Displaying 20 results from an estimated 10000 matches similar to: "Seemingly Unrelated Regressions question - not R question"
2010 Sep 03
1
How to use lm() output for systemfit() 'Seemingly unrelated regression'
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 <-
2006 Dec 06
0
Re : stat question - not R question so ignore if not interested
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
2007 Oct 12
2
Plotting question
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
2006 Nov 14
2
putting a column name on a zoo object
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.
2006 Nov 12
7
I think a simple question
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
2007 Aug 24
4
Turning a logical vector into its indices without losing its length
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
2007 Feb 05
2
ar function in stats
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,
2006 Oct 17
3
barplot question
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
2007 Oct 11
6
confusion with R syntax
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
2006 Oct 18
2
not understanding a do.call
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
2007 Apr 13
0
Problem with predict in systemfit
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
2007 Apr 16
1
Names in vector occurring in another vector
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
2006 Oct 09
1
read.zoo question
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
2009 Jan 15
1
Seemingly Unrelated Negative Binomial (SUNB) estimation
Dear all,
I am trying to estimate a system of equations with a Seemingly Unrelated
Regression. However because of the characteristics of the data I'd like to
do it with a negative binomial estimation. Would anybody know how to
implement a Seemingly Unrelated Negative Binomial (SUNB) estimation in R?
Thank you in advance for your help.
Best regards,
Elisa Lanzi
--
Elisa Lanzi
PhD student in
2009 Apr 09
1
seemingly unrelated regression
Hello,
I am working on the model of seemingly unrelated regression. I came across
with the error message:
Log determinant of residual covariance: NA
Warning messages:
NAs generated in: log(x)
I have three linear models which contain 21 explanatory variables and there
are about 300 data points.
Could anyone please give some idea what is wrong with the model?
--
View this message in context:
2006 Oct 17
1
looking for a cleaner way to do something
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
2009 Mar 12
0
Seemingly unrelated model with spatial processes
Hello everyone,
Do we have package in R which will estimates the parameter in
Seemingly Unrelated Spatial Regression Model? Any help would be appreciated.
Thanks
Arun
--
View this message in context: http://www.nabble.com/Seemingly-unrelated-model-with-spatial-processes-tp22478913p22478913.html
Sent from the R help mailing list archive at Nabble.com.
2002 Jul 31
0
Nonlinear Seemingly Unrelated Regression
Hello to everyone,
I found some problems using R in the estimation of systems of nonlinear
equations
like SURE (Seemingly Unrelated Regression Equations) with mutual
parameters as the following system example:
EQ1 PQ1=P1*G1+B1*(Y-P1*G1-P2*G2-P3*G3)
EQ2 PQ2=P2*G2+B2*(Y-P1*G1-P2*G2-P3*G3)
where G1,G2,G3,B1,B2 are the coefficients to estimate.
command "nls" accept only single
2006 Oct 02
1
install packages question
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
2007 Jul 06
1
algebra/moving average question - NOTHING TO DO WITH R
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