Econometrics ...
My two cents -- Constructing and maintaining an elaborate alias structure just so people can write logit(y ~ x) rather than glm(y~x,link=logit) [etc.] seems like a bad idea to me. A "meta-package" (as Greg Warnes suggested), and a small discipline-specific document like those Jonathan Baron and Pete St. Onge have written or started to write for psychology and ecology (see the Contributed Documentation on CRAN), seem like a better way to go. (The package could also include useful discipline-specific tools that don't already exist.) Among other problems, we're all going to go crazy when people start to write in to the R help list for help with the logit(), ols(), etc., etc., functions that none of us have heard of. [It also might not be an entirely bad thing if econometricians (for example) learned that the rest of the world has something called a GLM that does what they know of as logit and probit models.] Ben Bolker
On Fri, 12 Oct 2001, Ott Toomet wrote:
Hi, I think an econometric package is needed. R is more oriented to general statistics (at least from my viewpoint) and lacks some commonly used econometric methods, some other methods are spread in different packages. Third problem is that many functions use algorithms, not common in econometrics (e.g. neural networks). I think we need at first a package wich is able to do a most basic econometrics (I am not a time series man, so I drop the time series stuff, these are just problems I have encountered): econometrical modelling including ols (alias to lm()) logit, probit (alias to glm()?) nlls (glm()?) perhaps multinominal logit, using ML method tobit model ... and the common tests including white heteroscedastisity, White Heteroscedasticity-consistent t-values, Durbin-Watson etc.. These functions and tests should be in a form, common and easily understandable for economists and students, eg to write model <- logit( y~x) summary( model, white.t=TRUE) ... I think the functions, given in other packages should somehow repeated, at least when the method is a bit unfamiliar for econometrics. Of course, this package cannot include everything in econometrics, but perhaps enough for a basic course. Additionally, it can made ,,covers'' of e.g. tseries package, aliasing the functions there in a more common form, but I think it is not a main issue. I could well help with the functions I have, but unfortunately I cannot maintain a whole new package right now. best wishes, Ott Toomet
John Janmaat wrote:
Hello, Is there a package available for R which generates output commonly used by econometricians (eg., the Durbin-Watson statistic for serial correlation in regression residuals)? I'm pretty sure most of the stuff is out there in assorted packages, under different names. However, it would make my life, and that of my students, easier if it was all in one package. Thanks, John. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
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