similar to: Seemingly Unrelated Regressions question - not R question

I am having problem using output of lm() function for further analysing using systemfit package. Basicaly, the problem s following - I generate several formulas using lm() > fo1 <- lm(r98[,2] ~ f98[,1] + f98[,2] + ... + f98[,43]) > fo2 <- lm(r98[,1] ~ f98[,1] + f98[,2] + ... + f98[,43]) and than I want to estimate a general model using package systemfit. > fitsur <-

For the first question x'(y-bx)<>0 or Cov(Ui,Xi)<>0 you have heterogeinity problem ! OLS estimator in this case in biased. The bias is equal to (Exx')^{-1}Exu You obtain obtain correct estimator by use instrumental variable or 2SLS ... Justin BEM Elève Ingénieur Statisticien Economiste BP 294 Yaoundé. Tél (00237)9597295. ----- Message d'origine ---- De

I am constructing plots ( regular not lattice ) and my initial command is par(mar=c(3,4,2,2), mfcol=c(5,2)) and then I create 10 plots on the page. It looks great but the plots on the page go in the order 1 6 2 7 3 8 4 9 5 10 Where the numbers denote decile breakdowns. Is there an easy way to make them go from left to right so 1 2 3 4 5 6 7 8 9 10 I could try

does anyone know how to put a column name on a zoo object. I think achim and gabor are off line or they have gotten totally tired of me an decided to ignore me ( which is totalyy understandable ). logbidask<-log((aggfxdata[,"bid"] + aggfxdata[,"ask"])/2.0) logbidask doesn't have a name and I can't figure out how to get one on it ? aggfxdata is a zoo object.

I have index ( of a vector ) values of say tempin<-c(1 31 61 91 121 all the way upto 1411) What I want is a function that takes in a number say, x = 5, and gives me an new vector of tempout<-1 6 31 36 91 96 121 126 .......... 1411 1416 This can't be so hard but I can't get it and I've honestly tried. Obviously, tempin + 5 gives me the missing values but I

I have the code below which gives me what I want for temp based on logvec but I was wondering if there was a shorter way ( i.e : a one liner ) without having to initialize temp to zeros. This is purely for learning purposes. Thanks. logvec <- c(TRUE,FALSE,FALSE,TRUE,FALSE,FALSE,TRUE,FALSE) temp<-numeric(length(invec)) temp[invec]<-which(invec) temp [1] 1 0 0 4 0 0 7 0 obviously, the

I had a couple of questions about the ar function that i was hoping someone could answer. I have the structure below testSeries<-structure(c(-3.88613620955214e-05, 0, -7.77272551011343e-05, 0, -0.000194344573539562, -0.000116624876218163, -3.88779814601281e-05, 0, 3.88779814601281e-05, -0.000155520995647807, -0.000116656621367561, -3.88885648225368e-05, -3.88900772017586e-05,

i'm doing a bar plot and there are 16 column variables. is there a way to make the variable names go down instead of across when you do the barplot ? because the names are so long, the barplot just shows 3 names and leaves the rest out. if i could rotate the names 90 degrees, it would probably fit a lot more. or maybe i can use space to make the horizontal width longer ? I looed up ?barlot but

A friend of mine sent me below so I am posting below. If it is not enough information, please just let me know and I will tell him. Thanks. -----Original Message----- Sent: Friday, April 13, 2007 3:58 PM To: Leeds, Mark (IED) Subject: R question I am using the "predict" function after I have done a simultaneous estimation of a system using "systemfit". fitsur is the output

I just noticed something by accident with R syntax that I'm sure is correct but I don't understand it. If I have a simple numeric vector x and I subscript it, it seems that I can then subscript a second time with TRUE or FALSE, sort of like a 2 dimensional array in C. Does someone know if this is documented somewhere Because it's neat but I never knew it existed. To me it seems like a

I did a ?do.call but i don't think i understand it. if a, b,c,d are numeric vectors then could someone explain the difference between do.call("cbind",list(a,b,c,d)) and cbind(a,b,c,d). or point to an archive on it. the return value of cbind is a matrix or dataframe depending on what is sent in but i don't understand wheen it would be useful to use do.call. i realize it

I have a vector of character strings such as mainnames<-c("CAD","AUD") and another vector say checknames<-c("CAD.l1","AUD.l1","JPY.l1","EUR.l1","CAD.l2","AUD.l2","JPY .l2","EUR.l2") I want a new vector of character strings that is just

I have comma delimited asci data with each row being in the format : 2006-01-24 02:41:24.00011,1.22930000,5,1.22950000,7 . . . . and i'm trying to use read.zoo ( which is similar to read.table ) to read in the data. the data goes all the way out to milliseconds and i can't figure out what to put for the format field. if i put nothing, then read.zoo gets rid of the the whole time and

I have two numeric vectors each of length 17 and each is named the exact same way. so obsnum ppppp ppppm pppmp . dot dot dot...... temp1 is 1417 52 63 85 obsnum ppppp ppppm pppmp . dot dot dot...... temp2 is 1213 41 50 97 what i want to have is a resultant matrix with 2 rows and 16 columns where the 16

I am at a new job where my sys admin installed R in linux and it does run when I log in as a user. I am on linux 2.1.2 but i'm not sure if it''s redhat etc ( but i doubt this matters for my question ). The alias put in my .envfile ( for the kshell ) is R = "/ms/dev/fsf/R/2.0.0/install/.exec/ia32.linux.2.4.lib6/lib/R/bin/exec/R" and my R_HOME is

This has ABSOLUTELY nothing to do with R but I was hoping that someone might know because there are obviously a lot of very bright people on this list. Suppose I had a time series of data and at each point in time t, I was calculating x bar + plus minus sigma where x bar was based on a moving window of size n and so was sigma. So, if I was at time t , then x bar t plus minus sigma_t would be

This is not an R question but if anyone can help me, it's much appreciated. Suppose I have a series ( stationary ) y_t and a series x_t ( stationary )and x_t has variance sigma^2_x and epsilon is normal (0, sigma^2_epsilon ) and the two series have the relation y_t = Beta*x_t + epsilon My question is if there are particular values that sigma^2_x and sigma^2_epsilon have to take in

I have the code below and it works fine if I print the xyplot but if I take the print out, then I just get a blank pdf. The same holds if I just send the plot to the console without the print ( I get nothing ). My question is whether this is always the case with xyplot or is there something wrong with my settings ? I am on linux ( redhat ) and using R.2.5.0. Thanks. load("stocks.dat")

Dear all R users, I have a small doubt about panel data analysis. My basic understanding on Panel data is a type of data that is collected over time and subjects. Vector Autoregressive Model (VAR) model used on this type of data. Therefore can I say that, one of statistical tools used for analysis of panel data is VAR model? If you clarify my doubt I will be very grateful. Thanks and regards,

I was going through the example below which is taken from the example section in the R documentation for accessing the function call stack. I am confused and I have 3 questions that I was hoping someone could answer. 1) why is y equal to zero even though the call was done with gg(3) 2) what does parents are 0,1,2,0,4,5,6,7 mean ? I understand what a parent frame is but how do the #'s relate