Displaying 2 results from an estimated 2 matches for "withxtru".
Did you mean:
withxtrue
2010 Sep 22
1
Newey West and Singular Matrix
...seems to invoke dqrls . is this the recommended way, or is there a
higher-level more stable matrix inversion routine that I could use?
help is, as always, appreciated. (also, if you see something else
silly in my code, let me know, please.)
regards,
/iaw
se.neweywest <- function( lmobject.withxtrue, ar.terms =0 ) {
assert( (class(lmobject.withxtrue)=="lm"),
"[se.white] works only on 'lm' objects, not on ",
class(lmobject.withxtrue), "objects \n" )
x.na.omitted <- lmobject.withxtrue$x
assert( class(x.na.omitted)=="matrix", &quo...
2010 Sep 23
1
Newey West and Singular Matrix + library(sandwich)
...tic bandwidth selection, it does not require setting
> ? "x = TRUE", it incorporates other kernel weighting functions, supports
> ? prewhitening etc.
>
> Best,
> Z
>
>> regards,
>>
>> /iaw
>>
>>
>> se.neweywest <- function( lmobject.withxtrue, ar.terms =0 ) {
>> ?assert( (class(lmobject.withxtrue)=="lm"),
>> ? ? ? ?"[se.white] works only on 'lm' objects, not on ",
>> class(lmobject.withxtrue), "objects \n" )
>> ?x.na.omitted <- lmobject.withxtrue$x
>> ?assert( class...