similar to: Newbie trying to Lag Variables in a regression

Displaying 20 results from an estimated 500 matches similar to: "Newbie trying to Lag Variables in a regression"

2003 May 16
4
Newbie hung up with matrices
Hi all: Thanks in advance for your assistance. I just started learning R. I'm trying to use the Help and the downloadable manuals. I am stuck on trying to multiply matrices. Can anyone please supply a couple of lines of code that I can plug into a fresh console to see how a double precision (1x3) matrix is multiplied by a double precision (3x3) matrix? I keep getting an error
2003 May 30
1
Downloading packages from CRAN
Hello- I am trying to download packages from CRAN to my Window-based system. I downloaded the most recent version of Perl, as instructed in the Install Manual and the "car" package, just as a trial. Where should they "reside" within my computer: the unzipped Perl I have placed at ...R/rw1070; the "car" package I unzipped and placed at ...R/rw1070/library. Is this
2003 May 23
3
Not getting all data to a text file via write.table
Hi all- Thanks in advance for your help. I have a 2275x1 table of residuals from an lm() regression. I want to analyze this further in Excel. I tried using: df<-resid(object) write.table(df) and this yields a nice looking output in R, but because of screen constraints, I seem to loose data "out-the-top" of the Console -- which doesn't bother me, as long as I can see it
2003 Jun 04
1
Error Using dwtest
Hello all- I have two time series, Index1stdiff and Comps1stdiff. I regressed the first on the second and R returned the summary stats I expected. Then I looked at and plotted the residuals. I then wanted to assess autocorrelation characteristics and tried to run a Durbin-Watson using: library(lmtest) dwtest(formula=Index1stdiff~Comps1stdiff,alternative=c("greater")) I am
2003 May 16
1
Newbie Matrix problem refined; Can't convert .csv data to matrix
Thanks to all for your previous help. I see now that my problem is converting my .csv file of data into a matrix. My example is a (3x3) matrix with a "header" row (that doesn't contain numerics). Thanks again for your time and gracious consideration.
2003 Jun 10
1
Regression output labels
Hello to all- 1. When I run a regression which implements the augmented Dickey-Fuller test, I am confused about the names given to the regressors in the output. I understand what "xGE" stands for in a standard "lm" test involving an independent variable GE for instance, but if I lags and or differences are included in the model, what do the following "output" stand
2002 Feb 12
6
A couple of little R things I can't figure out (column percents, regression with lagged variables)
Simple usage questions that I ought to be able to figure on my own, but can't. 1.I'm able to produce a cross tabulation table showing counts with either table or xtabs. But I want column percentages for interpretation, and it seems stupid to sit there with a calculator figuring marginals and column percentages. How to make R do it after this: > x <- c(1,3,1,3,1,3,1,3,4,4)
2003 Sep 25
1
Time Series DGPs
I was wondering if anyone had some sample time series dgp code. I am particularly interested in examples of autoregressive processes and error correction model DGPs. I have attached a more specific example of what I mean. I have tried myself but would hoping someone had some more elegant code that would help me extend my own code. Thanks Luke Keele UNC-Chapel Hill Nuffield College, Oxford
2012 Mar 20
1
MA process in panels
Dear R users, I have an unbalanced panel with an average of I=100 individuals and a total of T=1370 time intervals, i.e. T>>I. So far, I have been using the plm package. I wish to estimate a FE model like: res<-plm(x~c+v, data=pdata_frame, effect="twoways", model="within", na.action=na.omit) ?where c varies over i and t, and v represents an exogenous impact on x
2007 Jun 04
1
Help with conditional lagging of data
Dear Friends, I have some data with three columns named ID, Year and Measure X. I need to create a column which gives me a lag for each ID (note not a continous lag), but a lag conditional on the id and the given year. Please find below a sample of the data Input file sample ID Year X AB12 2000 100 AB12 2001 120 AB12 2002 140 AB12 2003 80 BL14 2000 180 BL14
2002 Dec 09
1
heteroscedasticity analysis
Hello, First, sorry for my poor english, I will try to be understood. It's the first time I try this "r-help mailing list" and I hope it will be a success. I am working on heteroscedasticity analysis. I would like to get the "Box-Ljung" and the "Lagrange multipliers" test. I found the first one in the library "ts", but I can't find the second one.
2012 Jun 16
2
How to specify "newdata" in a Cox-Modell with a time dependent interaction term?
Dear Mr. Therneau, Mr. Fox, or to whoever, who has some time... I don't find a solution to use the "survfit" function (package: survival) for a defined pattern of covariates with a Cox-Model including a time dependent interaction term. Somehow the definition of my "newdata" argument seems to be erroneous. I already googled the problem, found many persons having the
2010 Aug 31
2
simultaneous estimation
Hi folks, Not sure what this sort of estimation is called. I have a 2-column time-series x(i,t) [with (i=1,2; t=1,...T)], and I want to do the following 'simultaneous' regressions: x(1,t) = (d - 1)(x(1, t-1) - mu(1)) x(2,t) = (d - 1)(x(2, t-1) - mu(2)) And I want to determine the coefficients d, mu(1), mu(2). Note that the d should be the same for both estimations, whereas the
2003 Jun 01
1
Wording of "R Installation and Administration"
Hi, I hope I haven't got this wrong, but I don't think one needs Perl installed if they install the "precompiled" packages for Windows right? I'm just wondering if the first sentence in the "R Installation and Administration" can be re-worded a bit so newbies won't get confused.... ---------- Forwarded message ---------- Date: Mon, 2 Jun 2003 08:56:37 +1200
2001 Apr 14
2
Mysterious connection disappearances
I installed a samba server about a week ago for a client and have been having some trouble with it. The two problems that occur are: 1. The "Microsoft mail postoffice" occasionally has files with deny_all locks on them that prevent other users from sending email to the user. My first impression was that this was an Outlook issue, but rebooting the entire (client) computer does not
2013 Feb 26
1
Light Libraries
Dear R-Help group: I have been tinkering with how I want my personal standard library functions to look like. They are not designed to be professional and heavyweight, but lightweight. There are probably dozens of little bugs, because I don't know or have not properly taken care of a variety of internal R code issues. still, I like how this ended up, and there is no learning curve, so I
2014 Jun 15
2
dumb developer explodes yum
hey guys, One of our developers DESTROYED both yum and rpm on one of the development machines with an rm command. And guess who's lucky enough to get to fix this mess? *raises hand* So I hope y'all don't mind me turning to you once again for some advice. You've been wonderful in the past. Pavlov's dogs as they say. At any rate, I've managed to fix rpm (yay) by copying
2006 Dec 07
2
No Instant Gratification ! Browser can''t access localhost:3000 (IR 1.4)
Hi! I''m learning Ruby on Rails with the Agile Web Development With Rails book. I have installed InstantRails 1.4 (under windows xp 2) and after doing all steps (gem updates, rails demo, ruby script/server which launches WEBrick server), I can''t access the localhost:3000 with the browser. I tried 127.0.0.1:3000 in apache config, then with my IP address 192.168.1.100:3000
2013 Oct 15
0
How to unstick ZFS resilver?
I have a large (88-drive) zpool in which a drive was recently replaced. (The pool has a bunch of duff Toshiba MK2001TRKB drives -- never ever pay money for these! -- and I'm trying to replace them one by one before they fail completely.) The resilver on the first drive replacement has been taking much much too long, and currently it's stuck in this state: pool: export state: DEGRADED
2018 Aug 20
3
[PATCH 0/2] drm/nouveau: Fix GM107 disp init failures on ThinkPad P50
This series fixes some intermittent issues with bringing up the dedicated GM107 GPU that I've been observing on my ThinkPad P50. More details within. Lyude Paul (2): drm/nouveau: Fix GM107 disp core chan init on ThinkPad P50 drm/nouveau: Fix GM107 disp dmac chan init on ThinkPad P50 .../drm/nouveau/nvkm/engine/disp/coregf119.c | 21 +++++++++++++++++--