Displaying 3 results from an estimated 3 matches for "savememory".
2007 Aug 16
0
summarising systemfit with saveMemory
Hi all -
I'm on R 2.5.1 for XP.
in the systemfit package, the summary is set to print the McElroy's
measure of fit unless it's NULL. When the option saveMemory = TRUE,
the McElroy isn't included, instead it defaults to NA. Thus I am
unable to use summary.systemfit.
> library(systemfit)
> example(systemfit)
> surfit2 <- systemfit("SUR",system,data=Kmenta,saveMemory=T)
> summary(surfit2)
As far as I can tell, this is a result...
2007 Feb 19
1
Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit("2SLS") without this error message !!!!!!!!!!!!!
...<-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
#### systemfit ####
library (systemfit)
RS <- LnP~Sc+Ag+Ag2+Var+R+D
Inst <- ~I2+Ag+Ag2+Var+R+D
labels <-list("RS")
system <-list(RS)
Reg2SLS <- systemfit("2SLS", system, labels, Inst, saveMemory=TRUE)
summary (Reg2SLS)
If I try to obtain the HCSE with robcov I obtain the following error message
in both cases:
Error in rep.default(1, p) : rep() incorrect type for second argument
If I tried to apply vcovHAC or vcovHC in the systemfit output of 2SLS I
receive the following messages of...
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
...it ####*
*>library (systemfit)*
*>RS <- LnP~Sc+Ag+Ag2+Var+R+D # structural equation*
*>Inst <- ~I2+Ag+Ag2+Var+R+D # instrumental variables*
*>labels <- list("RS")*
*>system <- list(RS)*
*>Reg2 <- systemfit("2SLS", system, labels, Inst, saveMemory=TRUE) *
*>summary (Reg2)*
Now I want to obtain the t-tests of the coefficients but applying the HCSE.
I know two different ways to obtain them: First, applying the function
robcov() from package Design, or Second, applying coeftest() and vcovHV()
from packages lmtest and sandwich. The progra...