Displaying 20 results from an estimated 4000 matches similar to: "Simulating SVAR Data"
2012 Jul 12
1
SVAR Restriction on AB-model
Hello!
I'm doing a svar and when I make the estimation the next error message
appears:
In SVAR(x, Amat = amat, Bmat = bmat, start = NULL, max.iter = 1000, :
The AB-model is just identified. No test possible.
Could you help me to interpret it please.
Also I have the identification assumption that one of my shocks is exogenous
relative to the contemporaneous values of the other variables
2014 Jun 19
1
Restrict a SVAR A-Model on Matrix A and Variance-Covariance-Matrix
Hello folks!
I'm using R-Package {vars} and I'm trying to estimate an A-Model.
I have serious problems regarding the restrictions.
1) My A-Matrix needs (!) to have the following form:
# 1 NA NA NA
# 0 1 NA NA
# 0 0 1 NA
# 0 0 0 1
That is done in R by:
A_Matrix <- diag(4) # main diagonal = 4 restrictions
A_Matrix [1, 2] <- NA #
A_Matrix [1, 3] <- NA #
2009 Oct 08
2
Determine restricted variable in SVAR and SVEC?
How to determine restricted variable in SVAR and SVEC? There are some values which set to be zero and others set to be NA.. How to determine values that set to be 0? Thanks
Regards,
Arif
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2010 Mar 11
0
Constraining coefficients to be equal in svar
Hello,
I'm working on an structural VAR using the var command to estimate and the
svar command on the resultant object (package: vars). I want to constrain
coefficients to equal one another, but that value to be estimated. So for
the A matrix, I want A[2,1]=A[1,2] to be my constraints.
Can this be done with this package? If so, how? If not, is there another
package that it might be done with
2023 Apr 30
2
NaN response with gam (mgcv library)
Dear R-experts,
Here below my R code. I get a NaN response for gam with mgcv library. How to solve that problem?
Many thanks.
#########################################################
library(mgcv)
?
y=c(23,24,34,40,42,43,54,34,52,54,23,32,35,45,46,54,34,36,37,48)
x1=c(0.1,0.3,0.5,0.7,0.8,0.9,0.1,0.7,0.67,0.98,0.56,0.54,0.34,0.12,0.47,0.52,0.87,0.56,0.71,0.6)
2007 May 23
0
Changing sequential regression code to call systemfit
I use code ( actually its code from vars package and its directly below
) to do a sequence of lm calls and the data I use from the matrix
depends on restrictions.
for(i in 1:K){
datares <- datasub[, which(x$restrictions[i, ] == 1),drop=FALSE]
y <- yendog[, i]
lmres <- lm(y ~ -1 + ., data=datares)
# x$varresult[[i]] <- lmres
# x$resid[, i] <-
2011 Jun 07
1
variable selection in linear regression
Hello
With due respect, have a nice time. I would like to ask some command in R.
It is regarding variable selection in linear regression.
In R, there is one rebuild function called "step" which
selecting variables according to AIC.
let say i have data [y, x1,x2,x3,x4]
we start with y~b0
i compute the partial F test and choose the variable
with maximum partial F to enter the
2009 Oct 12
1
Help Error
Hi R-users,
I would like to ask question related to error output.
If an error comments come out, then the program will automatically stop.
I want to ask , how I can still continue the program even though there is an error comment?
var=VAR(Canada,p=3,type="const")
for (j in 1:nrow(com))
{
mat=ma
{
for (i in 1:ncol(com))
{
y=which(mat==com[j,i])
mat[y]=NA
}
2004 Apr 01
3
New utility: sas2r
Dear R users,
Biostatistics Denmark would like to annouce the availability of the
new utility: sas2R --- a SAS to R parser.
For almost 40 years SAS has been the primary tool for statisticians
worldwide and its easy-to-learn syntax, unsurpassed graphical system,
powerful macro language and recent graphical user interfaces have made
SAS the number one statistical software choice for both beginners
2003 Nov 03
1
svm in e1071 package: polynomial vs linear kernel
I am trying to understand what is the difference between linear and
polynomial kernel:
linear: u'*v
polynomial: (gamma*u'*v + coef0)^degree
It would seem that polynomial kernel with gamma = 1; coef0 = 0 and degree
= 1
should be identical to linear kernel, however it gives me significantly
different results for very simple
data set, with linear kernel
2004 Sep 20
1
rsync version 2.6.3pre1 protocol version 28
Hi,
this is possibly a bug report (I'm not sure if this is a feature). It's
related to the --keep-dirlinks option, when combined with --delete .
I have the following directory structure on server A:
ls -lR software
software:
total 238
drwxr-xr-x 2 biolord bioinf 1024 Sep 20 10:49 EMBOSS/
lrwxrwxrwx 1 biolord bioinf 6 Feb 5 2003 MSE -> EMBOSS/
lrwxrwxrwx 1
2003 Mar 11
0
Interrater and intrarater reliability
Dear R users
The following function is R code for the main compuations in the article:
M. Eliasziw, S Lorraine Young, M Gail Woodbury and Karen Fryday-Field (1994):
Statistical Methodology for the Concurrent Assessment of Intrarater and
Intrarater Reliability: Using Goniometric Measurements as an Example.
Physical Therapy 74 (8); 777-788
The function gives the estimated inter- and intrarater
2012 Jul 27
2
Extracting results from the VAR output
Hi everyone,
I'm working with the Vector Autoregressive Model (VAR), and it seems like
the ur.ca package provides the best
function for this purpose.
My problem is, that I don't know how to extract a certain value from the
output without using the variables names.
I was hoping that this could be done by using numerical value, e.g. [1],
instead of writing for instance $Liabilities. The
2011 Nov 16
0
problem to tunning RandomForest, an unexpected result
Dear Researches,
I am using RF (in regression way) for analize several metrics extract from
image. I am tuning RF setting a loop using different range of mtry, tree
and nodesize using the lower value of MSE-OOB
mtry from 1 to 5
nodesize from1 to 10
tree from 1 to 500
using this paper as refery
Palmer, D. S., O'Boyle, N. M., Glen, R. C., & Mitchell, J. B. O. (2007).
Random Forest Models
2010 Nov 09
0
convergence message & SE calculation when using optim( )
Hi R-users,
I am trying to estimate function parameters using optim(). My count
observations follows a Poisson like distribution. The problem is that I
wanna express the lambda coefficient, in the passion likelihood
function, as a linear function of other covariates (and thus of other
coefficients). The codes that I am using (except data frame) are the
following (FYI the parameters need to be
2012 Oct 11
0
Error with cForest
All --
I have been trying to work with the 'Party' package using R v2.15.1 and have cobbled together a (somewhat) functioning code from examples on the web. I need to run a series of unbiased, conditional, cForest tests on several subsets of data which I have made into a loop. The results ideally will be saved to an output file in matrix form. The two questions regarding the script in
2012 Nov 13
1
About systemfit package
Dear friends,
I have written the following lines in R console wich already exist in pdf
file systemfit:
data( "GrunfeldGreene" )
library( "plm" )
GGPanel <- plm.data( GrunfeldGreene, c( "firm", "year" ) )
greeneSur <- systemfit( invest ~ value + capital, method = "SUR",
+ data = GGPanel )
greenSur
I have obtained the following incomplete
2009 Feb 18
0
Constraint in nls with factor in model?
Hi all,
I'm trying to fit a model using the shorthand coeff[factor] instead of
coding dummy variables. Is there a way to keep this notation when
specifying constraints? See example below:
x = runif(200)
b0 = c(rep(0,100),runif(100))
b1 = 1
fac <- as.factor(rep(c(0,1), each=100))
y = b0+b1*x+rnorm(200,sd=0.05)
## No constraint - works
nls(y~b0[fac]+b1*x,
2011 Aug 30
2
Multivariate Normal: Help wanted!
I have the following function, a MSE calc based on some Multivariate normals:
MV.MSE<-function(n,EP,X,S){
(dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2
+
1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5-
(dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)}
I can get the MV.MSE for given values of the function e.g
2004 Apr 23
1
Extracting the MSE and % Variance from RandomForest
Several ways:
1. Read ?randomForest, especially the `Value' section.
2. Look at str(myforest.rf).
3. Look at print.randomForest.
If the forest has 100 trees, then the mse and rsq are vectors with 100
elements each, the i-th element being the mse (or rsq) of the forest
consisting of the first i trees. So the last element is the mse (or rsq) of
the whole forest.
HTH,
Andy
> From: David