Displaying 3 results from an estimated 3 matches for "x1_t".
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x1_i
2013 Oct 19
2
ivreg with fixed effect in R?
I want to estimate the following fixed effect model:
y_i,t = alpha_i + beta_1 x1_t + beta_2 x2_i,tx2_i,t = gamma_i + gamma_1
x1_t + gamma_2 Z1_i + gamma_3 Z2_i
I can use ivreg from AER to do the iv regression.
fm <- ivreg(y_i,t ~ x1_t + x2_i,t | x1_t + Z1_i + Z2_i,
data = DataSet)
But, I'm not sure how can I add the fixed effects.
Thanks!
[[alter...
2004 Aug 04
1
Constructing a VAR model using dse
...SpamAssassin 2.63 (2004-01-11) on hypatia.math.ethz.ch
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Hi everybody,
I'm trying to construct a VAR model where the output variables can influence each other in the same time period, for example:
x1_t = ax1_t-1 + bx2_t-1 + e1
x2_t = cx1_t + dx2_t-1 + e2
So x2_t is influenced by x1_t.
Does anybody know how to construct such a model using the dse package?
If I write AX = ... I know I could get rid of the A matrix by multiplying both sides with the inverse matrix A^(-1). Does this method always...
2004 Apr 16
2
regression and dw
...r R People:
Suppose we have a regression model that we will call
y.lm
We run the Durbin Watson test for autocorrelation
and we find that there is positive autocorrelation,
and phi = 0.72, say.
What is our next step, please?
Do we calculate the following
yprime_t = y_t - 0.72y_t-1,
x1prime_t = x1_t - 0.72x1_t-1,
and so on, and re-fit the linear mode?
I haven't done this in a while. Just wanted to double check.
Thanks so much!
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu