similar to: "Conditional" average

Displaying 20 results from an estimated 400 matches similar to: ""Conditional" average"

2009 Oct 31
1
Help me improving my code
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 *<
2005 Aug 13
1
How to make a lagged variable in panel data?
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
2009 Sep 03
2
How can I appoint a small part of the whole data
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
2012 Nov 02
2
If loops?
I have a set of data with 205 988 observation sand 10 variables , three of which are Legal_status, Date_of_incorporation and Last_year. I set my time horizon from 1989 to 2009. Now I want to know when a company is dead. If Last_year is bigger or equal to 2009 then I say that a new "variable" last is 2009. If Last_year is smaller than 2009 then my new variable "last" is equal
2009 Nov 27
1
problem with "dynformula" from "plm" package [RE-POST]
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 +
2012 Nov 15
2
Optimizing
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
2004 Oct 03
1
How might one write this better?
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
2013 Sep 22
2
colores
Como usas la función image puedes consultar la ayuda ?image o help(image) y encontrarás el siguiente ejemplo donde se usa un diferente color Palette (mencionada por pepeceb en su respuesta). x <- 10*(1:nrow(volcano)) y <- 10*(1:ncol(volcano)) image(x, y, volcano, col = terrain.colors(100), axes = FALSE) # O puedes usar directamente el número para indicar el color image(x, y, volcano, col =
2012 Mar 31
4
R Help
Hi, I have a polynomial of 2n^2-5n+3 and I have my n values going up in powers of 2 i.e. n=2,4,8,16?.. I wanted to fit this curve to the function A*n*log2(n) +B*n where A and B are to be found. How would i do this? Thank you Jaymin
2005 Feb 16
1
Setting log(0) to 0
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
2024 Jan 28
1
2SLS with Fixed Effects and Control Variables
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:
2013 Jul 11
1
Testing for weak exogeneity in a SUR ECM
Dear all, I have set up a Labour Demand Error Correction Model for some German federal states. As I expect the labour markets to be correlated I used a Seemingly Unrelated Regression using systemfit in R. My Model is: d(emp)_it = c + alpha*ln(emp)_i,t-1 + beta_1*ln(gdp)_i,t-1 + + beta_2*ln(wage)_i,t-1 + + beta_1*ln(i)_i,t-1 + gamma_1*d(gdp)_it + gamma_2*d(wage)_it with emp_it being the
2012 Nov 29
1
instrumental variables regression using ivreg (AER) or tsls (sem)
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)
2010 Feb 28
1
"Types" of missingness
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
2003 Nov 25
3
weighted mean
How do I go about generating a WEIGHTED mean (and standard error) of a variable (e.g., expenditures) for each level of a categorical variable (e.g., geographic region)? I'm looking for something comparable to PROC MEANS in SAS with both a class and weight statement. Thanks. Marc [[alternative HTML version deleted]]
2010 Oct 04
1
Simultaneous equation with one ordinal reponses
Dear R users, I had a research question which involves a simultaneous equation system, one is the common continuous dependent variable, y1, say wage, or log wage, another one is a latent variable, y*, which I only observe up to a ordinal scale, say attitudes toward a problem, taking values as y2= 1, 2, 3 or 4. Both of them have other exogeneious variables. I have been search on internet for
2010 May 03
2
Hierarchical factors
Hello, Hierarchical factors are a very common data structure. For instance, one might have municipalities within states within countries within continents. Other examples include occupational codes, biological species, software types (R within statistical software within analytical software), etc. Such data structures commonly use hierarchical coding systems. For example, the 2007 North
2001 Nov 24
4
Total Newbie here..
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
2012 Apr 30
1
IV estimation
Hello, I have a set of 100 variables with 1560 observations. I did an O.L.S regression of three of these variables on a fourth. But there are problems of endogeneity... So I look in my dataset for instruments to do an IV. I can't find a good instrument because their correlation with my endogeneous variables are too low. But I see that when I create a combined variable composed of 12 variables
2012 Mar 08
1
Panel models: Fixed effects & random coefficients in plm
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