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...the transformation (Ch.3), Q%*%y (with y being the dependent variable) should yield the demeaned series. However, ... ...I find that the results do not match, if I do so. ...that if I am looking at a balanced panel, I get the correct results when multiplying Q with the already demeaned series y_it, Q%*%y_it. ...that if I am looking at an unbalanced panel, I receive results which differ (even though being close). I guess I am missing something. Every comment pointing me to the right solution would be of great value to me. Also, comments on how to increase the efficiency of my function wou...

Hey all - I am a newbie on mixed-effects models. I want to estimate the following model: Y_it = alpha_0t + alpha_1t*X_it + e_it alpha_0t = gamma_00 + u_0t alpha_1t = gamma_10 + gamma_11*W_it + u_1j Where Y is my outcome, X is my level-1 predictor, and W is my level 2 predictor. I am not sure if I am doing it right. Is this the correct specification of the formula? model = lmer(Y ~ X + X:...

Dear List, I am new to TS-Modeling in R. I would like to fit an ARMA(1,1) model for a balanced panel, running Y on a full set of unit and year dummies using an arma(1,1) for the disturbance: y_it=unit.dummies+yeardummies+e_it where: e_it=d*e_it-1+u_it+q*u_it-1 How can I fit this model in R? arma() does not seem to take covariates (or I don't understand how to specify the function so that it would). Thank you very much. Best, Tom

Hello, I am interested in estimating this type of random effects panel: y_it = x'_it * beta + u_it + e_it u_it = rho * u_it-1 + d_it rho belongs to (-1, 1) where: u and e are independently normally zero-mean distributed. d is also independently normally zero-mean distributed. So, I want random effects for group i to be correlated in t, following an AR(1) pro...

Dear r-helpers, I am working with plm package. I am trying to fit a fixed effects (or a 'within') model of the form y_it = a_i + b_i*t + e_it, i.e. a model with an individual-specific intercept and an individual- specific slope. Does plm support this directly? Thanks in advance! Otto Kassi

Hello, I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking "nlsystemfit()" I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the derivatives table Isn't it possible to provide equati...

Hi everyone, I am interested in estimating this type of random effects panel: y_it = x'_it * beta + u_it + e_it u_it = rho * u_it-1 + d_it rho belongs to (-1, 1) where: u and e are independent and normally zero-mean distributed. d is also independently normally zero-mean distributed. So, I want random effects for group i to be correlated in t, following an AR(1) p...

Hello, I am using {plm} to estimate panel models. I want to estimate a model that includes fixed effects for time and individual, but has a random individual effect for the coefficient on the independent variable. That is, I would like to estimate the model: Y_it = a_i + a_t + B_i * X_it + e_it Where i denotes individuals, t denotes time, X is my independent variable, and B (beta) is the coefficient on that random variable. I want both a coefficients to be estimated with fixed effects because I expect them to be correlated with Y, and B to be estimated usin...

...gt; This looks like roughly what I would expect the code to be. I'd have to see the LLVM IR it generated to be sure. But it looks okay to me. (And if it's working for you, all the better. ;-) ) A snippet of the IR code is: > entry: > %add_it = alloca %add_iterator, align 8 > %y_it = alloca %singleton_iterator, align 8 > %x_it = alloca %singleton_iterator, align 8 > %y = alloca %item, align 8 > %x = alloca %item, align 8 > %exception_caught_flag = alloca i8, align 1 > store i8 0, i8* %exception_caught_flag, align 1 > %caught_result_storage = allo...

On Apr 4, 2012, at 9:32 PM, Paul J. Lucas wrote: > On Mar 23, 2012, at 4:46 PM, Bill Wendling wrote: [...] > This all seems to work just fine. I can throw a C++ exception either in a C++ object's constructor or in an ordinary member function and the stack unwinds correctly (the object's destructors are called) and the exception is propagated back up the C++ code that called the

...see the LLVM IR it generated to be sure. But it looks okay to me. (And if it's working for you, all the better. ;-) ) > > A snippet of the IR code is: > The code is good, except for one comment (see below). >> entry: >> %add_it = alloca %add_iterator, align 8 >> %y_it = alloca %singleton_iterator, align 8 >> %x_it = alloca %singleton_iterator, align 8 >> %y = alloca %item, align 8 >> %x = alloca %item, align 8 >> %exception_caught_flag = alloca i8, align 1 >> store i8 0, i8* %exception_caught_flag, align 1 >> %caught_res...