[R] coeftest with covariance matrix
Hi all, I want to ask you which is the difference between the specifyng and not specifyng the covariance matrix of the estimated coefficients when performing the coeftest command. I'm estimating a VECM model and I want to test the significance of the short-run casual effects of the explanatory variables: mod<-cajorls(ca.jo(data[,4:6], ecdet = "const", type="eigen", K=2, spec="longrun"))$rlm The command: coeftest(mod) give me different results with respect to this one: V<-vcovHC(mod) coeftest(mod,V) __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] splm package: Spatial weights matrix of the 103 Italian provinces
Hello, I'm using the spatial weights matrix of the 103 Italian provinces "itaww" of the package splm example: library(splm) data(itaww) itaww It is a matrix of 103 rows and 103 columns. Each row (and each column) corresponds to an italian province and I would like to know the row's names of the matrix (currently defined by numeric ID). Thank you for your help Alfonso ** IL MERITO DEGLI STUDENTI VIENE RICONOSCIUTO Il 5 per mille all'Universita' degli Studi di Napoli "Parthenope" incrementa le borse di studio agli studenti - codice fiscale 80018240632 http://www.uniparthenope.it/index.php/5xmille Questa informativa e' inserita in automatico dal sistema al fine esclusivo della realizzazione dei fini istituzionali dell'ente. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] pglm: probit random model
Hi all,
I'm using pglm package to estimate a static random probit model of the type:
Yi,t = B1X1i,t-k +... + BzXzi,t-k + Ci+ Ui,t
Where Yi={0,1} and all explenatory variables are continuous.
the function I use is:
pglm(formula,, Data, family = binomial(probit), model =
"random",method= "bfgs")
Can I test the exogeneity and zero correlation between the explanatory
variables and ci? Or the function carries in an approach (as
Mundlak-Chamberlain) to overcome the endogeneity between regressors
and effects?
Thanks
Alfonso
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[R] resdiuals of random model estimated by plm function
Hi all,
I have estimated a random panel model using plm function.
I have a question about the vector of resduals obtained with the
object $residuals.
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
res<-zz$residuals # vector of the residuals.
the vector res is the sum of the idyosiyncratic (eit) and individual
(ui) component or is only the idyosiyncratic (eit) component?
Thanks
Alfonso
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[R] theta parameter - plm package
Hi all,
what indicates the parameter theta in the summary of a random effect
panel model estimated with the plm function?
example:
data("Produc", package = "plm")
zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
model="random", data = Produc, index = c("state","year"))
summary(zz)
Effects:
var std.dev share
idiosyncratic 0.001454 0.038137 0.175
individual0.006838 0.082691 0.825
theta: 0.
Thanks
Alfonso
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Re: [R] truncation and approximation
Maybe you can use "round" and "trunc" functions For example if you have a vector like this: x<- c(3.000 3.125 3.250 3.375 3.500 3.625 3.750 3.875 4.000) and you want to round the numbers to 2 decimals you can use: round(x,2) [1] 3.00 3.12 3.25 3.38 3.50 3.62 3.75 3.88 4.00 if you want a numeric vector containing the integers formed by truncating the values in x trunc(x) [1] 3 3 3 3 3 3 3 3 4 I'hope it'is useful to you A.C. Def. Quota Rui Barradas : Hello, As for truncation, you can write a one line function: dec_trunc <- function(x, digits = 0) trunc(x * 10^digits)/10^digits As for approximation, maybe you're looking for ?signif. Hope this helps, Rui Barradas Em 17-07-2013 18:41, Francesco Miranda escreveu: What is the function to do the truncation to a certain decimal digit of a number. And the function approximation? Thanks. Francesco M [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ** IL MERITO DEGLI STUDENTI VIENE RICONOSCIUTO Il 5 per mille all'Universita' degli Studi di Napoli "Parthenope" incrementa le borse di studio agli studenti - codice fiscale 80018240632 http://www.uniparthenope.it/index.php/5xmille http://www.uniparthenope.it/index.php/it/avvisi-sito-di-ateneo/2943-la-parthenope-premia-il-tuo-voto-di-diploma-ed-il-tuo-imegno-con-i-proventi-del-5-per-mille Questa informativa e' inserita in automatico dal sistema al fine esclusivo della realizzazione dei fini istituzionali dell'ente. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] x-labels in barplots
Hi, I need to generate a barplot in in which the x-labels must to be perpendiculars to the x-axis in my data have a list of probability values correspondings to a list of Countries. In the barplot the name of each Country, under each bar, appears parallel to the x axis. Is possibile rotate them so as to make them perpendicular to the x-axis barplot(fig1$Prob,names.arg=fig1$Country,ylab="probabilities",ylim=c(0,0.3)) Thanks A.C. ** IL MERITO DEGLI STUDENTI VIENE RICONOSCIUTO Il 5 per mille all'Universita' degli Studi di Napoli "Parthenope" incrementa le borse di studio agli studenti - codice fiscale 80018240632 http://www.uniparthenope.it/index.php/5xmille http://www.uniparthenope.it/index.php/it/avvisi-sito-di-ateneo/2943-la-parthenope-premia-il-tuo-voto-di-diploma-ed-il-tuo-imegno-con-i-proventi-del-5-per-mille Questa informativa e' inserita in automatico dal sistema al fine esclusivo della realizzazione dei fini istituzionali dell'ente. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] maxLik: different estimations from different packages
Dear all,
we are computing maximum likelihood estimations using maxLik package
and we realized that the results of the estimation depend on the
version of the package installed
for example if we try to estimate this function with an old version of
maxLik under R 2.13.1 (32 bit version installed 2 years ago):
L<-function (param) {b0t<-param[1]
p1t<-param[2]
p2t<-param[3]
p3t<-param[4]
p4t<-param[5]
for(i in 17:T) {n[i,]<- b0t + p1t*a[i-1] + p2t*sum(a[(i-4):(i-1)]) +
p3t*(sum(a[(i-8):(i-1)])) + p4t*(sum(a[(i-16):(i-1)]))
m[i,]<-exp(n[i])/(1+exp(n[i]))
ll[i-16,]<-a[i]*log(m[i])+(1-a[i])*log(1-m[i]) }
sum(ll)}
b2<-maxLik(L, start=c(-2.8158,5,-1,0.3213,-0.3112))
we obtain this results:
summary(b2)
Maximum Likelihood estimation
Newton-Raphson maximisation, 16 iterations
Return code 2: successive function values within tolerance limit
Log-Likelihood: -38.11285
5 free parameters
Estimates:
Estimate Std. error t value Pr(> t)
[1,] -2.815780.43548 -6.4660 1.007e-10 ***
[2,] 50.50024 13.17046 3.8344 0.0001259 ***
[3,] -11.533443.31075 -3.4836 0.0004947 ***
[4,] 0.321300.42978 0.7476 0.4547096
[5,] -0.311210.23245 -1.3388 0.1806280
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
NB: a is a binary time series
if we try to estimate the same function using the last version of
maxLik under R.3.0 (64 bit latest version) the estimation do not
converge and this is the error message:
Iteration 15
Parameter:
[1] -2.8146429 51.3042554 -11.7373313 0.3245214 -0.3125767
Gradient:
[1] NaN NaN NaN NaN NaN
Errore in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad,
hessOrig = hess, :
NA in gradient
What causes this?
Thanks
Alfonso
**
IL MERITO DEGLI STUDENTI VIENE RICONOSCIUTO
Il 5 per mille all'Universita' degli Studi di Napoli "Parthenope" incrementa le
borse di studio agli studenti - codice fiscale 80018240632
http://www.uniparthenope.it/index.php/5xmille
http://www.uniparthenope.it/index.php/it/avvisi-sito-di-ateneo/2943-la-parthenope-premia-il-tuo-voto-di-diploma-ed-il-tuo-imegno-con-i-proventi-del-5-per-mille
Questa informativa e' inserita in automatico dal sistema al fine esclusivo
della realizzazione dei fini istituzionali dell'ente.
__
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and provide commented, minimal, self-contained, reproducible code.
[R] pglm package: fitted values and residuals
I'm using the package pglm and I'have estimated a "random probit model".
I need to save in a vector the fitted values and the residuals of the
model but I can not do it.
I tried with the command fitted.values using the following procedure
without results:
library(pglm)
m1_S<-pglm(Feed ~ Cons_PC_1 + imp_gen_1 + LGDP_PC_1 + lnEI_1 +
SH_Ren_1,data,family=binomial(probit),model="random",method="bfgs",index=c("Year","IDCountry"))
m1_S$fitted.values
residuals(m1)
Can someone help me about it?
Thanks
**
IL MERITO DEGLI STUDENTI VIENE RICONOSCIUTO
Il 5 per mille all'Universita' degli Studi di Napoli "Parthenope" incrementa le
borse di studio agli studenti - codice fiscale 80018240632
http://www.uniparthenope.it/index.php/5xmille
http://www.uniparthenope.it/index.php/it/avvisi-sito-di-ateneo/2943-la-parthenope-premia-il-tuo-voto-di-diploma-ed-il-tuo-imegno-con-i-proventi-del-5-per-mille
Questa informativa e' inserita in automatico dal sistema al fine esclusivo
della realizzazione dei fini istituzionali dell'ente.
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
