similar to: Package plm & heterogenous slopes

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 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 + (

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

Hello, 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 independently 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. Any idea of how

Dear r-helpers, This might be an elementary question, but I have a hard time getting my head around it, so all help is much appreciated. I am working on a nonlinear regression model of the form if z > 0 y = f1(x,y), else y = f2(x,t) . In other words, the functional form of f(.) changes according to some criteria z. Natural approach would be to fit two models, i.e. model1 <- nlm(y ~ ...,

Dear all I am trying to fit Variable Coefficients Models on Unbalanced Panel Data. I managed to fit such models on balanced panel data (the example from the "plm" vignette), but I failed to do so on my real, unbalanced panel data. I can reproduce the error on a modified example from the vignette: > require(plm) > data("Hedonic") > Hed <- pvcm(mv ~ crim + zn + indus

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

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)

Dear R-users, I have the following problem: I am running the function 'pvcm' from the 'plm' Panel Data package. Inside this function 'solve' is called and gives for a certain individual data series an exception because of singularity. I would like to know which individual data series causes this error. I tried to debug it, but this is truly painful, as solve is called

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

Dear R-users, I am fitting a kernel regression model of the form y ~ x1 + factor(x2) + factor(x3) and am using the function npregbw in the np-package to find the optimal bandwidths. My dataset is relatively large and the optimization takes quite long. When testing different specifications I have noticed that the optimal bw for x3 is always very close to zero (around 10^-12 or so). I am

I am building a application for my university and I would like to make this application authenticate agains a Active Directory server. I would like to know if there is an already built solution for this somewhere online ? Thanks -- Nicolas Kassis -------------------- http://www.nickassis.net http://www.nickassis.net/blog -------------- next part -------------- An HTML attachment was scrubbed...

Hello everybody, I have a problem with the the function PVCM in the plm package: I have an unbalanced panel with over 200 companies and 1 to 14 years for each company. I already excluded all NAs: > dataset<-na.omit(dataset) Now I'm trying to fit a variable coefficients model: > model_vc <- pvcm(v1 ~ lag(v2,1), model="within", data=dataset) This results in the

Hi Everyone I'm new to samba and I have been trying in vein to find a solution to this problem. I am setting up a linux samba server as a domain member server. It is part of the MAINT workgroup. Winbind and Samba authenticate correctly. The issue arises when I try to limit the users who are allowed to use a my share folder. Most of the information I have lookup seem to say that I should

> Message: 24 > Date: Tue, 31 Jan 2006 18:22:52 +0000 > From: "Lutz Ph. Breitling" <lutz.breitling at gmail.com> > Subject: [R] Mixed-effects models / heterogeneous covariances > To: r-help at stat.math.ethz.ch > Message-ID: > <2e38a1c80601311022i2e1be92doa60b80b50b69eb0c at mail.gmail.com> > Content-Type: text/plain; charset=ISO-8859-1 > > Dear

When trying to create (a very simple) cluster using makeSOCKcluster or makeCluster I get the following error message: > library(snow) > cl <- makeSOCKcluster("localhost") Fatal error: kann Datei '~/R/i686-suse-linux-gnu-library/2.8/snow/RSOCKnode.R' nicht ?ffnen: Datei oder Verzeichnis nicht gefunden (translation: could not open file [...]: File or directory not

Thanks to Luke Tiernay and some experimenting I found out some issues. I don't claim this infomation is complete, but it may be helpful for anyone experimenting with SNOW on Linux: - environment variables PATH and R_SNOW_LIB need to be set on master and slaves. (manually or permanent in ~/.bashrc (adjust your pathnames accordingly). Don't use ~ for home directory, instead specify

If XCP supports Heterogenour CPU''s and Xencenter only supports it with advanced editons, how will XCP handle it when being used with Xencenter. I have a bunch of different Intel Cpu''s with different steppings and would like to be able to live migrate from within xencenter. Now I have to use the cli commands with my xenserver network and force the migration, but looking to move to