similar to: Comparing rqpd() and rq()

Hello R community members, I'm trying to install the 'rqpd' package which is developed by Roger Koenker and Stefan Bache. When I try to install the package using the command 'install.packages("rqpd",repos="http://R-Forge.R-project.org")' I'm getting the following two messages: i) package ?rqpd? is available as a source package but not as a binary

Dear all, I'm trying to run a Wald Test for the Penalized Fixed Effects using the rqpd package. Actually, I'd like to test if the coefficients associated to the same variable are statistically different among the quantiles. The usual wald.test, waldtest or anova.rq don't work for rqpd. I would appreciate any help. Thank you. Regards, Fernando Parmagnani, M.A., Economics University

Dear list, dear Cecilia and Daniel, sorry for coming in ten days late, I've been very busy lately so I came across this email only today. This is just to make some points clearer re: fixed effects and r2 in package 'plm', to both you and the list. In particular, to make you aware of some additional features. Please see my comments below, with '##'. Best, Giovanni

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package =

Dear R-helpers, First of all, sorry for those who have (eventually) already received that request. The mail has been bumped several times, so I am not sure the list has received it... and I need help (if you have time)! ;-) I have a very simple question and I really hope that someone could help me I would like to estimate a simple fixed effect regression model with clustered standard errors by

Hi R-helpers, I have two questions I hope you could help me with them: In the plm package how can I calculate the R2 within, R2 between and R2 overall? Is there any special reason to not display these values? When using first differences do I need to have some special care with dummies (both year dummies and industry dummies)? (A friend who works with Stata told me that there is

Hello, I am switching to R from Stata and I am having particular trouble with the transition from Stata's 'xtabond' and 'ivreg' commands to the "plm" package. I am trying to replicate some of the dynamic panel data work using the UK Employment data in Arellano and Bond (1991) and available as 'EmplUK' under the 'plm' package. I have been

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

Hello. Just a quick follow-up, for other 'plm' users on the list: - the problem turned out to be logs of zero values hidden in the big dataset - trying log(xx) would not reveal the problem, because log(0)=-Inf is a valid result in log() while it is an invalid input to plm() --> it is always advisable to try lm(yourformula, yourdata) as a first diagnostic check when plm(yourformula,

Dear Kailas Gokhale, The negative individual variance is not a problem with your code or plm. It a property of your data. Please check the posts of Giovanni Millo on this topic: [R] R: plm random effect: the estimated variance of the individual effect is negative Millo Giovanni Giovanni_Millo at Generali.com Sat Jan 5 10:10:01 CET 2013 You can find the posts in the archive by rseek.org.

Dear Sir, Thank you for accepting my request for registration on this site. I am trying to solve panel data problems using plm package , but while suing random effect model i am getting following messege saying " Warning message:In sqrt(sigma2) : NaNs produced " In some other cases i am getting message saying where TSS = NA , that I am not understanding I am sending you my code along

Hello Giovanni I made a minor modification to your function, which now allows to compute the within R-sq in Twoways Within models (see below). However I ran into an issue that I have already encountered before: whenever I try to fit Twoways Within models on my unbalanced data, the process is strangely slow and I usually terminate it either after ~15min or when my CPU hits 100C. This is similar to

Dear plm Package users, I use the plm package a lot but I have not updated it for some times. Now I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc", package="Ecdat") estimation_method<-"within" estimation_effect<-"individual" zz

Dear "plm"-Package insiders, [I posted the following observation is April already but unfortunately I am not aware of any answers. With the hope that someone found an answer in the mean time, I ask again:] I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc",

Hello Using two file server with samba 4.12.6 running as a CTDB cluster and trying to share a specific path on a cephfs. After loading the config the ctdb log shows the following error: ctdb-eventd[248]: 50.samba: ERROR: samba directory "/plm" not available Here is my samba configuration: [global] clustering = Yes netbios name = FSCLUSTER realm = INT.EXAMPLE.COM registry

dear readers---I struggled with how to do nice fixed-effects regressions in large economic samples for a while. Eventually, I realized that nlme is not really what I needed (too complex), and all I really wanted is the plm package. so, I thought I would share a quick example. ################ sample code to show fixed-effects models? in R # create a sample panel data set with firms and years

Hello, I am trying to use the plm package for panel econometrics. I am just trying to get started and load my data. It seems from most of the sample documentation that I need to use the pdata.frame function to get my data loaded. However, even after installing the "plm" package, my R installation cannot find the function. I am trying to follow the example in plmEN.pdf (

Dear all- I am have trouble in using the model="ht" option in function plm from the plm library. I am using Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a FC-8 linux machine. Here is what I am trying to do: ##---------------------------------------------------------------------------- R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber

Dear R-helpers, I have a very simple question and I really hope that someone could help me I would like to estimate a simple fixed effect regression model with clustered standard errors by individuals. For those using Stata, the counterpart would be xtreg with the "fe" option, or areg with the "absorb" option and in both case the clustering is achieved with "vce(cluster

Hi List I'm having difficulty understanding how plm should work with dynamic formulas. See the commands and output below on a standard data set. Notice that the first summary(plm(...)) call returns the same result as the second (it shouldn't if it actually uses the lagged variable requested). The third call results in error (trying to use diff'ed variable in regression) Other info: