similar to: panel data and model selection

Displaying 20 results from an estimated 5000 matches similar to: "panel data and model selection"

2010 Jul 01
0
coefficients poolability (was: question regarding panel data analysis)
Hello. Not an easy question at all, and it has little to do with software, alas! Veeeeeery loosely speaking: if the homogeneity hypothesis is rejected, then, depending on data availability, you may still be able to treat the data like a panel by: a) ignoring the results of the poolability test b) allowing the coefficients to vary. Of course, a) requires some courage while b) requires more
2010 Jul 22
1
Question regarding panel data diagnostic
Good day R-listers, I'm currently working on a panel data analysis (N=17, T=5), in order to check for the spurious regression problem, i have to ?test for stationarity but i've read somewhere ?that i needn't to test for it as ?my T<10 , what do you think? if yes ?is there any other test ?i have to ?perform in such case (a kind of cointegration test for small T?) Any hint would be
2010 Oct 14
1
robust standard errors for panel data - corrigendum
Hello again Max. A correction to my response from yesterday. Things were better than they seemed. I thought it over, checked Arellano's panel book and Driscoll and Kraay (Rev. Econ. Stud. 1998) and finally realized that vcovSCC does what you want: in fact, despite being born primarily for dealing with cross-sectional correlation, 'SCC' standard errors are robust to "both
2010 Jul 01
3
question regarding panel data analysis
Good day R-users, So if the question may seem easy to many of you but this present a serious issue for me . I'm currently running a panel data analysis i've used the plm package to perform the Tests of poolability as results intercepts and coefficients are assumed different. so my question is should give up the panel analysis in my case or is there any alternative methodology or
2010 Jul 26
1
After writing data in MMF using SEXP structure, can i reference in R?
Hi all, After writing data in MMF(Memory Map File) using SEXP structure, can i reference in R? If input data is larger than 2GB, Can i reference MMF Data in R? my work environment : R version : 2.11.1 OS : WinXP Pro sp3 Thanks and best regards. Park, Young-Ju from Korea. ---------[ ???????? ???????? ???????? ]---------- ???????? : R-help Digest, Vol 89,
2009 Jul 22
1
A Flash Mob for R Content on Stack Overflow: Tonite @ 7-9pm PST
R Users - Tomorrow night, we are leading a group of R programmers to a site called Stack Overflow, Stackoverflow is a collaborative question and answer site for programmers, currently lacks much R content. to populate some of the most oft-asked and reluctantly-answered questions about R. The R-help mailing list is an indispensable resource to members of the R community. Perhaps owing to its
2008 Aug 28
0
USING TOBIT OR WHAT ALTERNATIVE WHEN DATA ARE PANEL AND HETEROSKEDASTIC AND PROBABLY AUTOCORRELATED?
Please, I seek expertise and advice, possibly leads to R packages or stats literature. My data: measurements of economic variables for each county of California over 37 years. My dependent variable is square feet of office floor space permitted to be added in a county. Independent variables include for example change in number of office jobs in same county same year (and lagged years).
2003 Nov 19
0
FW: logwatch
>-----Original Message----- >From: Ama Kalu [mailto:ama.kalu@cwlgroup.net] >Sent: Wednesday, November 19, 2003 9:07 PM >To: ''Tom Eastep'' >Subject: RE: [Shorewall-users] logwatch > >Thanks Tom and Andrew, > >About 2 months ago, I setup the most current (at the time) version of >logwatch, it required a service filter for IPTABLES which I did not have
2003 Apr 21
3
To create a Panel and run a Pooled OLS
Dear all, I have tried to merge two cross sections (crossA and crossB) as follows, both crossA and crossB include the same variables, e.g., ID,y,x1,x2: Panel <- merge(crossA,crossB,by="ID") I have, thereafter, tried to run the following pooled OLS: OLS <- lm(Panel$y~Panel$x1+Panel$x2) and have received the following error message "Error in model.frame(formula, rownames,
2006 Jan 16
0
Snow Rmpi Heterogeneous Cluster
Dear R-users, I am trying to make Snow and Rmpi working on an heterogenous cluster of linux computers. The master computer is built on a 64 bit architecture whereas all nodes are built on a 32 bit architecture. LAM/MPI was installed successfully on all machine. LAM boots correctly on the master computer and it recognizes all nodes defined in the lamhosts file. However, when starting R,
2011 Jan 09
1
question about the chow test of poolability
Good day R-listers, My question is more a statistical question than an R related question, so please bear with me i'm currently applying the chow test of poolability in fact i'm working with panel N=17 T=5 , and my model looks like this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit My question is the following when i'm Testing for the equality of the coefficients of the unpooled data (the
2007 Sep 21
1
Is it solve.QP or is it me?
Hi. Here are three successive examples of simple quadratic programming problems with the same structure. Each problem has 2*N variables, and should have a solution of the form (1/N,0,1/N,0,...,1/N,0). In these cases, N=4,5,6. As you will see, the N=4 and 6 cases give the expected solution, but the N=5 case breaks down. >cm8 [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [1,] 1 0
2008 Jul 07
1
Interest in a Use R Group in San Francisco area?
All, Tuesday week (July 15th) Mike Driscoll & I will be presenting "A Gentle Introduction to R and its Applications in Business Intelligence" at the SDForum Business Intelligence SIG in Palo Alto, California. One motivation is to judge interest in starting a Use R Group in the Bay Area. We will have an informal organizational meeting after the talk. We hope all local R
2007 Oct 23
1
how to install wine
hai, i tried to install wine package in redhat enterprise linux 4 but i am getting so many errors.i tried too much. send step by step how to install wine in linux thanks M. SWAMY --------------------------------- Why delete messages? Unlimited storage is just a click away. -------------- next part -------------- An HTML attachment was scrubbed... URL:
2006 May 08
1
Panel Data Estimators (within, between, Random Effects estimator)
Dear R Users, Here is another probelm/question. I would like to run some panel regressions with R. Therefore I have combined several time periods of data for different individuals in my database. I have already run pooled OLS but I would need to calculate a Fixed Effects Estimator (within estimator). Unfortunately I couldn't find anything like that in the RSearch and I suppose that lme
2004 Mar 07
1
Plot is lost when fitting block as error
G'day, Plot doesn't seem to work when I specify block as an error term, but does if I load block into the model as the first factor (see code below). Is there some way to make plot work with the fancier model specification? Also, if anyone knows how to get SEDs for this model I would really like to know. response<-c(rnorm(5,5,2),rnorm(5,12,2),rnorm(5,18,2),rnorm(5,12,2))
2009 Apr 22
2
R-User groups in North America (SF, LA, NYC, Ottawa)
Hi R folks, I'd like to announce several new R users groups here in SF, LA, NYC, and Ottawa - as well as their next scheduled event. The goal of these user groups, besides gently explaining 'drop=TRUE' to the uninitiated, is to exchange knowledge, promote best practices, and spur the adoption of R for innovative applications. If I've missed any groups here, please feel to add on
2009 Jan 30
0
Duplicate Radius accounting in Asterisk.
Hello list. I'm having some problems with the CDR Radius in my Asterisk 1.4. I'm using two TC400B cards for transcoding. When I reach nearly 100 simmultaneous calls, the CDR radius packets are being duplicated and I'm getting this message in the asterisk console : cdr_radius.c:227 radius_log: Failed to record Radius CDR record! I'm also using the radiusclient-ng 0.5.6
2004 Mar 01
0
se.contrast ....too hard??? .... Too easy????? .....too trivial???? ...... Too boring.....too????????
Hi all, Regular and avid readers of this column will know that Don Driscoll and I have recently posted two messages requesting assistance concerning an apparent failure of "se.contrast" to produce an se for a contrast. So far, an ominous silence rings in our ears, but read on Gentle Reader, and see if even the machinations of "debug" doesn't stimulate you to respond with a
2005 Aug 31
0
canreinvite=no being ignored?
Am I reading the data below incorrectly, or does it appear that even though I have the directive canreinvite=no set for the two asterisk boxes, they are trying to do a reinvite (which fails) anyway? Is this expected behaviour in this situation? If so, how can I prevent this? ---- Lots of output ---- Using CVS Head from 2005-08-28, I have two asterisk boxen, one (box A) has a sip ua (2608)