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...ain using NLogit and NLogit model specifications. For Random parameter models and Logit Models I usually perform my analysis with the package mlogit ( http://cran.r-project.org/web/packages/mlogit/index.html ). The models I would like to run are presented in this ppt: http://pages.stern.nyu.edu/~wgreene/.../Lectures/Part13-LatentClassModels.ppt and an overview is given in this paper by Hoyos: http://dx.doi.org/10.1016/j.ecolecon.2010.04.011 Anybody has any package to suggest for this kind of analysis? (poLCA does not provide me the same estimates) Thanks in advance Daniel

...e in John Fox' "car" package. However, not all variables that are used in my examples are available in the "car" package. Therefore, I want to put the full Mroz dataset in my package. This full dataset can be downloaded from some internet sites (e.g. pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm, www.stata.com/texts/eacsap/), but I did not find any license information. Whom do I have to ask wether I am allowed to put these data in a GPLed R package? (Mr. Mroz, Mr. Greene, STATA, University of Michigan (PSID), . . . ) @John: Do you have any license informa...

...when you create a new variable, if the variable holds some information about how it was created. Let me explain, I have the following code to replicate an example in a textbook (Greene's Econometric Analysis), using the systemfit package. dta <- read.table('http://pages.stern.nyu.edu/~wgreene/Text/Edition6/TableF5-1.txt', header = TRUE) attach(dta) library(systemfit) demand <- realcons + realinvs + realgovt c.1 <- realcons[-204] y.1 <- demand[-204] yd <- demand[-1] - y.1 eqConsump <- realcons[-1] ~ demand[-1] + c.1 eqInvest <- realinvs[-1] ~ tbilrate[-1] + yd syst...

Hi list, has anyone succeeded in using pgmm() on any dataset besides Arellano/Bond's EmplUK, as shown in the vignette? Whatever I try, I eventually get a runtime error because of a singular matrix at various points in pgmm.diff() (which gets called by pgmm()). For example, when estimating a "dynamic" version of the Grunfeld data: data(Grunfeld, package="Ecdat") grun

Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD