similar to: panel data unit root tests

Displaying 20 results from an estimated 300 matches similar to: "panel data unit root tests"

2006 Jan 06
2
panel data unit root tests
When finally got some time to do some coding, I started and stopped right after. The stationary test is a good starting point because it demonstrates how we should be able to move the very basic R matrices. I have a real- world small N data set with rows: id(n=1)---t1---variable1 ... id=(N=20)---T=21---variable1 Thus, a good test case. For first id I was considering something like this: lag
2006 Jan 12
2
extract variables from linear model
Hi, I fitted a linear model: fit <- lm(y ~ a * b + c - 1 , na.action='na.omit') Now I want to extract only the a * b effects with confidence intervals. Of course, I can just add the coefficients by hand, but I think there should an easier way. I tried with predict.lm using the 'terms' argument, but I didn't manage to do it. Any hints are appreciated, best, joerg
2012 Nov 07
2
pseudo R-squared with likfit (geoR)
We want to compute a pseudo R-squared for a model whose parameter estimation was based on maximum likelihood (function likfit, package geoR). I tried to compute the R2 proposed by Maddala (1983) which compare the maximized likelihood for the model without any predictor and the maximized likelihood for the model with all predictors. I got a really low value (0,01%). Did I miss something? Are
2001 May 25
1
Cook-Weisberg confidence curves
Is there an existing function to compute Cook-Weisberg confidence curves for non-linear model parameters in R? Kari Ruohonen -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !)
2005 Jan 10
2
Samba and Kerberos V
Hi, this is possibly a FAQ, but I couldn't find an answer to it so far, neither in the "Official HOWTO" nor somewhere else. Does Samba have native Kerberos V support, i.e. is it possible to authenticate against a (Heimdal, in our case) kdc? Hints are appreciated! TIA, Jukka -- bashian roulette: $ ((RANDOM%6)) || rm -rf ~
2013 Mar 27
2
FMOLS DOLS and ADL regression
Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model? I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]]
2020 Jun 05
2
Ticket 46201 - Missing LLVM NOTICE file is making redistributing LLVM difficult
Hello all, I was asked to bring attention to this LLVM ticket to the mailing list: https://bugs.llvm.org/show_bug.cgi?id=46201 - Missing LLVM NOTICE file is making redistributing LLVM difficult. It was recently noted by our legal review in release management that LLVM third-party licenses are scattered over different files, which complicates faithful license-preserving redistribution of LLVM to
2010 Sep 07
2
Plotting longitudinal data
Hello, Hope that someone could help me plotting longitudinal data below: 7213 3333330001 0.8300 13.05.09 1 1 3333330001 0.8700 09.02.05 NULL 4797 3333330001 0.7700 21.03.07 NULL 2399 3333330001 0.7800 12.04.06 NULL 2400 3333330002 NULL 27.03.06 NULL 7230 3333330002 0.8200 14.05.09 0 2 3333330002 0.8400 09.02.05 NULL 4798 3333330002 0.8700 20.03.07 0 4799 3333330003 0.9000 20.03.07 13 2401
2012 Mar 04
2
type conversion
Hi All, I am confused by a type conversion happening against my intent. In an R script I allocate a matrix X, and I pass it to a C function by using tmp -< .C(..., as.double(X),...). I use as.double() because I read that it makes sure that the parameter passing is correct. I return the matrix from the R script using: return (list(..., X = tmp$X, ...)) The returned value is not a matrix
2010 Dec 31
2
Class "coef.mer" into a data.frame?
Hello, Could somebody please tell me what am I doing wrong in following? I try extract coefficients (using arm-package) from the lmer frunction, but I get the following warning: a<-data.frame(coef(res)) Error in as.data.frame.default(x[[i]], optional = TRUE, stringsAsFactors = stringsAsFactors) : cannot coerce class "coef.mer" into a data.fram I think I have done it before
2012 Feb 24
1
R package documentation
Hi All, I am asking for some clarification on R package documentation. The Writing R extension manual did not make this clear for me the following: 1. How to document a dataset? I know the file format from the doc, but I cannot figure out what file to put that info in. I keep getting "Undocumented data sets:" errors and so clearly R is not looking where I put these... 2. How to
2005 Oct 24
2
Samba + LDAP + TLS
Hi! I'm a bit new to Samba+LDAP integration, and most likely because of that I experienced this morning something I can't fully understand. I would appreciate if someone could explain to me what was really wrong. So, our name server was unavailable this morning due to OS update. Division's Samba and LDAP services are running on same server, and Samba is using TLS in connecting to
2007 Sep 14
1
covariates in nlmer function
I am trying to explore nlmer by running some nlme examples from Pinheiro & Bates (2000). I do not seem to find information how to specify fixed effects covariates to nlmer models. Specifically, I tried to run the "Carbon Dioxide Uptake" example from p. 368 onwards in the PB200 book. The model without fixed effects covariates runs well but how to tell nlmer to include Type and
2012 Feb 01
1
Makefile to compile .so in src (was: Re: automated libR location)
Prof Brian Ripley wrote: > 'library' in R has a different meaning: I've altered the subject to be > more accurate 'libR'. > > This is what R CMD SHLIB is for: it does all this for you in a portable way. > > But if you want to DIY, you can use R CMD config to find out the > appropriate linker incantation. Thank you for the clarification. I do not insist on
2005 Jul 04
2
samba loses its browse list
hi is it possible that it looses the master browser status, and it still thinks that it is the master browser? (which it does) thanks wd Guus Leeuw jr. wrote: >>-----Original Message----- >>From: samba-bounces+guus-leeuw=gmx.de@lists.samba.org [mailto:samba- >>bounces+guus-leeuw=gmx.de@lists.samba.org] On Behalf Of Csere Matyas >>Cc: samba@lists.samba.org
2009 Jan 30
1
"Panel Data Unit Root tests"
I could not find a package to run panel data unit root tests in R (there's a STATA module, though - PANELUNIT- and routines for Sarno and Taylor's MADF test, Levin-Lin-Chu's test, Im-Pesaran-Shin's Test, etc, to do this). Hence, I am toying with the idea of having a go at writing up one for R, but would like to know whether anyone is already working on this. José Mr
2015 May 27
2
libsmbclient question
Dear Gents, We are using libsmbclient smbc_getFunctionRead to read from a Microsoft DFS share. Before each 64k read there are a QUERY_PATH_INFO and a GET_DFS_REFERRAL which slow down the transmission. Is there a way to query these only once at the beginning of the transmission and cache it? system: 3.16.0-4-amd64 #1 SMP Debian 3.16.7-ckt9-3~deb8u1 (2015-04-24) x86_64 GNU/Linux lib:
2012 Dec 20
32
[Bug 58556] New: MacBook Pro 5, 1 with nVidia 9400m and 9600m, scrambled screen
https://bugs.freedesktop.org/show_bug.cgi?id=58556 Priority: medium Bug ID: 58556 Assignee: nouveau at lists.freedesktop.org Summary: MacBook Pro 5,1 with nVidia 9400m and 9600m, scrambled screen QA Contact: xorg-team at lists.x.org Severity: major Classification: Unclassified OS: other
2023 Nov 02
2
Updating OpenSSL from 1.x to 3 breaks kinit
Dear all, updating openssl from 1.1.x to 3.x on our gentoo systems (recompiled everything against the new openssl!) breaks kinit: kinit administrator at xxxx administrator at xxxx's Password: kinit: rc4 8: EVP_CipherInit_ex einit kinit -F -k -t /etc/dhcpduser.keytab -c /tmp/dhcp-dyndns.cc dhcpduser at xxxx kinit: rc4 8: EVP_CipherInit_ex einit openssl list -cipher-algorithms | grep -i RC4
2005 Jan 11
1
CUSUM SQUARED structural breaks approach?
Dear all, Does anyone know where there is R or S code for the CUSUM SQUARED structural breaks approach? (Brown, Durban and Evans, 1975 - used in Pesaran and Timmerman, 2002) The problem is that the breaks package only appears to offer the standard 'unsquared' CUSUM, even though it appears most think it is inferior to the squared version. It might appear to be a relatively simple