Displaying 20 results from an estimated 400 matches similar to: "fixed, random effects with variable weights"
2011 Dec 13
1
Rcpp too good to be true?
Hello all,
I've been working on a package to do various things related to the
Conway-Maxwell-Poisson distribution and wanted to be able to make fast
random draws from the distribution. My R code was running quite slow so I
decided to give Rcpp a bash. I had used it before but only for extremely
basic stuff and always using inline. This time I decided to give making a
proper package a go.
2003 Mar 24
2
Robust standard errors
I am trying to calculate robust standard errors for a logit model. I
installed the package "car" and tried using hccm.default, but that
required an lm object. Is there some way to do a similar operation for a
glm object?
x <- hccm.default(glm(winner ~ racebl + racehi + raceas + inchi + incmed +
edhs + edcol + edba + agec1 + agec4 + sex + margin + regla + regbay +
regsc +
2012 Feb 07
1
fixed effects linear model in R
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
2012 Feb 07
1
fixed effects with clustered standard errors
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
2009 Sep 17
1
Dealing with heterogeneity with varComb weights
Hi,
I am trying to add multiple variance structures such as the first example
below:
vf1 <- varComb(varIdent(form = ~1|Sex), varPower())
However my code below will not work can anybody please advise me?
VFcomb<-varComb(varExp(form=~depcptwithextybf),varFixed(form=~FebNAO))
also if you have two variables with the same weights function would you
write that as:
2006 Mar 16
2
DIfference between weights options in lm GLm and gls.
Dear R-List users,
Can anyone explain exactly the difference between Weights options in lm glm
and gls?
I try the following codes, but the results are different.
> lm1
Call:
lm(formula = y ~ x)
Coefficients:
(Intercept) x
0.1183 7.3075
> lm2
Call:
lm(formula = y ~ x, weights = W)
Coefficients:
(Intercept) x
0.04193 7.30660
> lm3
Call:
2012 Mar 12
2
Replicating Stata's xtreg clustered SEs in R
I'm trying to replicate a time-series cross-sectional analysis
(countries over years) with SEs clustered by country. ?The original
analysis was done in Stata 10 with: xtreg [DV] [IVs] fe
cluster(country).
Using plm() in R (cran.r-project.org/web/packages/plm/index.html),
I've replicated the coefficients. I sought to estimate
country-clustered SEs with vcovHC(), and tried a variety of
2004 Jul 15
1
areg.boot use of inverseTrans and ytype
Hi R helpers!
I'm still a bit ( alot) confused by the use of "inverseTrans" and "ytype" in areg.boot (Hmisc): What I want to do seems very simple, but I do not get the result I want:
plot the predicted values in the original scale. (I did not understand the documentation, sorry!)
for instance the following code
2005 Jun 04
1
can R do Fixed-effects (within) regression (panel data)?
i want to ask 2 questions.
1) can R do Random-effects GLS regression which i can get from Stata?
the following result is frome Stata.can I get the alike result from R?
xtreg lwage educ black hisp exper expersq married union, re
Random-effects GLS regression Number of obs = 4360
Group variable (i) : nr Number of groups = 545
R-sq:
2011 Mar 10
1
Sample or Probability Weights in LM4, NLME (and PLM) package
Dear all,
First, I would like to thank you for your immense work. My question is
about a frequent topic which I am not able to solve - even after hours
of search in the mailing lisy.
I would like to analyse random-effects (and fixed-effects)models of
longitudinal / panel data with sampling weights. I have an unbalanced
panel of different individuals in 5 years and income data as well as
their
2002 Mar 12
0
Case weights in nlme models
Greetings-
I am in the process of constructing a nonlinear model using nlme. The
model is attempting to fit a nested data structure from some
public-opinion data (the data are from individuals nested within
organizations).
The question I have is fairly simple (I hope). The data were collected in
two stages: a 15,000-subject randomly-sampled telephone interview (the
SCREEN), with 2,517 subjects
2005 May 17
0
problem with gls : combining weights and correlation structure
Dear R-users,
I hope you will have time to read me and I will try to be brief. I am also
sorry for my poor english.
I used gls function from the package nlme to correct two types of bias in my
database. At first, because my replicates are spatially aggregated, I would
like to fit a corStruct function like corLin, corSpher, corRatio, corExp or
corGaus in my gls model, and simultaneously,
2023 Mar 04
1
nlme varFixed
Dear R-project team,
I have a problem with the function varFixed() of the nlme-package.
I used it with the squid-data of Zuur et. al 2009 (chapter 4), to fix
increasing residuals (heterogenetiy) (see graph in the email)
I get the message '
Variance function structure of class varFixed with no parameters, or
uninitialized
Could you help me please?
Kind regards
Franz
2002 Sep 16
2
how to fit just a fixed effects model?
Dear all,
How can one fit just a fixed effects model in R? lme() seems to require a random component, whereas I am just looking for something like STATA's "xtreg, fe" function.
Thanks,
Pijus
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2003 Dec 21
2
varFixed
Dear List:
Earlier this week I posted a question and received no response, and I continue to struggle with my model. My original question is pasted below.
I am using lme and want to fix the variance of the within group residual at 1 (e~n(0,1). I think the varFixed function should be used to accomplish this, but I am struggling to figure out how to do this.
Can anyone offer suggestions on how
2005 Sep 06
2
Predicting responses using ace
Hello everybody,
I'm a new user of R and I'm working right now with the ACE function
from the acepack library. I Have a question: Is there a way to predict
new responses using ACE? What I mean is doing something similar to the
following code that uses PPR (Projection Pursuit Regression):
library(MASS)
x <- runif(20, 0, 1)
xnew <- runif(2000, 0, 1)
y <- sin(x)
a <- ppr(x, y,
2009 Dec 01
1
areg (stata) equivalent in R?
hi, i am looking to reproduce a study done in stata in R, where a
regression was done while absorbing a categorical variable.? i am new
to R, i've i installed the design package but haven't been able to
find an applicable function. thanks for any help.
2004 Jun 27
1
back transformation from avas
Hello R helpers!
I'm using the avas function form package acepack (called from areg.boot package Hmisc) to estimate automatically transformations of predictors (in this case monotonous) and response.
Well, it seems to work quite well, but I have 3 basic questions:
- which set of basis functions is used in this procedure?
- how do I back transform my estimate (y hat ) to the originasl scale?
2006 Feb 16
1
segmentation fault with Hmisc areg.boot()
Hi Folks,
Mac OS 10.4.4
R 2.2.1(2005-12-20 r36812)
Hmisc 3.0-10
acepack 1.3-2.2
I keep getting a "segmentation fault" when trying to run areg.boot in
the Hmisc package. I include below output from two different attempts.
Thank you in advance for any help.
Hank Stevens
The following is taken from the example in the areg.boot
documentation, run inside Aquamacs Emacs:
>
2005 Jun 06
0
The economist's term "fixed effects model" - plain lm() should work
> CAN YOU TELL ME HOW TO FIT FIXED-EFFECTS MODEL WITH R? THANK YOU!
Ordinary lm() might suffice.
In the code below, I try to simulate a dataset from a standard
earnings regression, where log earnings is quadratic in experience,
but the intercept floats by education category - you have 4 intercepts
for 4 education categories.
I think this works as a simple implementation of "the fixed