Ajay Shah <[EMAIL PROTECTED]> 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 -- [EMAIL PROTECTED] http://www.analytics.washington.edu/ Biomedical and Health Informatics University of Washington Biostatistics, SCHARP/HVTN Fred Hutchinson Cancer Research Center UW (Tu/Th/F): 206-616-7630 FAX=206-543-3461 | Voicemail is unreliable FHCRC (M/W): 206-667-7025 FAX=206-667-4812 | use Email CONFIDENTIALITY NOTICE: This e-mail message and any attachme...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html