Displaying 20 results from an estimated 600 matches similar to: "Dynamic Panel Analysis in R"
2009 Mar 26
1
pgmm (Blundell-Bond) sample needed
Dear R Experts---
Sorry for all the questions yesterday and today. I am trying to use Yves
Croissant's pgmm function in the plm package with Blundell-Bond moments. I
have read the Blundell-Bond paper, and want to run the simplest model
first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no third conditioning
variables yet. the full set of moment conditions recommended for
system-GMM,
2009 Mar 08
1
singular matrices in plm::pgmm()
Hi list,
has anyone succeeded in using pgmm() on any dataset besides
Arellano/Bond's EmplUK, as shown in the vignette?
Whatever I try, I eventually get a runtime error because of a singular
matrix at various points in pgmm.diff() (which gets called by pgmm()).
For example, when estimating a "dynamic" version of the Grunfeld data:
data(Grunfeld, package="Ecdat")
grun
2011 Jun 12
3
Running a GMM Estimation on dynamic Panel Model using plm-Package
Hello,
although I searched for a solution related to my problem I didn?t find one,
yet. My skills in R aren?t very large, however.
For my Diploma thesis I need to run a GMM estimation on a dynamic panel
model using the "pgmm" - function in the plm-Package.
The model I want to estimate is: "Y(t) = Y(t-1) + X1(t) + X2(t) + X3(t)" .
There are no "normal" instruments
2013 Jan 13
1
R error: system is computationally singular when building GMM model
Dear,
I built the generalized method of moments model to estimate the sales rank
in the bookstore using plm package in R.
The equation is:
data1.gmm <- pgmm(dynformula(lnsales_rank ~ ln_price + avg_ham_rate +
avg_spam_rate + num_of_ham+ num_of_spam + ship_code2 +ship_code3
+ship_code4+ ship_code5+ ship_code6 + ship_ code7, lag = list(0, 0, 0,
0,0,0,0,0,0,0,0,0), log =FALSE), data=data,
2013 Jun 11
2
Losing Permissions of Files
Hi,
I have a OpenSuse 12.2 system running Samba 4.0.6 (compiled from source).
Every once in a while, we run into an issue where all permissions on a file
are lost. I've checked the ACLs, and they seem fine. The only way to get
permissions back is to copy the file to a new name, remove the old file,
and rename the file back to the original name.
Can anyone help solve this issue?
My smb.conf
2013 Mar 05
2
Issues when using interaction term with a lagged variable
Hi there!
Today I tried to estimate models using both plm and pgmm functions, with an
interaction between X1 and lag(X2, 1). And I notice two issues.
Let "Y=b_1 * X_1 + b_2 * X_2 + b_3 * X_1 * x_2 + e" be our model.
1) When using plm, I got different results when I coded the interaction
term with I(X1 * lag(X2, 1)) and when I just saved this multiplication X1 *
lag(X2, 1) in a
2017 Dec 25
1
package : plm : pgmm question
Dear Sir,
I am using the package pgmm you build in panel regression. However, I found that when T is 10, N=30, the error would show as following:
system is computationally singular: reciprocal condition number
But the similar code works well on Stata, so I wonder how I can optimize the algorithm, for example , the inverse matrix optimization ? And I have checked my data as well, no
2011 Dec 12
1
Package/command for creating a table of panel models ?
Hello Everyone
(Quick) question: Does anyone know a package/command or simply a way of
creating a table of different panel data estimations (estimated using
/*plm()*/ ) just as *mtable()* does for models estimated with /*lm()*/?
It seems *mtable* (and *apsrtable* equally) only support /*lm*/ and some
other classes but unfortunately not /*plm*/. I am pretty sure others must
have encountered this
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
Dear Ivo, dear list,
(see: Message: 70
Date: Thu, 26 Mar 2009 21:39:19 +0000
From: ivowel at gmail.com
Subject: [R] pgmm (Blundell-Bond) sample needed)
I think I finally figured out how to replicate your supersimple GMM
example with pgmm() so as to get the very same results as Stata.
Having no other regressors in the formula initially drove me crazy. This was a case where simpler models are
2008 Dec 19
2
How do I generate one vector for every row of a data frame?
I am trying to generate a set of data points from a Gaussian mixture
model. My mixture model is represented by a data frame that looks
like this:
> gmm
weight mean sd
1 0.3 0 1.0
2 0.2 -2 0.5
3 0.4 4 0.7
4 0.1 5 0.3
I have written the following function that generates the appropriate data:
gmm_data <- function(n, gmm) {
c(rnorm(n*gmm[1,]$weight, gmm[1,]$mean,
2013 Feb 20
2
'gmm' package: How to pass controls to a numerical solver used in the gmm() function?
Hello --
The question I have is about the gmm() function from the 'gmm' package
(v. 1.4-5).
The manual accompanying the package says that the gmm() function is
programmed to use either of four numerical solvers -- optim, optimize,
constrOptim, or nlminb -- for the minimization of the GMM objective
function.
I wonder whether there is a way to pass controls to a solver used
while calling
2010 Mar 13
0
PGMM help - Strange Errors when Fitting Models
Hello,
I've been trying to fit Arrellano-Bond model with pgmm but I am getting very
strange errors. I've looked around and found no reference to them.
I've specified the model in dozens of different ways, and each seems to give
me a new kind of error. This leads me to believe this has to do with the
way the data is specified, but I can't see anything thats wrong with. My
2012 Apr 09
0
Error using PGMM function in the PLM package
Good day fellow R users:
I have routinely received the following message when attempting to
estimate a GMM model for a somewhat square panel (N = 20, T = 9-27,
Obs = 338) using the pgmm function in the plm package:
Error in function (..., deparse.level = 1) :
number of rows of matrices must match (see arg 2)
So far, I am not wedded to a particular GMM model but what I have used
thus far is
2009 Mar 27
0
R: plm and pgmm
dear giovanni---
thanks for answering on r-help to me as well as privately. I very much
appreciate your responding. I read the plm vignette. I don't have the book,
so I can't consult it. :-(. I am going to post this message now (rather
than just email it privately), because other amateurs may have similar
questions in the future, and find this message and your answers via google.
2009 Nov 13
0
about the pgmm in plm package (application and singularity)
Dear Sir or Madam:
I am Shaojuan Liao, the 3rd year Ph.D. student from Econ Department,
Virginia Tech.
I don't know whether it is appropriate to ask you questions on the
command pgmm. But I don't know how to deal with the case where all X are
exogenous and all T time periods' X can be used as the instrument.
Problem 1:
I know when X are predetermined, such as
Z=[y1,X1,X2, 0,
2008 May 27
2
GMM estimation
Hello there!!!
Sorry to bother you all with such question and difficulties that I have been
facing on.
Recently I have been searching for packages to run GMM estimatives with R.
I have been searching for such packages for a while, but since I am a new
user of R system,
my quest so far was unsucessful.
That´s why I had decided to ask to this forum. Hope that anyone could help
me!
I know that
2009 May 19
4
nlrwr package. Error when fitting the optimal Box-Cox transformation with two variables
Dear all:
I'm trying to fit the optimal Box-Cox
transformation related to nls (see the code
below) for the demand of money data in Green (3th
Edition) but in the last step R gives the next
error message.
Error en
`[.data.frame`(eval(object$data), ,
as.character(formula(object)[[2]])[2]) :
undefined columns selected.
?Any idea to solve the problem?
Thanks in advance,
2024 Apr 23
1
System GMM yields identical results for any weighting matrix
A copy of this question can be found on Cross Validated:
https://stats.stackexchange.com/questions/645362
I am estimating a system of seemingly unrelated regressions (SUR) in R.
Each of the equations has one unique regressor and one common regressor. I
am using `gmm::sysGmm` and am experimenting with different weighting
matrices. I get the same results (point estimates, standard errors and
2024 Apr 23
1
System GMM yields identical results for any weighting matrix
Generally speaking, this sort of detailed statistical question about a
speccial package in R does not get a reply on this general R
programming help list. Instead, I suggest you either email the
maintainer (found by ?maintainer) or ask a question on a relevant R
task view, such as
https://cran.r-project.org/web/views/Econometrics.html . (or any other
that you judge to be more appropriate).
2008 Apr 28
1
Making color gradient
Hi
I would like to make a color bar with a gradient of colors that represent
values between 0-1. I used the gradient.rect function in plotrix to make
the actually color bar but I don't know how to put a range of values (0-1)
next to the color bar. How do I do this?
Thanks
Zarrar
--
Zarrar Shehzad
Research Assistant
NYU Child Study Center
215 Lexington Avenue, 14th Floor
New York, NY