Displaying 2 results from an estimated 2 matches for "regsc".
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regs
2005 Nov 27
1
fixed, random effects with variable weights
...ly. If someone could give me a hint, this would be
really great.
Basically, I want to run a standard economist's fixed, and random
effects regression (corresponds to xtreg in STATA) but with _variable_
weights (they correspond to changing industry shares in the market).
Here is what I do:
regsc<-lme(dsc~dcomp+dperc,random=~1|ind7090)
update(regsc,weights=varFixed(~wt))
1. however, my results are different from what I obtain in Stata using
areg (the weighted fixed effects times series regression). any ideas?
2. how do I read of the random affects results from this regression?
(i.e. c...
2003 Mar 24
2
Robust standard errors
...kage "car" and tried using hccm.default, but that
required an lm object. Is there some way to do a similar operation for a
glm object?
x <- hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + incmed +
edhs + edcol + edba + agec1 + agec4 + sex + margin + regla + regbay +
regsc + libcon+ pdem + poth, data = zol, family = binomial, weights =
NULL))
Error in hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + :
requires an lm object
>
Thanks,
Nirmala Ravishankar
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Nirmala Ravishanka...