search for: windmeijer

Displaying 3 results from an estimated 3 matches for "windmeijer".

2011 Jul 12
2
Deviance of zeroinfl/hurdle models
...ny suggestions? Alternatively, does anyone have a suggestion for a better measure to report (I'm aware that R^2 measures aren't really appropriate here), preferably something that is easy enough to program or compute using existing packages... Thanks in advance, Carson [1] Cameron, A.C., Windmeijer, F.A.G., 1996. R^2 measures for count data regression models with applications to health-care utilization. J. Bus. Econom. Statist. 14, 209?220 -- Carson J. Q. Farmer ISSP Doctoral Fellow National Centre for Geocomputation National University of Ireland, Maynooth, http://www.carsonfarmer.com/
2003 Jul 21
1
how to calculate Rsquare
Hi, I have something like this: > x <- 1:10 > y2 <- 30+5*x+rnorm(x,sd=3) > y <- c(y1,y2) > x <- c(x,x) > plot(x,y) > x <- 1:10 > y1 <- 1+5*x+rnorm(x,sd=2) > y2 <- 30+5*x+rnorm(x,sd=5) > y <- c(y1,y2) > x <- c(x,x) > f <- factor(rep(c("a","b"),c(10,10))) > m <- lm(y~x+f) > anova(m) Analysis of Variance
2009 Mar 26
1
pgmm (Blundell-Bond) sample needed
Dear R Experts--- Sorry for all the questions yesterday and today. I am trying to use Yves Croissant's pgmm function in the plm package with Blundell-Bond moments. I have read the Blundell-Bond paper, and want to run the simplest model first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no third conditioning variables yet. the full set of moment conditions recommended for system-GMM,