similar to: extracting and restricting coefficients

Dear list members, Is there a package somewhere for jointly estimating two poisson processes? I think the closest I've come is using the "SUR" option in the Zelig package (see below), but when I try the "poisson" option instead of the "SUR" optioin I get an error (error given below, and indeed, reading the documentation of the Zelig package, I get the impression

Hello to everyone, I have 2 problems and would be very pleased if anyone can help me: 1) When I use the package "systemfit" for SUR regressions, I get two different variance-covariance matrices when I firstly do the SUR regression ("The covariance matrix of the residuals used for estimation") and secondly do the OLS regressions. In the manual for "systemfit" on page

Greetings R Users, I have a system of equations for which I would like to output all the R-squares. Assume there are four equations in my system, the only way I found to output all the R-squares is by calling them out one by one as this: summary(fitSUR$eq[[1]])$r.squared summary(fitSUR$eq[[2]])$r.squared summary(fitSUR$eq[[3]])$r.squared summary(fitSUR$eq[[4]])$r.squared But isn't there a

I have a list called "tabs" that I would like to have the same structure as my list "eqSystem." The two look like they have the same format but they are different because when I look at their attributes, class(eqSystem[[1]]) is "call" but class(tabs[[1]]) is "formula". I want to have class(tabs[[1]]) as a call too. So what does "call" mean? And how

I have three column vectors (X1, X2, X3).          X1  X2  X3        20   25  40        100 90  80 I want to put them as one matrix of dimention 2 by 3,  but remove headers(X1,X2,X3) from the matrix. I wrote as follows U<-cbind (X1,X2,X3) the headers are there. I need help please. Thanks Dereje [[alternative HTML version deleted]]

Hi all, When I run a regression, I got the following response.  your help is appreciated.  Error in constants (lhs, cnames_symb) :   The hypothesis "Cost_PKL-QK.X_(Intercept)=0" is not well formed: contains bad coefficient/variable names.  In addition: Warning message: In constants(lhs, cnames_symb) : NAs introduced by coercion Dereje [[alternative HTML version deleted]]

Dear List Members,I am trying to set up a large system of equations and I am trying to find a simple way to set up the list command under the package system fit. Here is the example from system fit and what I am trying to do: EQ1 <- Y1 ~ X1 + X2 + X4EQ2 <- Y2 ~ X2 + X3EQ3 <- Y3 ~ X2 + X3 + X4EQ4 <- Y4 ~ X1 + X3 + X4eqSystem <-list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)

Hey guys, Not sure if I encountered a bug with the scatterplot3d function. Here's the calls I made: s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=40,type="h",main="MRSL ~ LogDist + Diff"); s3d1$plane3d(fitols); s3d1 <-

Hi all, I'm trying to estimate model parameters in R for a pretty simple system of equations, but I'm having trouble. Here is the system of equations (all derivatives): eqAlgae <- (u_Amax * C_A) * (1 - (Q_Amin / Q_A)) eqQuota <- (p_max * R_V) / (K_p + R_V) - ((Q_A-Q_Amin)*u_Amax) eqResource <- -C_A * (p_max * R_V) / (K_p + R_V) eqSystem <- list(C_A = eqAlgae, Q_A = eqQuota,

Hello all, I am relatively new to R, but enjoying it very much. I am hoping that someone on this list can help me with an issue I am having. I am having issues with iterations over nleqslv, in that the solver does not appear to clean up memory used in previous iterations. I believe I've isolated the/my issue in a small sample of code: library(nleqslv) cons_ext_test <- function(x){

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 <-

Hello, I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking "nlsystemfit()" I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the derivatives table

I need to have all elements of a matrix multiplied by a weight before being post-multiplied by itself, as shown in the forst block of codes below. I can also multiply the matrix by the square root of the weight and then take the outer product. Actually, what I need is this. Denote each row of the matrix by a row vector as xi and each element of the weighting vector as wi. Then, I need the

Dear R-users, I am facing problem with integrating in R a likelihood function which is a function of four parameters. It's giving me the result at the end but taking more than half an hour to run. I'm wondering is there any other efficient way deal with. The following is my code. I am ready to provide any other description of my function if you need to move forward.

Hi, everybody. I am working processing EEG data from 1000 pacients. I have a specific syntax to perform the Spectral Analysis and a loop to analyse all subjects. each subject data are in separate folders (P1, P2 P3...) My question is: in some cases, some errors can appear in one subject. I want to know if is possible to jump to the next subject and perform the same syntax , exibiting an error

Is there an r package out there that solves for pure strategy* Nash equilibrium of a two-person game*? A search for Nash equilibrium in r provides a link to the *GNE* package which solves for the Generalized Nash equilibrium. But what I would like to solve is a pure strategy Nash equilibrium. [[alternative HTML version deleted]]

With a data frame (call it *d*) composed of 2000 individuals and *n*observations for each individual (thus *2000n* observations in total), I would like to generate *k* bootstrap samples with replacement from *d*. Amongst other variables, *d* has a numeric variable *id* taking on identical value for observations belonging to the same individual. Taking into consideration the panel nature of the

Is there a way to apply paste to?list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)?such that I don't have to write form1=EQ1 for all my models?(I might have a list of 20 or more)? I also need the EQs to read the formulas associated with them. For example, below, I was able to automate the name assignment but I could not figure out how to?to set up the list using?paste or other

Hi everybody, I'm a newbye with lots of problems :). I'm trying to use nlsystemfit, but I recieve two error messages whose origin that I don't understand. 1) When I try to reproduce the example reported in the systemfit package manual, that is library( systemfit ) data( ppine ) hg.formula <- hg ~ exp( h0 + h1*log(tht) + h2*tht^2 + h3*elev + h4*cr) dg.formula <- dg ~ exp( d0

Hi, I am estimating a regression but the summary command is unable to provide me results, while the coefficients are available from the coefficients value. I suppose that it cannot estimate the covariance matrix. Is there any command that I can relax the tolerance so it can estimate the covariance matrix. The code and the error of R is: eq1<-rq(y~factor(year)+factor(state)+x1+x2+x3,