similar to: Hausman test for lmer model

Hi, can anybody tell me how the Hausman test for endogenty works? I have a simulated model with three correlated predictors (X1-X3). I also have an instrument W for X1 Now I want to test for endogeneity of X1 (i.e., when I omit X2 and X3 from the equation). My current approach: library(systemfit) fit2sls <- systemfit(Y~X1,data=data,method="2SLS",inst=~W) fitOLS <-

Hi, I am trying to run a panel regression using 88 observations and 9 variables. In-built Hausman Test did not work, then I found a code for auxiliary regression method for the Hausman test. The panel models are: fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index = c("id")) re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =

Hello, I am trying to conduct a Hausman test to choose between FE estimators and RE estimators. When I try to run: library(plm) fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken + Degree + KantenGew + BetweennessC + SitzKappazitaet, data=Panel,index=c("id","time"),model="within") summary(fixed) fixef(fixed) random <-plm(ROS ~

Hi there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I

Dear useRs, I am fitting a mixed model using the function lmer from the package lme4, but I have some problems when I try to test the effect of my factors of interest. First let me explain the structure of the model: I'm measuring animal movements. Explicitly, I am interested in displacement (straight-line distance from an initial point). Displacements are measured longitudinally, with one

Hello! I am trying to model data on species abundance (count data) with a poisson error distribution. I have a fixed and a random variables and thus needs a mixed model. I strongly doubt that my model is overdispersed but I don't know how to get the overdispersion parameter in a mixed model. Maybe someone can help me on this point. Secondly, it seems that quasi models cannot be implemented

Hi I'm getting the intercepts of the Random effects as 0. Please help me to understand why this is coming Zero This is my R code Data<- read.csv("C:/FE and RE.csv") Formula="Y~X2+X3+X4 + (1|State) + (0+X5|State)" fit=lmer(formula=Formula,data=Data) ranef(fit). My sample Data State Year Y X2 X3 X4 X5 X6 S2 1960 27.8 397.5 42.2 50.7 78.3 65.8 S1 1960 29.9 413.3 38.1

Does anyone know how to do an Hausman test? I?ve estimate a modell (some alternatives) with clogit an wanted to test the IIA test (Independence of Irrelevant Alternatives) after estimating a multinomial logit model? Thank you

Dear R-Users, I have fitted a cross-classified generalized linear mixed model using the lmer package with the following code. Mod<-lmer(y~x+(1|a)+(1|b)+ (1|c), family=binomial) In this case, only including a covariate (x) as a fixed effect. The fitted values, using fitted(mod), correspond to the raw data nicely, and the mean of the fitted values is equal to the mean of the raw data. In

I haven't been able to fully make sense of the conflicting online information about whether and how to specify nesting structure for a nested, mixed model. I'll describe my experiment and hopefully somebody who knows lme4 well can help. We're measuring the fluorescence intensity of brain slices from frogs that have undergone various treatments. We want to use multcomp to look for

Note the typo in your 3rd line: data < Don't know if this means anything... Bert On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote: > Hello, > > I have a problem with Hausman test. I am performing my analysis with these > commands: > > > library(plm) > > data<-read.csv2("paolo.csv",header=TRUE) >

Hello, I have a problem with Hausman test. I am performing my analysis with these commands: > library(plm) > data<-read.csv2("paolo.csv",header=TRUE) > data< pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE) > RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2 >

you are right about the 3rd line but it doesn't help me for my problem. I remove the 3rd line but there is still the same problem: Error in solve.default (dvcov): the system is numerically unique: reciprocity condition value = 1.63418e-19 Paolo 2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>: > Note the typo in your 3rd line: data < > > Don't

Hi My data looks like this startDate="2008-06-01" dateRange =c( "2008-10-01","2008-12-01") Is there any method to find the week number from the startDate range ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Week-number-from-a-date-tp4410223p4410223.html Sent from the R help mailing list archive at Nabble.com.

Hi I have set of records seperated by a separator say "$$$" i want to get the values in a dataframe. eq qwer$$12$$qwre ewrtr$7789$ewwe I want the output as\ V1 V2 V3 qwer 12 qwre ewrtr 7789 ewwwe Please help me ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Help-in-splitting-the-records-tp4650827.html Sent from

Hi I have a data class wise. I want to create a histogram class wise without using for loop as it takes a long time my data looks like this x class 27 1 93 3 65 5 1 2 69 5 2 1 92 4 49 5 55 4 46 1 51 3 100 4 ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Histogram-classwise-tp4528624p4528624.html Sent from the R help mailing list archive

Hi I 've a data a=c(10,20,30) b=c(100,200,300) c=c(50,60,70) I want to compare a[1]<=c[1]<b[1],...... How to compare for all the records ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/comparing-three-vectors-tp4636728.html Sent from the R help mailing list archive at Nabble.com.

I have a long string. i want to sepearate a 10 digit phone no from it. eg "my no is 9876543210 is personal no and my official no is 123-456-8907. you can use any of these" i want to seperate the 9876543210 and 123-456-8907 from this. therev may be many phone nos in the string. how to do it ----- Thanks in Advance Arun -- View this message in context:

Hello R-users: Could you please tell me how can I extract the "df (degree of freedom)" and "estfun (estimating functions)" for the following lmer (or lmer2) model? wtd.mixed<-lmer(ddimer~race+steroid+psi+sofa+apache + (1|subject), method="ML", data=final, cluster="id", weights=w) I tried the following codes: - for the degree of freedom (erorr

Hi I'm not getting any results in R console when i run commands. I reinstalled R but the results are same ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Results-not-dispalying-in-R-console-tp4647271.html Sent from the R help mailing list archive at Nabble.com.