Search Archives
Search tips
from:Name
Search by author name, e.g. from:Duncan Murdoch
"exact phrase"
Match an exact phrase
word1 word2
Match messages containing both words
Date range
Use the date pickers to filter results to a time period
Use the list dropdown to narrow results to a specific mailing list. Combine from: with other terms to filter by author and content.
Dear all, I am working on a large dataset and need to use biglm() to perform OLS regressions. I have detected significant ARCH effects which I try to account for using the Newey-West correction. So far, I have worked...
Dear R Users, I attempt to estimate a generalized nonlinear least squares model using gnls() from the nlme library. I wish to restrict some of my parameters using the "L-BFGS-B" method for the "optim" optimizer. However, in contrast...
Hi Arne, thanks for the quick answer & sorry for the mistake. Please find a corrected version of the code below. Unfortunately, the model still does not work ? due to an error I believed to have overcome: ?In log(2 * pi...
Dear R Users, I wish to estimate a regression: y=a+b x1+c x2+d x3+e where a is the constant, b,c,d are coefficients and e represents the residuals. However, I find x1 and x2 to...
Dear R users, I have an unbalanced panel with an average of I=100 individuals and a total of T=1370 time intervals, i.e. T>>I. So far, I have been using the plm package. I wish to estimate...
Dear R Users, I have an unbalanced panel with (on average) approx. 100 individuals over 1370 time intervals (with individual time series of different lengths, varying between 60 and 1370 time intervals). I use the following model: res1<-plm(x...
Dear R Users, please find attached what I believe to be the solution to my problem. Note that I am still not 100% sure if my approach really does what it is intended to do and if it is applicable...
Dear R users, after some time I have picked up working on this dataset again. I have found a way which produces reasonable results but I am not sure whether it is truly the correct way to go. I am...
Addendum to my first post: Since I wish to understand what plm does to my data, I tried to manually calculate the demeaned values and use OLS. See below how far I got with the Grunfeld data; formula's are...
Dear R users, I wish to manually demean a panel over time and entities. I tried to code the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9). As a benchmark I use both the pmodel.response() and...
Dear all, I am still relatively new to R & currently working with a large set of (intraday) financial data (about 3.3m observ.). I wish to estimate a vector error correction model similar to the following: r = a_0 + a1...
Can't find what you're looking for? Try searching with Google .