Displaying 20 results from an estimated 90 matches similar to: "dynamic panelmodel pgmm"
2014 Jan 17
0
Quantitative R developer in Amsterdam
Hello,
The company is in the final stages of implementing in a production
environment it economic capital model in
order to comply with Solvency II using a partial internal model. The core
modelling infrastructure consist of component written in R for pre-
and post- processing, and a Java component for Monte Carlo simulation and
applying risk mitigation (reinsurance).
We are looking for the right
2005 Nov 03
0
problems with pan(): Indizierung ausserhalb der Grenzen = subscript out of bounds
Dear alltogether,
I tried pan() to impute NAs for longitudinal data.
The terminology in the following output follows the pan manpage. No data
are attached to this script as this may be too huge.
y = 15 responses
pred = at first just intercept was tried (later on covariates should follow)
subj = 168 different subjects with 4 to 6 observations for each subject
at time points t1, t2, ..., t6
#
2008 Mar 10
3
internet proxy settings (win)
I cannot access internet through R.
My IT-guys told me that I should set the proxy and the port and then
everything will be fine. Where can I set them?
I use R 2.6.2 under Windows 2000 and these settings are those of the
Internet Explorer (no password).
I read http://cran.at.r-project.org/bin/windows/base/rw-FAQ.html#The-Internet-download-functions-fail_002e
but staring R by
"C:\Program
2011 Aug 24
2
Split data frame by date (POSIXlt)
Hello everyone,
I want to split a data.frame by the column date . The data frame looks like
this
date time open close
02.01.2011 09:00:00 1000 1200
02.01.2011 09:05:02 1200 1203
...
01.02.2011 10:01:21 1029 1110
.....
30.03.2011 12:02:12 1231 1200
2007 May 25
1
email the silly fuckers instead.
An alle finanzinvestoren! Diese aktie wird durchstarten! Dienstag 29.
Mai startet die hausse!
Firma: Talktech Telemedia
Kurzel: OYQ / OYQ.F / OYQ.DE
WKN: 278104
ISIN: US8742781045
Preis: 0.54
5-T Prognose: 1.75
Realisierter kursgweinn von 450% in 5 tagen! OYQ Wird wie eine rakete
durchstarten! DIENSTAG 29. MAI STARTET DIE HAUSSE!
But thanks for drawing my attention to it anyway. These
2016 Mar 31
2
Ask if an object will respond to a function or method
In the rockchalk package, I want to provide functions for regression
objects that are "well behaved." If an object responds to the methods
that lm or glm objects can handle, like coef(), nobs(), and summary(),
I want to be able to handle the same thing.
It is more difficult than expected to ask a given fitted model object
"do you respond to these functions: coef(), nobs(),
2012 Nov 09
0
Can pgmm in the plm package include additional endogenous variables?
Dear R-Users,
I am using pgmm in the plm package to estimate a dynamic models with panel
data. Besides the lagged dependent variable, I also have some other
endogenous variables. Does the pgmm have an argument that allows me to
specify these endogenous variables and their instruments? I didn't find this
argument in the description and online.
Thank you very much for your help!
2013 May 07
0
Orthogonal transformation option in pgmm-plm
Hi,
I'm a pgmm (plm) user and would like to know if a orthogonal transformation
is available, as in Stata xtabond2. Can someone help me? Thanks! Kinds
regards,
Eva
[[alternative HTML version deleted]]
2017 Dec 25
1
package : plm : pgmm question
Dear Sir,
I am using the package pgmm you build in panel regression. However, I found that when T is 10, N=30, the error would show as following:
system is computationally singular: reciprocal condition number
But the similar code works well on Stata, so I wonder how I can optimize the algorithm, for example , the inverse matrix optimization ? And I have checked my data as well, no
2009 Nov 13
0
about the pgmm in plm package (application and singularity)
Dear Sir or Madam:
I am Shaojuan Liao, the 3rd year Ph.D. student from Econ Department,
Virginia Tech.
I don't know whether it is appropriate to ask you questions on the
command pgmm. But I don't know how to deal with the case where all X are
exogenous and all T time periods' X can be used as the instrument.
Problem 1:
I know when X are predetermined, such as
Z=[y1,X1,X2, 0,
2012 Apr 09
0
Error using PGMM function in the PLM package
Good day fellow R users:
I have routinely received the following message when attempting to
estimate a GMM model for a somewhat square panel (N = 20, T = 9-27,
Obs = 338) using the pgmm function in the plm package:
Error in function (..., deparse.level = 1) :
number of rows of matrices must match (see arg 2)
So far, I am not wedded to a particular GMM model but what I have used
thus far is
2010 Mar 13
0
PGMM help - Strange Errors when Fitting Models
Hello,
I've been trying to fit Arrellano-Bond model with pgmm but I am getting very
strange errors. I've looked around and found no reference to them.
I've specified the model in dozens of different ways, and each seems to give
me a new kind of error. This leads me to believe this has to do with the
way the data is specified, but I can't see anything thats wrong with. My
2009 Mar 08
1
singular matrices in plm::pgmm()
Hi list,
has anyone succeeded in using pgmm() on any dataset besides
Arellano/Bond's EmplUK, as shown in the vignette?
Whatever I try, I eventually get a runtime error because of a singular
matrix at various points in pgmm.diff() (which gets called by pgmm()).
For example, when estimating a "dynamic" version of the Grunfeld data:
data(Grunfeld, package="Ecdat")
grun
2009 Mar 27
0
R: plm and pgmm
dear giovanni---
thanks for answering on r-help to me as well as privately. I very much
appreciate your responding. I read the plm vignette. I don't have the book,
so I can't consult it. :-(. I am going to post this message now (rather
than just email it privately), because other amateurs may have similar
questions in the future, and find this message and your answers via google.
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
Dear Ivo, dear list,
(see: Message: 70
Date: Thu, 26 Mar 2009 21:39:19 +0000
From: ivowel at gmail.com
Subject: [R] pgmm (Blundell-Bond) sample needed)
I think I finally figured out how to replicate your supersimple GMM
example with pgmm() so as to get the very same results as Stata.
Having no other regressors in the formula initially drove me crazy. This was a case where simpler models are
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,
2006 Feb 11
1
R-newbie-question, fixed effects panel model, large number of observations
Hi,
I'm trying to fit a fixed effect (LSDV) panelmodel with R. I have a dataset
with y as dependent, x1&x2 as indeps, t as time index and i as an
id-variable for each individual. There are three observations for each
individual (t=1, t=2, t=3).
I want to try a simple regression, but with individual intercepts:
-------------------------------------------------
# reading in some data ...
2016 Mar 31
0
Ask if an object will respond to a function or method
> On Mar 31, 2016, at 1:00 PM, Paul Johnson <pauljohn32 at gmail.com> wrote:
>
> In the rockchalk package, I want to provide functions for regression
> objects that are "well behaved." If an object responds to the methods
> that lm or glm objects can handle, like coef(), nobs(), and summary(),
> I want to be able to handle the same thing.
>
> It is more
2002 Jul 02
1
[Bug 329] New: gmake install prefix=... does not work with the privsep-path
http://bugzilla.mindrot.org/show_bug.cgi?id=329
Summary: gmake install prefix=... does not work with the
privsep-path
Product: Portable OpenSSH
Version: -current
Platform: MIPS
OS/Version: IRIX
Status: NEW
Severity: normal
Priority: P2
Component: Build system
AssignedTo:
2010 Aug 26
0
anova for plm objects
Dear All,
I'm looking to perform an ANOVA between two nested panel fixed effects models. I tried with anova, as well as with waldtest. anova tells me there is no method available for plm objects, while waldtest tells me my models are not nested. I think they are instead. The difference between the two models is that in the second I let the regression coefficients of a given variable variate