R for economists
Ajay Shah <ajayshah at mayin.org> writes:
If you could produce a table with Econometrics to R translations that would be immensely helpful, as a start. I know someone suggested creating a facility for 'aliasing' econometrics-speak to R functions, but this got shot down for being unwieldy (rightly so, I think).
This sounds like a good idea. It'd be neat to have a TeX document where "many" mainstream econometrics models are written in mathematics, and then fragments of R code are shown for the purpose.
Even better would be an Sweave vignette (i.e. actual workable code, not just displayed fragments).
In addition, I see rolling-your-own-likelihood-function as being a very common thing in economics today. So I'd just put a lot of focus on exposition of R facilities for doing MLE, with functionality comparable with the maxlik and co libraries of gauss. I am not yet fluent in R, but my early sense is that maxlik+co of gauss are a bit ahead of what we have in R.
optim is pretty good for most things -- very comparable to Gauss last I checked Gauss (a few years back). best, -tony
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