similar to: R package for ICA

Hi, The question is as follows: has anyone coded panel data unit root tests with R? Even the "first generation" tests (see e.g. Levin & Lin 1993; Pesaran, & Smith & Im 1996; Maddala & Wu 1999) would be sufficient for my needs. To my understanding, these are rather easy to code, but as I have taken just my first steps in coding with R, existing code would save me

Hey, I am estiamting a partially linear model y=X\beta+f(\theta) where the f(\theta) is estiamted using wavelets. Has anyone heard of methods to test if the betas are significant or to address model fit? Thanks for any thoughts or comments. Elizabeth Lawson __________________________________________________ [[alternative HTML version deleted]]

I often use simple nested random-effect models for interlaboratory data. The variance components are important things to know. Is there an R function or package that gets variance components from lm objects? Or can someone point me to a method of doing so?

Dear R-users, Is anyone aware of any function/package for generating a random vector from a joint distribution defined by an independent graph? Or I have to work it out myself? Thanks. Jinfang ------------------------------ Jinfang Wang, Associate Professor Chiba University, Japan

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating garcht-t, egarch and gjr models. I try to use Fseries but I don't know how to code these models. Thanks a million in advance, Sincerely, Nongluck

Suppose I have the following data: y x id 44 0 104 48 58 104 48 55 204 47 105 204 41 275 206 18 67 209 ....... I fit the model >fit=lme(y~x+I(x^2),random=~1|id) Now I want to make a prediction plot: >time=seq(0,300,len=100) >plot(predict(fit,data.frame(x=time),level=0)) Very fine. It gives me the prediction curve based on the model. My further request is to make a confidence bands

I am currently trying to replicate the results I got from RATS for a panel regression. The codes in RATS looks like this: * Final equation for Office Cap Rate Spread * Regression, Panel Data preg(effects=time, method=random) CapRate # CapRate{1} RentCycle{1} VacancyChangeYTY InflationYTY RealGDPyty Just wonder what R package also allow me to have the options like (effects=time, method=random).

Dear helpers, does anyone know a function to fit a model with: - y mean that is regressed on a set of explanatory variables - y variace behaving as a garch or as a garch in mean Thank you so much for your help, Carlo

Hi, all, Does anybody got the most general expression of a unitary matrix? I found one in the book, four entries of the matrix are: (cos\theta) exp(j\alpha); -(sin\theta)exp(j(\alpha-\Omega)); (sin\theta)exp(j(\beta+\Omega)); (cos\theta) exp(j\beta); where "j" is for complex. However, since for any two unitary matrices, their product should also be a unitary matrix. When I

Hi: I'm working with multinomial models with library nnet, and I'm trying to get the explained deviance (pseudo R^2) of my models. I am assuming that: pseudo R^2= 1 - dev(model) / dev (null) where dev(model) is the deviance for the fitted model and dev(null) is the deviance for the null model (with the intercept only). library(nnet) full.model<- multinom(cbind(factor1,

Dear All, Can someone please tell me if there is a provision in R to fit a random coefficient multinomial logistic regression. Thanks in advance for your help and suggestions. Regards Murthy.N.M

Hi All, Currently I'm working in FIGARCH process [Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity]. I've already got the codes to do the process in S-Plus. Can anyone help me to do it in R? Thanks, SUMANTA BASAK. ------------------------------------------------------------------------------------------------------------------- This e-mail may

Hi all, I would like to test the relevance of a vector field (i.e. if the vectors are organized or not). To do so, I would like to use an autocorrelation test, so that I have two questions: - is the Watson test applicable to that perpuse ? - is the kuiper test applicable to that purpuse ? Regards ------------------------------------------------ Emmanuel Poizot Cnam/Intechmer B.P. 324 50103

Hi all, I'm looking for to interpolate hourly temperature date collected from more than 140 automatic weather station (irregularly spaced) using 4 independent variable: 1-2) geografic coordinates (x,y) (from DEM - 40m) 3) altitude (z) (from DEM - 40m) 4) solar radiation (from a model calculated with grass: r.sun) In addition, I would like to use also "time" variable (e.g.: hours).

HI I wonder if anyone can help. I have a longitudinal sample of 100 subjects: 200 data points were acquired starting at different ages and at irregular intervals (subjects have different numbers of repeated data points, so some have only one data point). I have been examining the relationship over time (it is quadratic) of continuous variables A on variable B. To model this I have been using

Hi, R-Help, I am a newbie. what I concern most recently is the analysis of the time series, But there are a lot of package in my eyes. All I want to try is as follow: How to test whether a time series fit the Poisson or other process in R? Thank you very much in advance. 仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭guangxing at ict.ac.cn 仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭2005-11-25

Dear all, I have a population with three age-classes, at time t=0 the population is: n.zero <- c(1,0,0) I have a transition matrix A which denotes "fertility" and "survival": A <- matrix(c(0,1,5, 0.3,0,0, 0,0.5,0), ncol=3, byrow=TRUE) To obtain the population at t=1, I calculate: A %*% n.zero To obtain the population t=2, I calculate: A %*% (A %*% n.zero) ... and so

Hi All, I have two time series, each has length 354. I tried to calculate the coherency^2 between them, but the value I got is always 1. On a website, it says: " Note that if the ensemble averaging were to be omitted, the coherency (squared) would be 1, independent of the data". Does any of you know how to specify properly in R in order to get more useful coherency? The examples in

Hi, I am a user of R computer language.Several days ago,I download R-2.1.0.From the help manual,I saw there is a function "mle" to find the maximum likelihood estimators.But when I try to use this function,there is no this function.Could you help me to solve this problem? I am looking forward to your answer. Thank you. Jun Liu

Hello. I am using R version 2.1.1 on Windows 2000. I am using a par(mfrow=c(2,2)) statement to produce 4 plots on one screen. I want a single horizontal legend to appear at the top of the four plots. My code is something like this: par(mfrow=c(2,2)) plot(x,y1) lines(x,y2) lines(x,y3) plot(x,z1) lines(x,z2) lines(x,z3) plot(x,t1) lines(x,t2) lines(x,t3) plot(x,w1) lines(x,w2) lines(x,w3)