similar to: beginner's tutorial, books, etc re: time-series analysis, ARMA/ARIMA models...

Dear R users What would be the best way to approach estimating a panel regression with twoways random effects, on unbalanced data? Unfortunately, the "plm" package has no implementation of twoways random effects for unbalanced data. Currently I'm considering two approaches: - extend "plm" to cover this type of panel regression. (For the authors, cc'ed:) Would

Dear R users I get different F-statistic results for a "within" model, when using "time" or "twoways" effects in plm() [1] and when manually specifying the time control dummies [2]. [1] vignette("plm") [2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf Two examples below: library("AER") data("Grunfeld", package =

Dear Andrea. Your request seems vague. And also: be careful, even if some of the people reading the list understand italian you are expected to post your requests in english. In short: read the FAQ and at least "An introduction to R". But you seem to be lucky, on the CRAN you will find a document by Vito Ricci, in italian, about time series analysis:

HI, I am receiving the following error when I try to run blockcommit: ============================================================== root@farnsworth:/var/lib/libvirt/images# virsh blockcommit pg94-test vda --top /var/lib/libvirt/images/pg94-test.snap4 --active --pivot --verbose error: unsupported flags (0x4) in function qemuDomainBlockCommit

It seems that my version of libvirt does not support the flags that yours does either. I have the latest version from the Ubuntu repos and am running 14.04. What version are you running and do you know if these features depend on libvirt, or qemu-img to be upgraded? =============================================================================================

Hi there, Maybe people who know both R and econometrics will be able to answer my questions. I want to run panel regressions in R with fixed-effect. I know two ways to do it. First, I can include factor(grouping_variable) in my regression equation. Second, I plan to subtract group mean from my variables and run OLS panel regression with function lm(). I plan to do it with the second way because

Hrm, yes it does sound like a bug in WinAmp. Even if it does prebuffer, the length counter should be going beyond 0:01 since you've obviously been listening longer than that after the first second. =P (I don't think the counter resets after buffering, but I could be wrong.) Can you see if you can duplicate it by getting someone else to tune in to the 'cast with WinAmp?

On 05/19/2015 03:06 PM, Mathew Moon wrote: > It seems that my version of libvirt does not support the flags that yours > does either. I have the latest version from the Ubuntu repos and am running > 14.04. What version are you running and do you know if these features > depend on libvirt, or qemu-img to be upgraded? > >

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net

Dear all, I just went through the process of installing R on an eeePC 900 running Linux. As a Windows useR utterly ignorant about Linux, I'd never have done it without reading your posts and the R Wiki, so first of all: thank you! Next, taking up your thread from some weeks ago, I thought this could be useful for somebody else too, so here's what I did: 1) I followed wolfgang's

For the archives... In trying to play GSM files in Windows (Windows XP for me, but in general) I found no help on Google, so when I figured it out I thought I would post it here. Q: How do I play GSM Files in Windows? A: Use Quicktime, it supports the GSM audio format directly. Andy Farnsworth farnsaw@stonedoor.com

Hi, I've searched the archives for a discussion on the use of R for developing "small world" or "scale-free" network models but have been unable to dig anything up. Is anyone working on these types of models using R, and if so, have you found this language amenable to their development? thanks, matt farnsworth

As a test, I was trying to use Iaxcomm and Iaxphone to connect to Asterisk and dial out to my other line. Using either of these soft phones, I can connect to Asterisk and listed to audio just fine. I can even connect across the net to another asterisk server and hear audio just fine, however, when I dial out to my second land line the audio that is transmitted is horribly broken up. It is as if

I am trying to compute the white heteroskedasticity-robust standard errors (also called the Huber standard errors) in a linear model, but I can't seem to find a function to do it. I know that the design library in S+ has something like this (robcov?), but I have not yet seen this library ported to R. Anyone know if there is already a function built into R to do this relatively simple job?

Dear List, I just installed R 2.6.1 (on Win2K) and I get a strange error in functions min() and max(): > min(1:3) Errore in .Internal(min(..., na.rm = na.rm)) : nessuna funzione interna "min" which, as you may have guessed, means 'no internal function "min" '. The same happens for max(). Maybe this is a bug in the new release, or maybe I'm missing

Dear List, I am using the output of a ML estimation on a random effects model with first-order autocorrelation to make a further conditional test. My model is much like this (which reproduces the method on the famous Grunfeld data, for the econometricians out there it is Table 5.2 in Baltagi): library(Ecdat) library(nlme) data(Grunfeld)

Dear Helen, bootstrapped standard errors are currently not supported in 'plm'. Cheers, Giovanni ------------------------------ Original Message: Date: Wed, 22 Apr 2009 23:23:26 -0700 (PDT) From: Helen Chen <96258011 at nccu.edu.tw> Subject: [R] question of plm package To: r-help at r-project.org Message-ID: <23190943.post at talk.nabble.com> Content-Type: text/plain;

Hello Cecilia, nice hearing from you again. I must restate a couple of my old hints, though ;^) 1) please always put the authors c/c, as we are not guaranteed to browse through the r-help every day 2) please provide reproducible examples. As example(pooltest) keeps working fine, as do some other cases I tried (Grunfeld data etc.), I don't know what the problem is but evidently your data are

Hello. This is to get you started with data.frames, next time please - read the posting guide - see the documentation, especially the builtin "R data import/export" manual form the help menu ## begin R examples, paste into console ## data(mtcars) # builtin database class(mtcars) # what it is mtcars # print it out... head(mtcars) # ...better: see first rows fm <- mpg~hp+wt

Dear Limin, might be just about anything. Could you please provide a reproducible example? Best, Giovanni ----------------- Original message ---------------------- Message: 51 Date: Mon, 17 May 2010 10:36:03 +0800 (CST) From: ??? <dlmsos at 163.com> To: r-help at r-project.org Subject: [R] pgmm function Message-ID: <b2cba0.35fc.128a41e3684.Coremail.dlmsos at 163.com> Content-Type: