R for economists (was: [R] Almost Ideal Demand System)

Hi,

I did not find any web page about using R in economics and econometrics so 
far. However, this does not mean that there is none (searching with google 
for "R" and "economics" gives many pages about economics and a name like 
Firstname R. Lastname on it ;-)). 
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and maintaine one.

Hi,

I did not find any web page about using R in economics and econometrics so
far. However, this does not mean that there is none (searching with google
for "R" and "economics" gives many pages about economics and a name like
Firstname R. Lastname on it ;-)).
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and maintaine one.

Best wishes,
Arne

On Sunday 15 February 2004 07:31, Ajay Shah wrote:

Anne,

Please do make progress on packaging and releasing your R code for
demand analysis. Is there a web page titled "R for economists"! :-) If
there isn't, I'll be happy to build and maintain one, and put a link
to your code there.

--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/

Hello,

I know a few papers in economics and econometrics using R. One of them
in the Journal of Applied Econometrics. You may have a look at the
following link:
http://netec.mcc.ac.uk/WoPEc/data/Articles/jaejapmetv:14:y:1999:i:3:p:319-29
.html
or you could download the paper from the R-project site:
http://www.r-project.org/nocvs/papers/Cribari-Neto+Zarkos:1999.pdf

Best regards


----- Original Message -----
From: "Arne Henningsen" <ahenningsen at email.uni-kiel.de>
To: "Ajay Shah" <ajayshah at mayin.org>
Cc: <r-help at stat.math.ethz.ch>
Sent: Thursday, February 19, 2004 3:26 PM
Subject: R for economists (was: [R] Almost Ideal Demand System)

Hi,

I did not find any web page about using R in economics and
econometrics so far. However, this does not mean that there is none
(searching with google for "R" and "economics" gives many pages
about economics and a name like Firstname R. Lastname on it ;-)).
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and maintaine one.

Best wishes,
Arne

On Sunday 15 February 2004 07:31, Ajay Shah wrote:

Anne,

Please do make progress on packaging and releasing your R code for
demand analysis. Is there a web page titled "R for economists"!
:-) If there isn't, I'll be happy to build and maintain one, and
put a link to your code there.

--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
ahenningsen at agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/

Hi,

I did not find any web page about using R in economics and econometrics so 
far. However, this does not mean that there is none (searching with google 
for "R" and "economics" gives many pages about economics and a name like 
Firstname R. Lastname on it ;-)). 
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and maintaine one.

Okay, I made a start, with
      http://www.mayin.org/ajayshah/KB/R/more.html

Tell me what should go into it. :-)

On Thu, 19 Feb 2004 19:06:08 +0530, Ajay Shah <ajayshah at mayin.org> wrote:

<snip R for economists>

Okay, I made a start, with
     http://www.mayin.org/ajayshah/KB/R/more.html

Tell me what should go into it. :-)

I think the most important thing for economists would be a list of the  
common econometric models and how they are accessed in R, for instance  
packages and the functions within those packages.

An example is what is known as a Tobit model to econometricians, which is  
one type of a survival model (to everybody else!). (This isn't that good  
an example as help.search("tobit") would probably turn up the right  
library.)

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).

On Thu, Feb 19, 2004 at 02:26:55PM +0100, Arne Henningsen wrote:
 

Hi,

I did not find any web page about using R in economics and econometrics so 
far. However, this does not mean that there is none (searching with google 
for "R" and "economics" gives many pages about economics and a name like 
Firstname R. Lastname on it ;-)). 
Does anybody in the list does know such a web page?
If not, I will be happy if you, Ajay, could build and maintaine one.
   

Okay, I made a start, with
     http://www.mayin.org/ajayshah/KB/R/more.html

Tell me what should go into it. :-)

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.

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.