Does anyone know a feasible way to run such a regression on R? Thanks a lot in advance and thanks to all the help I got in the last years by reading the archived mailing lists. Steffen Krutzinna (S...

CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This