similar to: AER 1.0-0: Applied Econometrics with R

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (two-stage least squares)

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (two-stage least squares)

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net

Dear Carlos, please refrain from posting the same question umpteen times. Please consider that code is hard to read and people might not have the time to run your simulation etc. etc.. As I told you privately in response to your message on 18/1, > Re: generating correlated effects, I tried this only once, but I > didn't get it right. Simulations using this are, e.g., Hansen (2007)

The Journal of Statistical Software was founded by Jan de Leeuw in 1996. Currently, there are 26 volumes with 260 aricles and the journal publishes about 4 new volumes per year. The web address is www.jstatsoft.org. All articles are pdf files, since 2005 all produced from JSS LaTeX templates. JSS is edited by Jan de Leeuw, since 2005 jointly with Achim Zeileis of the Wirtschaftsuniversität Wien.

What is the exact formula used in R lm() for the Adjusted R-squared? How can I interpret it? There seem to exist several formula's to calculate Adjusted R-squared. Wherry’s formula [1-(1-R2)·(n-1)/(n-v)] McNemar’s formula [1-(1-R2)·(n-1)/(n-v-1)] Lord’s formula [1-(1-R2)(n+v-1)/(n-v-1)] Stein 1-(n-1/n-k-1)(n-2)/n-k-2) (n+1/n) Theil's formula (found here:

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 users, An updated version of the np package has recently been uploaded to CRAN (version 0.20-0). Version 0.20-0 is documented in Tristen Hayfield and Jeffrey S. Racine (2008). Nonparametric Econometrics: The np Package. Journal of Statistical Software 27(5). URL http://www.jstatsoft.org/v27/i05/ and also in a vignette (vignette("np",package="np")). There is also a FAQ

Dear R users, An updated version of the np package has recently been uploaded to CRAN (version 0.20-0). Version 0.20-0 is documented in Tristen Hayfield and Jeffrey S. Racine (2008). Nonparametric Econometrics: The np Package. Journal of Statistical Software 27(5). URL http://www.jstatsoft.org/v27/i05/ and also in a vignette (vignette("np",package="np")). There is also a FAQ

We are happy to announce that the R user conference useR! 2008 is scheduled for August 12-14, 2008, and will take place at the University of Dortmund. As for the predecessor conferences, the program will consist of two parts: invited lectures and user-contributed sessions (abstract submission will be available online starting from December 2007). Prior to the conference, there will be

We are happy to announce that the R user conference useR! 2008 is scheduled for August 12-14, 2008, and will take place at the University of Dortmund. As for the predecessor conferences, the program will consist of two parts: invited lectures and user-contributed sessions (abstract submission will be available online starting from December 2007). Prior to the conference, there will be

Dear all, The new version of AdMit (version 1.01-01) is now available from CRAN. SUMMARY The package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings

Dear all, The new version of AdMit (version 1.01-01) is now available from CRAN. SUMMARY The package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings

Hi gurus, I used xen 4.1.0 (64bit) + dom0 kernel 2.6.32.39 (32bit) + domu kernel 2.6.32.39 (32bit) environment. I was trying to passthru Broadcom NIC to domu. The NIC can be UP but not RUNNING, on domu #ifconfig eth0 eth0 Link encap:Ethernet HWaddr 00:10:18:95:25:90 inet addr:10.0.0.3 Bcast:10.0.255.255 Mask:255.255.0.0 UP BROADCAST MULTICAST MTU:1500 Metric:1

Following 7 patches are for PCIE AER (Advanced Error Reporting) support for XEN. --------------------------------------------------------------------------- Patches 1~4 back port from Linux Kernel which enables kernel support to AER. Those patches enable DOM0 PCIE error handling capability. When a device sends a PCIE error message to the root port, it will trigger an interrupt. The irq handler

Dear All, we (Ott Toomet and I) would like to add functions for maximum likelihood (ML) estimations of generalized tobit models of type 2 and type 5 (*see below) in my R package for microeconomic analysis "micEcon". So far we have called these functions "tobit2( )" and "tobit5( )". Are these classifications well known? How are these functions called in other

On Mon, 4 Apr 2016, varin sacha via R-help wrote: > Hi Deepak, > > In econometrics there is another test very often used : the white test. > The white test is based on the comparison of the estimated variances of > residuals when the model is estimated by OLS under the assumption of > homoscedasticity and when the model is estimated by OLS under the > assumption of

Thanks for the discussion. I do feel quite strongly that the variables should always be a part of a data frame. Then functions such as summary() and pairs() can operate on them all simultaneously.... regression is only one part of the analysis. And what if there are lots of variables? Have them all scattered about the workspace? One of them could be easily overwritten. The generic predict() will

When I try to install hte Econometrics view I get the following error: CRAN task view Econometrics not available in: install.views("Econometrics") I have already install the ctv package and loaded it before trying to install the above... Any ideas as to what's going on?

Patch 4 pcie_portdrv.patch: PCI-Express AER implemetation: pcie_portdrv error handler. It implements error handlers for pcie_portdrv. Signed-off-by: Zhang Yanmin <yanmin.zhang@intel.com> Signed-off-by: Greg Kroah-Hartman <gregkh@suse.de> Thanks& Regards, Criping _______________________________________________ Xen-devel mailing list Xen-devel@lists.xensource.com