similar to: hausman Test

Hello, I am trying to conduct a Hausman test to choose between FE estimators and RE estimators. When I try to run: library(plm) fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken + Degree + KantenGew + BetweennessC + SitzKappazitaet, data=Panel,index=c("id","time"),model="within") summary(fixed) fixef(fixed) random <-plm(ROS ~

Hello, I have a problem with Hausman test. I am performing my analysis with these commands: > library(plm) > data<-read.csv2("paolo.csv",header=TRUE) > data< pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE) > RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2 >

Note the typo in your 3rd line: data < Don't know if this means anything... Bert On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote: > Hello, > > I have a problem with Hausman test. I am performing my analysis with these > commands: > > > library(plm) > > data<-read.csv2("paolo.csv",header=TRUE) >

you are right about the 3rd line but it doesn't help me for my problem. I remove the 3rd line but there is still the same problem: Error in solve.default (dvcov): the system is numerically unique: reciprocity condition value = 1.63418e-19 Paolo 2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>: > Note the typo in your 3rd line: data < > > Don't

Hi, I am trying to run a panel regression using 88 observations and 9 variables. In-built Hausman Test did not work, then I found a code for auxiliary regression method for the Hausman test. The panel models are: fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index = c("id")) re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =

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 <-

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'm running into a variety of limitations with my computer complaining that it doesn't have sufficient memory. It is a Dell Latitude D630 Duo Core CPU T7700 @ 2.40 GHz, with 3.50 GB RAM. I'm working with relatively large dataframes > dim(AllYears) returns 4071840 records with 13variables sometimes this complains that it can not allocate vectors of 16.0 Mb and will

Hi How to perform hausman test when a model is created using lmer ? Also please any one give link to mail it to r-sig-mixed-models mailing list. I'm not able to find it Thanks in advance Arun -- View this message in context: http://r.789695.n4.nabble.com/Hausman-test-for-lmer-model-tp4213473p4213473.html Sent from the R help mailing list archive at Nabble.com.

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

Hi all, I have a C code in Linux, it has 7 pointers and compile e run OK, but when I run in R happens problems with calloc function, it returns NULL. ############################################### > int *temp1,*temp2,*temp3,*temp4; temp1 = (int *)calloc(col,sizeof(int)); if(temp1 == NULL){ printf("\n\n No Memory1!"); exit(1); } temp2 = (int *)calloc(col,sizeof(int));

Dear list, I have a question about the interaction between R code and Latex language trough the Sweave function in the package "utils". What I'm trying to do is to write a report. Contrary to the examples shown in the Sweave Manual in which table already constructed by R are "exported" on Latex files, what I would like to do is to build a table in which I combine text and

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

This message is in MIME format. --=_6vx1wr5xhvr4 Content-Type: text/plain; charset=ISO-8859-1; DelSp="Yes"; format="flowed" Content-Disposition: inline Content-Transfer-Encoding: quoted-printable Dear R Core Team, Help to 'read.table' claims that 'read.csv' is identical to 'read.table' except for the defaults. However, 'read.table' seems

dear all, i wonder whether it is possible to estimate a mixed (random parameters) logit model in R. my dataset only includes conditional explanatory (RHS) variables. i've already searched the R-help archives and found slightly comparable questions but no satisfying answers. an old fashoined conditional logit does not work due to the violation of the iia property. a short description of

I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit.html what does the "Not run" mean? if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: > library( systemfit

Dear experts, I'm attempting to solve a constrained optimization problem using the Rdonlp2 package. I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector of 16 parameters. This is what I'm using as objective function in the code below. In addition, I set bounds on these parameters (par.u and par.l). When I run the code, I get the error message shown below. Any idea

Dear all, I need to process large amounts of data (two or three variables for 6,000 cases) cluster analysis. In the end I need to fill the source data to the obtained clusters. I need to trace the sequence of data fusion. In this case, I can fill in a cluster (with any level of linkage distance) by data. This procedure is implemented in the package Statistica, but this package can not work with

Hi, I have two sets of data that I would like to put into a data frame. But since they have different length, I am not sure how to do this. Here is an example of my data: data set one: date growth 1/1/2007 10 1/2/2007 10.2 1/3/2007 10.4 1/4/2007 10.6 data set two: date growth 1/1/2007 22 1/2/2007 22.5 1/4/2007 22.4 I would like to combine the two data sets and

Previous versions have this question have partially bounced. I apologize if parts of this are showing up multiple times on the list. Another try ... There was at one time an R package called Rdonlp2 for solving constrained nonlinear programming problems. Both the objective function and the constraints could be nonlinear in the decision variables. The package is no longer in the CRAN list.