search for: resunstacked

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2004 Mar 19
2
using "unstack" inside my function: that old scope problem again
...ers. Can one of you try to explain this to me? Here's my example. Given a regression model and a variable, I want to use unstack() on the vector of residuals and make some magic with the result. But unstack hates me. PCSE <- function (tmodel,groupVar) { myres1 <- resid(tmodel) resUnstacked <- unstack(myres1, form = myres1 ~ groupVar)); E <- as.matrix(resUnstacked) SIGMA <- (1/nrow(E))*(t(E) %*% E) OMEGA <- diag(x=1, nrow=nrow(E), ncol=nrow(E)) %x% SIGMA X <- model.matrix(tmodel) XPRIMEXINV <- solve(t(X) %*% X) PCSECOVB <- XPRIMEXINV %*% (t(X) %*% OM...