Displaying 5 results from an estimated 5 matches for "wmatrix".
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2024 Apr 23
0
System GMM fails due to computationally singular system. Why?
...ormula(assign(paste0("eq",i), value=paste0( "~
x",i," + dummy"))) # define the moment conditions for GMM
}
# Estimate the model with `sysGmm` using different weighting matrices:
identity, "optimal" and manually specified
m1 <- sysGmm(g=ES_g, h=ES_h, wmatrix="ident", vcov="MDS" ,
crossEquConst=3, data=data1) # Error: system is computationally singular
m1 <- sysGmm(g=ES_g, h=ES_h, wmatrix="ident", vcov="HAC" ,
crossEquConst=3, data=data1) # Error: system is computationally singular
m1 <- sysGmm(g=ES_g,...
2024 Apr 23
1
System GMM yields identical results for any weighting matrix
...estricted and unrestricted estimation
cec1=NULL # unrestricted
cec1=3 # restrict the coefficient on the dummy to be equal across
equations
# Estimate the model with `sysGmm` using different weighting matrices:
identity, "optimal" and manually specified
m1a <- sysGmm(g=ES_g, h=ES_h, wmatrix="ident" , weightsMatrix=NULL,
vcov=vc1, crossEquConst=cec1, data=data1); summary(m1a)
m1b <- sysGmm(g=ES_g, h=ES_h, wmatrix="optimal", weightsMatrix=NULL,
vcov=vc1, crossEquConst=cec1, data=data1); summary(m1b)
m1c <- sysGmm(g=ES_g, h=ES_h, weightsMatri...
2024 Apr 23
1
System GMM yields identical results for any weighting matrix
...ion
> cec1=NULL # unrestricted
> cec1=3 # restrict the coefficient on the dummy to be equal across
> equations
>
> # Estimate the model with `sysGmm` using different weighting matrices:
> identity, "optimal" and manually specified
> m1a <- sysGmm(g=ES_g, h=ES_h, wmatrix="ident" , weightsMatrix=NULL,
> vcov=vc1, crossEquConst=cec1, data=data1); summary(m1a)
> m1b <- sysGmm(g=ES_g, h=ES_h, wmatrix="optimal", weightsMatrix=NULL,
> vcov=vc1, crossEquConst=cec1, data=data1); summary(m1b)
> m1c <- sysGmm(g=ES_g, h=ES_h,...
2013 Apr 04
5
help with kriging interpolation
All,
I am new to using R and know some basics. I wish to use kriging in R to
do the following:
given data Y =f(X1,X2,X3,.....,Xn) --1000+ irregular measured data set.
I would like to be able to get a single value y given sinle input set
(x1,x2,x3,...xn)
A google search on this takes me lierally to the same example on involving
analysis with soil sampling and I cannot figure out how to
2012 Mar 25
2
avoiding for loops
I have data that looks like this:
> df1
group id
1 red A
2 red B
3 red C
4 blue D
5 blue E
6 blue F
I want a list of the groups containing vectors with the ids. I am
avoiding subset(), as it is
only recommended for interactive use. Here's what I have so far:
df1 <- data.frame(group=c("red", "red", "red", "blue",