similar to: Correlated random effects in lme

Hi everyone, I am interested in estimating this type of random effects panel: y_it = x'_it * beta + u_it + e_it u_it = rho * u_it-1 + d_it rho belongs to (-1, 1) where: u and e are independent and normally zero-mean distributed. d is also independently normally zero-mean distributed. So, I want random effects for group i to be correlated in t, following an AR(1) process. I am

Dear List, I am new to TS-Modeling in R. I would like to fit an ARMA(1,1) model for a balanced panel, running Y on a full set of unit and year dummies using an arma(1,1) for the disturbance: y_it=unit.dummies+yeardummies+e_it where: e_it=d*e_it-1+u_it+q*u_it-1 How can I fit this model in R? arma() does not seem to take covariates (or I don't understand how to specify the function so that

Hey all - I am a newbie on mixed-effects models. I want to estimate the following model: Y_it = alpha_0t + alpha_1t*X_it + e_it alpha_0t = gamma_00 + u_0t alpha_1t = gamma_10 + gamma_11*W_it + u_1j Where Y is my outcome, X is my level-1 predictor, and W is my level 2 predictor. I am not sure if I am doing it right. Is this the correct specification of the formula? model = lmer(Y ~ X + X:Y + (

Dear r-helpers, I am working with plm package. I am trying to fit a fixed effects (or a 'within') model of the form y_it = a_i + b_i*t + e_it, i.e. a model with an individual-specific intercept and an individual- specific slope. Does plm support this directly? Thanks in advance! Otto Kassi

Hello, I am using {plm} to estimate panel models. I want to estimate a model that includes fixed effects for time and individual, but has a random individual effect for the coefficient on the independent variable. That is, I would like to estimate the model: Y_it = a_i + a_t + B_i * X_it + e_it Where i denotes individuals, t denotes time, X is my independent variable, and B (beta) is the

Dear R users, I wish to manually demean a panel over time and entities. I tried to code the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9). As a benchmark I use both the pmodel.response() and model.matrix() functions in package plm and the results from using dummy variables. As far as I understood the transformation (Ch.3), Q%*%y (with y being the dependent variable)

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Hello, I want to solve a nonlinear 3SLS problem with "nlsystemfit()". The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking "nlsystemfit()" I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the derivatives table

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Hi, My name is Joseph Villa, I'm new to the message boards and I'm also new to Samba. I just got an e-mail back on our Nessus scans.. Here are the 2 that are relivant.. 1.) The remote host has accessible LOGS$ share. ScriptLogic creates this share to store the logs, but does not properly set the permissions on it. As a result, anyone can use it to read the remote logs. Solution:

On Apr 8, 2012, at 4:20 AM, Bill Wendling wrote: > On Apr 4, 2012, at 9:32 PM, Paul J. Lucas wrote: > >> This all seems to work just fine. I can throw a C++ exception either in a C++ object's constructor or in an ordinary member function and the stack unwinds correctly (the object's destructors are called) and the exception is propagated back up the C++ code that called the

On Apr 4, 2012, at 9:32 PM, Paul J. Lucas wrote: > On Mar 23, 2012, at 4:46 PM, Bill Wendling wrote: [...] > This all seems to work just fine. I can throw a C++ exception either in a C++ object's constructor or in an ordinary member function and the stack unwinds correctly (the object's destructors are called) and the exception is propagated back up the C++ code that called the

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Hi, I have two models: AdvertisementImages (table: advertisement_images) Advertisement (table: advertisements) The table advertisement_images has a foreign key to advertisements called advertisement_id. Both tables has one entry where the entry in dvertisement_images belongs to advertisement. The model code looks lik this so far: class AdvertisementImages < ActiveRecord::Base file_column

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Después de las vacaciones, volvemos con las reuniones de usuarios de R en Barcelona. Será el jueves 11 de octubre de 19h a 21h en el aula 0.2 del Edifici Josep Carner del recinto histórico de la Universitat de Barcelona, en plaça Universitat. El acceso es directo a traves de la calle Aribau,2. El programa será: Survival - Roger Borràs Mapas con R - Lluís Ramon Más información,

Reunión RugBcn --- El próximo jueves 20 nos reunimos el grupo de usuarios de Barcelona ((http://rugbcn.wordpress.com/|RugBcn)) de 19 a 21 h en el local ?Can Pinyons?, en la calle Joan Blanques entre la calle Encarnació y Congost (metro Joanic, L4). Hablarán Miguel Alba sobre ?Predicciones con R utilizando árboles de decisión? y Andreu Vall del data.table. La reunión, como siempre, es abierta a

Reunión de usuarios Barcelona --- El próximo 9 de octubre a las 19h retomamos las sesiones del grupo de usuarios de Barcelona, ((http://rugbcn.wordpress.com/|RugBcn)). La reunión será en la empresa aceleradora de startups, ((http://itnig.net/|itnig)) y para la discusión final, Moritz nos invita a unas cervezas. Las charlas serán: Juan Galeano: ?Visualizando datos: la geolocalización como

Reunión de usuarios Barcelona --- El próximo 9 de octubre a las 19h retomamos las sesiones del grupo de usuarios de Barcelona, [http://rugbcn.wordpress.com/|RugBcn]. La reunión será en la empresa aceleradora de startups, [http://itnig.net/|itnig] (Calle Álaba 61, 5-2, Barcelona) y para la discusión final, Moritz nos invita a unas cervezas. Las charlas serán: Juan Galeano: ?Visualizando datos: