similar to: Simultaneous equation with one ordinal reponses

Dear R-List, My questions concerns missing values. Specifically, is is possible to use different "types" of missingness in a dataset and not a one-size-fits-all NA? For example, data may be missing because of an outright refusal by a respondent to answer a question, or because she didn't know an answer, or because the item simply did not apply. In later analysis it is sometimes

Hi, I am new to R. My problem is with the ordered logistic model. Here is my question: Generate an order discrete variable using the variable wrwage1 = wages in first full calendar quarter after benefit application in the following way: * wage*1*Ordered *= 1 *if*0 *· wrwage*1 *< *1000 2 *if*1000 *· wrwage*1 *< *2000 3 *if*2000 *· wrwage*1 *< *3000 4 *if*3000 *· wrwage*1 *<

Dear all, I have 1980~1990 eleven datas, every year have three variables, wage gender(1=female, 2=male) race(1=black, 2=white) My original commands is: fig2b<-reldist(y=mu1990$wage,yo=mu1980$wage,.......) I have three questions: 1. If I want to appoint y=women's wage in 1990 yo=women's wage in 1980 2. If I want to appoint y=women's wage in

Suppose we observe N individuals, for each of which we have a time-series. How do we correctly create a lagged value of the time-series variable? As an example, suppose I create: A <- data.frame(year=rep(c(1980:1984),3), person= factor(sort(rep(1:3,5))), wage=c(rnorm(15))) > A year person wage 1 1980 1 0.17923212 2 1981

I am trying to simulate the trajectory of the pension assets of one person. In C-like syntax, it looks like this: daily.wage.growth = 1.001 # deterministic contribution.rate = 0.08 # deterministic 8% Wage = 10 # initial Asset = 0 # initial for (10,000 days) { Asset += contribution.rate * Wage

Hello list, I'm following the paper (http://www.jstatsoft.org/v27/i02/paper) on how to use "plm" to run panel regressions, and am having trouble with what I believe should be something very basic. When I run the command (p.9 in the paper): R> dynformula(emp~wage+capital,log=list(capital=FALSE,TRUE),lag=list(emp=2,c(2,3)),diff=list(FALSE,capital=TRUE)) I see: emp ~ wage +

Dear John Fox, Christian Kleiber, and Achim Zeileis, I am attempting to run various independent variable parameters to assess their suitability. Unfortunately, I hit a snag and couldn't get the tests to run properly. When I used ivreg, I got an error message saying: "Error in eval(predvars, data, env) : object 'WageInequality' not found." Can you please help? Model:

Hello, I am fairly new with R and am having trouble finding an optimal group. I checked the help functions for the various optimize commands and it was a little over my head. I have a dataset with 4 columns, name, type, value, and cost. The set consists of a list of people, which have 3 types. I want to choose 6 people, two of each type, and maximize the sum of their values. However, I'm

Hi, I'm trying to do a regression like this: wage.r = lm( log(WAGE) ~ log(EXPER) where EXPER is an integer that goes from 0 to about 50. EXPER contains some zeros, so you can't take its log, and the above regression therefore fails. I would like to make R accept log(0) as 0, is that possible? Or do I have first have to turn the 0's into 1's to be able to do the above

Hello, I have a set of data including age, wage and education level each called age76, wage76 and grade76 I want to know how i can calculate the average wage of people age 15 to 65 (each year separetly) , only for those who have an education level of 10 12 and 16... -- View this message in context: http://r.789695.n4.nabble.com/Conditional-average-tp4585313p4585313.html Sent from the R help

Dear friends, I am trying to understand and implement instrumental variables regression using R. I found a small (simple) example here which purportedly illustrates the mechanics (using 2-stage least-squares): http://www.r-bloggers.com/a-simple-instrumental-variables-problem/ Basically, here are the R commands (reproducible example) from that site: # ------ begin R library(AER)

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

Hi Xin, Thank you for your reply! I have tried the 3 alias analyses you have mentioned on LLVM 3.5: 1) $ opt -globalsmodref-aa -aa-eval < xxx.bc > /dev/null (May-alias response 100%) 2) $ opt -tbaa -aa-eval < xxx.bc > /dev/null (May-alias response 100%) 3) $ opt -cfl-aa -aa-eval < xxx.bc> /dev/null (Unknown command line argument '-cfl-aa') It seems that they are not

Dear all, I was wondering if there are some reliable alias analyses build on top of LLVM other than basicaa. Thank you! Zhiyuan -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.llvm.org/pipermail/llvm-dev/attachments/20150407/db07dba3/attachment.html>

I search an plugin or gem, but don''t find nothing satisfactory. I believe to be stranger a technology that nails the DRY, have that create you vary equal tables, instead of using inheritance. Exists an soluction for this? I want a solution similar to this: create_table :people |t| do t.column :name t.column :address end create_table :customer |t| do t.column :person_id

I am concidering taking the Jump to Linux. I have SuSE. 6.3 at the moment.. but don't want to loose some of my M.$. Apps.. So I hear about wine.. as being able to run some of the apps.. this is great.. News.. for the Weary anyway.. So does this Wine work with SuSE.. Please forgive me I haven't even played with Linux. yet.. just trying to get all my questions sorta answered before I wage

> From: Spencer Graves [mailto:spencer.graves at pdf.com] > > Martin says, "This is another instance of S-Plus following R > behind and doing it incompatibly [with a reason?] ... ." > > This is one example of a major issue in "how to wage and win a > standards war", discussed by Shapiro and Varian (1998) > Information Rules >

Hi, I am learning R by reading R source code. Here is one question I have about the optim function in R. The context : In the optim.R, after all the prep steps, the main function call call is made via : .External2(C_optim, par, fn1, gr1, method, con, lower, upper). So, it seems to me, to follow what is going on from here, that I should read the optim function in \src\library\stats\src\optim.c

Emperors1000@aol.com wrote: > > Dear reader, > The emperorsclothes list does not seem to be working. Please forgive us if > you receive this post twice. - Jared Israel, www.tenc.net > ************************** > URL for this article: http://emperors-clothes.com/articles/rozoff/abyss.htm > > To join the Emperor's Clothes email list, go to >

Hello, I use R a lot, one thing bugs me is that when I try the following > x<- -8 > x^(1/3) [1] NaN However, it is fine with -8^(1/3). Priority goes to the power. Can you help me out for this? Thanks. Best, Zhiyuan J. ZHENG Ph.D. Candidate Economic Department Virginia Polytechnic Institute and State University Phone: 540-231-5120 , Blacksburg, VA, 24060