Displaying 20 results from an estimated 300 matches similar to: "Hausman Test"
2011 Jan 17
2
How to still processing despite bug errors?
Hi, everybody.
I am working processing EEG data from 1000 pacients. I have a specific
syntax to perform the Spectral Analysis and a loop to analyse all subjects.
each subject data are in separate folders (P1, P2 P3...)
My question is: in some cases, some errors can appear in one subject. I want
to know if is possible to jump to the next subject and perform the same
syntax , exibiting an error
2012 Oct 28
6
Hausman test in R
Hi there,
I am really new to statistics in R and statistics itself as well.
My situation: I ran a lot of OLS regressions with different independent
variables. (using the lm() function).
After having done that, I know there is endogeneity due to omitted
variables. (or perhaps due to any other reasons).
And here comes the Hausman test. I know this test is used to identify
endogeneity.
But what I
2013 Apr 01
1
plm: Hausman Test error
Hi, I am trying to run a panel regression using 88 observations and 9
variables. In-built Hausman Test did not work, then I found a code for
auxiliary regression method for the Hausman test.
The panel models are:
fe=plm(gd ~ l+g+o+c+g1+h+n+r, model = "within", data = new.frame,index =
c("id"))
re=plm(gd ~ l+g+o+c+g1+h+n+r, model = "random", data = new.frame,index =
2012 Oct 29
1
Hausman test error solve
Hello,
I am trying to conduct a Hausman test to choose between FE estimators and RE
estimators.
When I try to run:
library(plm)
fixed <- plm(ROS ~ DiffClosenessC +ZZiele + AggSK + nRedundantStrecken +
Degree + KantenGew + BetweennessC + SitzKappazitaet,
data=Panel,index=c("id","time"),model="within")
summary(fixed)
fixef(fixed)
random <-plm(ROS ~
2004 Nov 29
3
systemfit - SUR
Hello to everyone,
I have 2 problems and would be very pleased if anyone can help me:
1) When I use the package "systemfit" for SUR regressions, I get two
different variance-covariance matrices when I firstly do the SUR
regression ("The covariance matrix of the residuals used for
estimation") and secondly do the OLS regressions. In the manual for
"systemfit" on page
2009 Aug 03
2
scatterplot3d bug??
Hey guys,
Not sure if I encountered a bug with the scatterplot3d function.
Here's the calls I made:
s3d1 <- scatterplot3d(TotLogDisttenp,TotDifftenp,TotMeasuredRSLtenp,pch=16,highlight.3d=TRUE,angle=40,type="h",main="MRSL
~ LogDist + Diff");
s3d1$plane3d(fitols);
s3d1 <-
2018 Feb 11
2
Hausman test
Hello,
I have a problem with Hausman test. I am performing my analysis with these
commands:
> library(plm)
> data<-read.csv2("paolo.csv",header=TRUE)
> data<
pdata.frame(data,index=c("FIRM","YEAR"),drop.index=TRUE,row.names=TRUE)
>
RECEIV~LSIZE+LAGE+LAGE2+CFLOW+STLEV+FCOST+PGROWTH+NGROWTH+TURN+GPROF+GPROF2
>
2006 Nov 25
1
hausman Test
Does anyone know how to do an Hausman test?
I?ve estimate a modell (some alternatives) with clogit an wanted to test the
IIA test (Independence of Irrelevant
Alternatives) after estimating a multinomial logit model?
Thank you
2018 Feb 11
0
Hausman test
Note the typo in your 3rd line: data <
Don't know if this means anything...
Bert
On Feb 11, 2018 7:33 AM, "PAOLO PILI" <paolo.pili at student.unife.it> wrote:
> Hello,
>
> I have a problem with Hausman test. I am performing my analysis with these
> commands:
>
> > library(plm)
> > data<-read.csv2("paolo.csv",header=TRUE)
>
2018 Feb 11
1
Hausman test
you are right about the 3rd line but it doesn't help me for my problem. I
remove the 3rd line but there is still the same problem:
Error in solve.default (dvcov):
the system is numerically unique: reciprocity condition value =
1.63418e-19
Paolo
2018-02-11 16:54 GMT+01:00 Bert Gunter <bgunter.4567 at gmail.com>:
> Note the typo in your 3rd line: data <
>
> Don't
2011 Dec 19
0
Hausman test for lmer model
Hi
How to perform hausman test when a model is created using lmer ?
Also please any one give link to mail it to r-sig-mixed-models mailing
list. I'm not able to find it
Thanks in advance
Arun
--
View this message in context: http://r.789695.n4.nabble.com/Hausman-test-for-lmer-model-tp4213473p4213473.html
Sent from the R help mailing list archive at Nabble.com.
2012 Oct 17
1
extracting and restricting coefficients
HiĀ
I want to fit two equations simultaneously
EQ1<-Y1~X1+X2
EQ2<-Y2~X1+X2
eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2)
fitols<-systemfit(eqsystem,
method="OLS", data=BB)
How do I get coefficients for the first equation? R code
How do I restrict coefficient of X2 in the first equation (say , restrict it to less thanĀ zero). R code
Your help is
appreciated.
Dereje
[[alternative
2009 Apr 25
2
plm Hausman-Taylor model
Dear all-
I am have trouble in using the model="ht" option in function plm from
the plm library. I am using
Package: plm Version: 1.1-1; R version 2.8.1 (2008-12-22) running on a
FC-8 linux machine.
Here is what I am trying to do:
##----------------------------------------------------------------------------
R> ###Prob 6 Chapter 3 Use R! Applied Econometrics with R (Kleiber
2007 Nov 28
6
How to create data frame from data with unequal length
Hi,
I have two sets of data that I would like to put into a data frame. But
since they have different length, I am not sure how to do this. Here is an
example of my data:
data set one:
date growth
1/1/2007 10
1/2/2007 10.2
1/3/2007 10.4
1/4/2007 10.6
data set two:
date growth
1/1/2007 22
1/2/2007 22.5
1/4/2007 22.4
I would like to combine the two data sets and
2005 Dec 02
3
masked from package:base?
I am confused by the following description in
http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit.html
what does the "Not run" mean? if we do not load systemfit, how can we run
the following code?
## Not run: library( systemfit )
data( kmenta )
attach( kmenta )
...
I install the package of systemfit, and run the code.
I got the warning:
> library( systemfit
2007 Feb 21
0
Problems with obtaining t-tests of regression
Guillermo,
I am dropping most of your mail because my answer is very generic.
First, why doesn't it work as you tried it: technically speaking,
coeftest() and the like expect to be feed an lm or a glm object and for
this reason won't accept the result of systemfit(), which is a much
different object. I suppose the same goes for the rest.
Second, what can you do: I'd do at least one
2008 Oct 14
1
Advice on Computer Specifications
Hello
I'm running into a variety of limitations with my computer complaining that
it doesn't have sufficient memory. It is a Dell Latitude D630 Duo Core
CPU T7700 @ 2.40 GHz, with 3.50 GB RAM.
I'm working with relatively large dataframes
> dim(AllYears)
returns 4071840 records with 13variables
sometimes this complains that it can not allocate vectors of 16.0 Mb and
will
2018 May 16
1
Systemfit Question
I can't get my simultaneous equations to work using system fit. Please help.
#Reproducible script
Empdata<- read.csv("/Users/ngwinuiazenui/Documents/UPLOADemp.csv")
View(Empdata)
str(Empdata)
Empdata$gnipc<-as.numeric(Empdata$gnipc)
install.packages("systemfit")
library("systemfit")
pdata <- plm.data(Empdata,
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
First I have to say I am sorry because I have not been so clear in my
previous e-mails. I will try to explain clearer what it is my problem.
I have the following model:
lnP=Sc+Ag+Ag2+Var+R+D
In this model the variable Sc is endogenous and the rest are all objective
exogenous variables. I verified that Sc is endogenous through a standard
Hausman test. To determine this I defined before a new
2006 Mar 21
0
New version of 'systemfit'
Dear R users,
The authors of the systemfit package have released a new version of this
package with substantial enhancements.
The systemfit package contains functions for fitting simultaneous systems of
linear equations using Ordinary Least Squares (OLS), Weighted Least Squares
(WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS),
Weighted Two-Stage Least Squares