similar to: NLS and IV

Hello All, I am drawing four contour plots on a 2x2 layout. I need to downsize the contour line labels. cex and labcex do not seem to work. Any suggestions? Thanks, John. -- -------------------------------------------------------------------------- Dr. John Janmaat Department of Economics, Acadia University, Wolfville, NS, B4P 2R6 E-mail: jjanmaat at acadiau.ca Web:

Hello All, Is there a fast way to find the index(row and column) of a point in a matrix? Thanks, John. -- -------------------------------------------------------------------------- Dr. John Janmaat Department of Economics, Acadia University, Wolfville, NS, B4P 2R6 E-mail: jjanmaat at acadiau.ca Web: http://ace.acadiau.ca/~jjanmaat Tel: 902-585-1461 Fax: 902-585-1070

Hello, I'm playing around with cluster analysis, and am looking for methods to select the number of clusters. I am aware of methods based on a 'pseudo F' or a 'pseudo T^2'. Are there packages in R that will generate these statistics, and/or other statistics to aid in cluster number selection? Thanks, John. --

Hello All, Is there an analogue to \underbar or the AMS math \underline in graphical math expressions? Thanks, John. -- ===================================================================================== Dr. John Janmaat Department of Economics Acadia University Wolfville, Nova Scotia, Canada B4P 2R6 TEL: 902-585-1461 WWW: http://ace.acadiau.ca/~jjanmaat/ EMAIL: jjanmaat at acadiau.ca June

Hello, I have a system of quadratic equations (results of a Hamiltonian optimization) which I need to find the roots for. Is there a package and/or function which will find the roots for a quadratic system? Note that I am not opimizing, but rather solving the first order conditions which come from a Hamiltonian. I am basically looking for something in R that will do the same thing as fsolve in

Hello, Is there a package that implements the Cochrane-Orcutt itterative procedure for dealing with autocorrelation in a regression model? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated are personal, unless otherwise indicated.

Hi, I am out of town and will get back to you on the 13th of July. Leo >>> "r-help at stat.math.ethz.ch" 06/27/03 00:32 >>> Send R-help mailing list submissions to r-help at stat.math.ethz.ch To subscribe or unsubscribe via the World Wide Web, visit https://www.stat.math.ethz.ch/mailman/listinfo/r-help or, via email, send a message with subject or body

Hello, I have a set of 100 variables with 1560 observations. I did an O.L.S regression of three of these variables on a fourth. But there are problems of endogeneity... So I look in my dataset for instruments to do an IV. I can't find a good instrument because their correlation with my endogeneous variables are too low. But I see that when I create a combined variable composed of 12 variables

Hello, I am trying to get a time derivative on a plot title. I prefer to have it in the form \dot{s_i}, but \partial s_i/\partial t would be O.K. In the graphics demo I cannot find either a dot or a partial equivalent. Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated

Hi there, I am really new to statistics in R and statistics itself as well. My situation: I ran a lot of OLS regressions with different independent variables. (using the lm() function). After having done that, I know there is endogeneity due to omitted variables. (or perhaps due to any other reasons). And here comes the Hausman test. I know this test is used to identify endogeneity. But what I

Hello, I need to solve a non-linear optimization with non-linear constraints. The 'nlm' routine does not seem to allow constraints. Is there a package for solving such problems in R? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated are personal, unless

Hello, I have a linear model with different slopes for different treatment groups. I need to pairwise compare the different slope estimates for the different treatment groups. Is there a package that does pairwise comparisons of slope coefficients, making the appropriate adjustments in the P values? Thanks, John. -- ========================================== John Janmaat Department of

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the

Hello, I am looking for a routine to do a logistic regression. In the book "Modern Applied Statistics with S-PLUS" a function is described which uses the 'ms' command. Is there an analogue for R, or an alternative approach that can accomplish the same thing? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia

Hello, I see on the systemfit manual that you can estimate one-equation IV - I have a variable, and need to test if it's endogeneous, but do not need to estimate a system. Does anyone have any examples of this? Do you just run OLS with the endogenous variable, and then run a Hausmann to test endogeneity of OLS resid. vs. IV resid? Thanks in advance, DM [[alternative HTML

I am trying to download the R program, but am having trouble. I have read through the instructions, but do not seem to be able to do it properly. Can you tell me the step-by-step instructions? Joanne L. Butler, Post-doctoral Fellow Equity and Technology Research Project c/o Department of Sociology Acadia University Wolfville, N.S. B4P 2R6 phone (902) 585-1535 fax (902) 585-1769

Hello, I'm trying to assess the similarity of two lines that are represented as points (output of differential equation solvers). Is there a function or a package that deals with things like this? Thanks, John. ==================================================== Johannus (John) Janmaat Assistant Professor of Economics Barber School of Arts and Sciences University of British Columbia -

A student brought this question to me and I can't find any articles or examples that are directly on point. Suppose there are 2 ordinal logistic regression models, and one wants to set them into a simultaneous equation framework. Y1 might be a 4 category scale about how much the respondent likes the American Flag and Y2 might be how much the respondent likes the Republican Party in America.

Hello, I have a question. Suppose that I have a function to estimate with gam (in the mgcv package), y=s(x1)+s(x2)+XB where X is a vector of exogenous variables and x1 and x2 are explanatory variables assumed parametric linear functions of X and other exogenous variables Z. Is there a way to evaluate this equation with gam, allowing for endogeneity? If not, is there another

Dear R - helpers, I am using the urca package to estimate cointegration relations, and I would be really grateful if somebody could help me with this questions: After estimating the unrestriced VAR with "ca.jo" I would like to impose the rank restriction (for example rank = 1) and then obtain the restricted estimate of PI to be utilized to estimate the VECM model. Is it possible? It