Re: [R] Calling stargazer() with do.call() in R 4.2.0

Dear Andrew Thanks a lot for investigating the problem and for suggesting a solution and a workaround! I have asked the maintainer of the 'stargazer' package to fix the problem. Until then, we can use the workaround that you suggested. Best regards, Arne On Sat, 28 May 2022 at 23:13, Andrew

Re: [R] Interpreting coefficient in selection and outcome Heckman models in sampleSelection

in the sampleSelection package; I would assist you with this. Best regards, Arne On Mon, 28 Dec 2020 at 15:22, Marinella Cirillo via R-help wrote: > > Dear Arne, > > I have just read the exchange of messages with Mark Bulling.I was wondering > if you have discovered/developed a functi

Re: [R] [External] Re: unable to access index for repository...

On Fri, 9 Oct 2020 at 12:28, Martin Maechler wrote: > > >>>>> Steven Yen > >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > > > Oh Hi Arne, You may recall we visited with this before. I > > do not believe the problem is algorithm

Re: [R] [External] Re: unable to access index for repository...

Hi Steven Which optimisation algorithms in maxLik work better under R-3.0.3 than under the current version of R? /Arne On Thu, 8 Oct 2020 at 21:05, Steven Yen wrote: > > Hmm. You raised an interesting point. Actually I am not having problems with > aod per se—-it is just a supportin

Re: [R] Tobit Regression with unbalanced Panel Data

Dear Vanessa Please provide a minimal *reproducible* example that illustrates your problem, e.g. using a data set that is included in an R package. Best regards, Arne On 4 January 2017 at 10:28, Vanessa Romero <vanrom...@gmail.com> wrote: > Hello, > > I am doing Tobit Regressio

Re: [R] Hickman models with two binary dependent variables in R

lemented in the sampleSelection package. Sorry! Anyway, I guess that it is not too complicated to derive the likelihood function and implement the estimation yourself, e.g., using the maxLik package. If you do this, I would be happy to help you to implement this feature in the sampleSelection packag

Re: [R] Hickman models with two binary dependent variables in R

upon > an express mutual agreement on all its aspects. > - the sender of this e-mail informs that he/she is not authorized to enter > into any contracts on behalf of the company except for cases in which he/she > is expressly authorized to do so in writing, and such authorization or power > of attorney is submitted to t

Re: [R] HELP - Hausman Test + systemfit

[1] http://www.inside-r.org/packages/cran/systemfit/docs/hausman.systemfit Best regards, Arne On 6 January 2016 at 20:02, David Winsemius <dwinsem...@comcast.net> wrote: > >> On Jan 6, 2016, at 9:44 AM, Jeff Newmiller <jdnew...@dcn.davis.ca.us> wrote: >> >> To post a

Re: [R] Estimating Endogenous Selection Model

hat invest and the other for firms that do not invest. Best regards, Arne On 18 September 2015 at 07:43, Johannes Muck <m...@econ.uni-frankfurt.de> wrote: > Dear all, > > I want to estimate a model in which individuals self-select into two > different actions (e.g. invest or not in

Re: [R] simultaneous equation model with endogenous interaction terms

*X1) + X2 inst - ~ X2 + Z1 + Z2 system - list( eq1 = eq1, eq2 = eq2 ) reg2SLS - systemfit( system, 2SLS, inst = inst, data = mydata ) Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list

Re: [R] Warning message with maxLik()

.nabble.com/NaN-produced-from-log-with-positive-input-td4709463.html Best regards, Arne 2015-07-18 2:46 GMT+02:00 Maram SAlem marammagdysa...@gmail.com: Dear All, I'm trying to get the MLe for a certain distribution using maxLik () function. I wrote the log-likelihood function as follows

Re: [R] NaN produced from log() with positive input

Dear Maram On 8 July 2015 at 17:52, Maram Salem marammagdysa...@gmx.com wrote: Dear Arne, On a second thought, as per your mail the warning messages occur each time, when maxLik() tries to calculate the logLik value for theta[1] = 0, theta[1] + theta[2] = 0, theta[3] = 0 or something

Re: [R] NaN produced from log() with positive input

parameter vector 'param' consists of log( theta[1] ), log( theta[2] ), and log( theta[3] ). After the estimation, you can obtain the estimated values of the thetas by exp( param[1] ), exp( param[2] ), and exp( param[3] ) . Best regards, Arne 2015-07-06 2:29 GMT+02:00 Maram Salem marammagdysa

Re: [R] PEA and APE Tobit

. Please follow the posting guide and provide a self-contained reproducible example. Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman

Re: [R] MLE

/10.1007/s00180-010-0217-1 https://absalon.itslearning.com/data/ku/103018/publications/maxLik.pdf I would appreciate any help. http://www.R-project.org/posting-guide.html http://maxlik.org/ https://r-forge.r-project.org/projects/maxlik/ Best regards, Arne -- Arne Henningsen http://www.arne

Re: [R] maximum likelihood estimation

: pr(N(2)=n)= integral( ((2-x)^n)*(exp(ax-2))) - integral (((5-ax)^n)) Error: unexpected '=' in pr(N(2)= Please format your email in a way that one can easily copy the R code to the R console. Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] maximum likelihood estimation

regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] comparing two half-normal production stochastic frontier functions

/frontier/ ...and please do not forget to cite the frontier package in your publications (see output of the R command 'citation(frontier)'). Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list

Re: [R] Library(mice) too slow for my dataset

Dear Teresa, using such services will only speed up the imputations significantly if you can split up/parallelize your code. And maybe you can use more cores on your local machine by using packages like doSNOW, foreach and/or plyr. There are a lot of examples on the web. Kind regards Arne

[R] [R-pkgs] sampleSelection 1.0 released

and Arne [1] http://cran.r-project.org/package=sampleSelection [2] http://www.jstatsoft.org/v27/i07/ [3] http://r-forge.r-project.org/projects/sampleselection/ -- Arne Henningsen http://www.arne-henningsen.name ___ R-packages mailing list r-packa...@r

Re: [R] Tobit model with panel data

() to estimate the model (see http://cran.r-project.org/web/packages/censReg/vignettes/censReg.pdf) Please do read the posting guide http://www.R-project.org/posting-guide.html Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r

Re: [R] Problem with new(er) R version's matrix package

for the CRAN page for pkg:Matrix and go back 4 years or so since R major versions change about once a year. http://cran.r-project.org/web/packages/Matrix/ChangeLog In addition, please provide a minimal, self-contained, reproducible example. Best, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] Testing correlation of equation in a SUR model fitted by systemfit

/systemfit/ ... and please do not forget to cite systemfit in your publications (see output of the R command 'citation(systemfit)'). Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] Discrete-continuous equation system in R

(and preferably also the derivatives/gradients with respect to the parameters), and maximize this log-likelihood function, e.g. with the R package maxLik (http://maxlik.org/). Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r

Re: [R] MaxLik estimation issues

Dear Filipe On 14 October 2013 17:42, Filipe Ribeiro flipjribe...@hotmail.com wrote: Dear Arne, First of all, thank you very much for your reply. Secondly, please accept my apologies for only give you an answer now, but I was moving from one country to another and only today I was able

Re: [R] MaxLik estimation issues

/citation.html Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] Weighted SUR/NSUR

for this feature, I wonder if I should start a crowd-funding campaign... Best regards, Arne On 16 August 2013 18:23, Ariel ariel.muld...@oregonstate.edu wrote: Arne Henningsen-3 wrote Is it possible to run SUR with weights using systemfit? I mean weighted seemingly unrelated regression (weighted SUR

Re: [R] 2sls and systemfit

in your publications. Thanks! Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

[R] [R-pkgs] Version 1.0 of the R package frontier released

/ Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name ___ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages __ R-help@r-project.org mailing list

Re: [R] 2SLS / TSLS / SEM non-linear

+ u. It seems to me that this estimation is very simple: myModel - lm( Y ~ X ) but perhaps I did not completely understand your model specification. Best, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list

Re: [R] Testing for weak exogeneity in a SUR ECM

Dear Kathrinchen It seems to me that your question is about statistics rather than about R and systemfit. If you find out how the statistical test should be conducted theoretically, I can probably advise you how to implement the test in R (systemfit). Best wishes, Arne On 11 July 2013 13:21

Re: [R] 2SLS / TSLS / SEM non-linear

is the error term. I do not understand your model specification. In your first equation IV1 and IV2 look like parameters. Is your model perhaps: Y = a + b x X + u X = c + d x IV1 + e x IV2 + v with a, b, c, d, and e being parameters and u and v being disturbance terms? Best wishes, Arne

Re: [R] Weighted SUR/NSUR

to systemfit via the help forum at systemfit's R-Forge site: https://r-forge.r-project.org/projects/systemfit/ Best wishes, Arne [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

Re: [R] maxLik: different estimations from different packages

-Forge site: https://r-forge.r-project.org/projects/maxlik/ ... and please do not forget to cite maxLik in your publications :-) Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] Stochastic Frontier: Finding the optimal scale/scale efficiency by frontier package

package, I suggest that you use the help forum at frontier's R-Forge site [2]. [2] https://r-forge.r-project.org/projects/frontier/ ... and please do not forget to cite the R packages that you use in your analysis in your publications. Thanks! Best wishes, Arne -- Arne Henningsen http://www.arne

Re: [R] FRONTIER

package, please use a forum at the package's R-Forge site [3]. [1] http://www.uq.edu.au/economics/cepa/frontier.php [2] http://frontier.r-forge.r-project.org/ [3] http://r-forge.r-project.org/projects/frontier/ Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne

Re: [R] Error message cs_lu(A) failed: near-singular A (or out of memory)

/ [5] http://r-forge.r-project.org/projects/frontier/ Best (holiday) wishes from Copenhagen, Arne On 9 December 2012 23:31, Rui Neiva ruiqne...@gmail.com wrote: Hi there everyone, I have the following model (this is naturally a simplified version just for showing my problem, in case you're

Re: [R] Coefficient of determination for non-linear equations system (nlsystemfit)

component is a list (see documentation), you must use double brackets: nl.system$eq[[i]] eq.1 - nl.system$eq[1] eq.1$r2 You can directly use: nl.system$eq[[i]]$r2 Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] extracting and restricting coefficients

-systemfit.org/ Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] System/SUR equations and panel

the model with within transformed data. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] Constraining parameters using tag() in SUR model - ZELIG

restrict.regMat) is computationally/numerically preferable. ATTENTION: all of the code above is untested! I am using this in conjunction with a few Perl porgrams already written - but I am open to switching everything I have directly to systemfit if I can get teh parameters constrained OK. /Arne

Re: [R] Constraining parameters using tag() in SUR model - ZELIG

--no matter whether you directly use it or through zelig(). Thanks! [1] http://www.jstatsoft.org/v23/i04/paper /Arne On 12 September 2012 20:05, Samantha Azzarello samantha.azzare...@cmegroup.com wrote: Hello all, I am following some standard code from Zelig manual when using a SUR (Seemingly

Re: [R] SYSTEMFIT HELP

list or a forum or tracker on systemfit's R-Forge site: http://r-forge.r-project.org/projects/systemfit/ Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch

[R] Question regarding behaviour of package {plspm}

.) I assume the maintainers are still somewhere around, even if my mails remained unresponded. The package did not turn up in the orphaned package list. So, anyone who could help me on this? Regards, arne __ R-help@r-project.org mailing list https

Re: [R] Tobit Fixed Effects

in solve.default(OM) :   system is computationally singular: reciprocal condition number = 4.41531e-17 Did you solve this problem in the mean time? If not: I could take a look at it if you send me a reproducible example. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] Systemfit with structural equations and cross equation parameter interaction

-linear equations with the systemfit package, please take a look at the FAQ section of systemfit's website: http://www.systemfit.org/ Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] How to do 2SLS in R

hope that the documentation of systemfit as well as the JSS paper are sufficiently clear. If you still have questions regarding systemfit, please use a forum or tracker on systemfit's R-Forge site (see http://systemfit.org). Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] Demographic Variables in AIDS (Demand System)

] of the micEcon project [2]. [1] https://r-forge.r-project.org/projects/micecon/ [2] http://www.micEcon.org/ Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] Tobit Fixed Effects

Dear Felipe On 29 September 2011 14:10, Arne Henningsen arne.henning...@googlemail.com wrote: Hi Felipe On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote: Hi Arne, my problem persists. I am still using censReg [version - 0.5-7] to run a random effects model in my data

Re: [R] Prediction from censReg?

has) time and skills to do this, please do not hesitate to become a project member at R-Forge and implement this method. Thanks! Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] Unable to reproduce Stata Heckman sample selection estimates

the sampleSelection package [2]? [1] http://www.r-project.org/posting-guide.html [2] http://www.jstatsoft.org/v27/i07 Best wishes from copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] Estimating model parameters for system of equations

could, e.g., minimize the determinant of the residual covariance matrix with optim(), nlm(), nlminb(), or another optimizer or you could maximize the likelihood function of the FIML model using maxLik(). Sorry that I (and R) cannot present you a simple solution! Best wishes from Copenhagen, Arne

[R] [R-pkgs] mvProbit -- Multivariate Probit Models

is very welcome! /Arne -- Arne Henningsen http://www.arne-henningsen.name ___ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages __ R-help@r-project.org mailing list

Re: [R] sum of functions

) returns a *vector* of the likelihood contributions of each observation. maxLik() takes the sum of the elements of this vector automatically. If logLik( b ) returns a vector of the likelihood contributions of each observation (rather than just the sum), the BHHH optimisation method can be used. /Arne

Re: [R] Tobit Fixed Effects

Hi Felipe On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote: Hi Arne, my problem persists. I am still using censReg [version - 0.5-7] to run a random effects model in my data (50,000 cases), but I always get the message. tob7 - censReg(transfers.cap ~ pt.pt + psdb.pt

Re: [R] function censReg in panel data setting

+ transfers.cap.lag + pib.cap + ifdm + log(populat) + mayor.vot.per + log(bol.fam.per+0.01) + factor(uf.name) + factor(year) - 1, left=0, right=Inf, method=BHHH, nGHQ=8, iterlim=1, data = pdata2) Did you upgrade to version 0.5-7 (revision = 1207) from R-Forge? /Arne -- Arne Henningsen http

Re: [R] Tobit Fixed Effects

On 25 September 2011 00:16, Felipe Nunes felipnu...@gmail.com wrote: Hi Arne, my problem persists. I am still using censReg [version - 0.5-7] to run a random effects model in my data (50,000 cases), but I always get the message. tob7 - censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa

Re: [R] Tobit Fixed Effects

Hi Felipe On 18 September 2011 09:09, Felipe Nunes felipnu...@gmail.com wrote: Thanks, Arne! But I'm having another problem now. When I transform my data into a pdata.frame form and try to run a tobit model with random effects I get an error. Below I provide the head of my data, the code I

Re: [R] Tobit Fixed Effects

exceeded. Log-likelihood: -67680.41 on 42 Df You can use argument iterlim to increase the maximum number of iterations, see documentation of maxNR(). /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] Tobit Fixed Effects

? What do you exactly mean with never converge? Did you try to increase the maximum number of iterations (argument iterlim)? Did you try to use other optimization methods, e.g. BHHH (argument method)? What is the effect of using cluster() in the model (formula) specification? /Arne -- Arne

Re: [R] Tobit Fixed Effects

highly recommend to use the BHHH method, particularly for the random effects panel data estimation. /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] function censReg in panel data setting

On 14 September 2011 00:36, Arne Henningsen arne.henning...@googlemail.com wrote: Hi Igors On 13 September 2011 13:27, Igors igors.lahanc...@gmail.com wrote: Any success in finding possible solutions for my problem? Somewhat. The calculation of the log-likelihood values is numerically much

Re: [R] function censReg in panel data setting

for waiting many days or even a few weeks. /Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] function censReg in panel data setting

set, the maximization of the (log) likelihood function in censReg() did not converge within 100 iterations. Therefore, I increased the maximum number of iterations from 100 to 200 -- and then the maximization converged :-( /Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] function censReg in panel data setting

*** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 BHHH maximisation, 131 iterations Return code 2: successive function values within tolerance limit Log-likelihood: -5538.124 on 4 Df /Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] function censReg in panel data setting

a reproducible example to me? Could it be that there are NAs in the data or something in the panel data specification is not as censReg() expects it? /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] function censReg in panel data setting

] https://r-forge.r-project.org/R/?group_id=256 /Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] function censReg in panel data setting

/censReg.pdf Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] Problem running maxLik on R

will be much appreciated. Please do read the posting guide, the documentation of maxLik, the examples included in this documentation, and the following paper: http://dx.doi.org/10.1007/s00180-010-0217-1 Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] help with the maxBHHH routine

parameters.[...] More information of the maxLik package is available at: http://dx.doi.org/10.1007/s00180-010-0217-1 Best regards, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

Re: [R] look for the package of latent class stochastic frontier

class stochastic frontier models out of the box. Then frontier and Benchmarking packages provide tools for (ordinary) stochastic frontier analysis. Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r

Re: [R] maximum likelihood accuracy - comparison with Stata

' solution is possible (and found by R). 6. In case you weren't aware of it: the stats4 package has an mle() function. ... and there is the maxLik package. http://cran.r-project.org/package=maxLik http://www.springerlink.com/content/973512476428614p/ Best wishes from Copenhagen, Arne

Re: [R] recommended reading for manual maximum likelihood of a system of equations

. Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] new distribution

of the frontier package is hosted on R-Forge. I am sorry that I and the frontier package cannot be more helpful right now. Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

Re: [R] R beginner - Error in as.vector(x, mode)

. The documentation says: startvals: a list of starting values for the coefficients. Note, it should be a *list*. Please note that the nlsystemfit() function (in contrast to the systemfit() function) is still under development and has convergence problems rather often. Best regards, Arne -- Arne Henningsen http

Re: [R] R beginner - Error in as.vector(x, mode)

read.table() Does anyone know if this is possible? So, the problem seems to come from your data set. As we do not have your data file, we cannot really help you with this. The command for reading the data (e.g. read.dta(), read.table(), or read.csv()) -- of course -- depends on the file format. /Arne

[R] Sample or Probability Weights in LM4, NLME (and PLM) package

longitudinal data with sample weights? Kind regards, Arne [[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

[R] Longitudinal Weights in PLM package

data? Thank you in advance! Best regards, Arne -- View this message in context: http://r.789695.n4.nabble.com/Longitudinal-Weights-in-PLM-package-tp3298823p3298823.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r

[R] Insert variable in RMySQL-Statement

id = ID;) } My problem is to split the select-statement and insert the current id. How can I handle this problem? Best regards, Arne __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http

Re: [R] VECM - GARCH using maxLik()

-1.850838 -1.883408 -1.808358 -1.487548 -1.893714 [92] -1.794318 -1.552698 -1.367103 -1.223706 -1.152354 -1.145350 -2.550406 [99]NANA Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r

Re: [R] VECM - GARCH using maxLik()

*sig2[i-1] ll[i] - -1/2*log(2*pi*sig2[i]) - 1/2*res[i]^2/sig2[i] } I have no idea for sig2 but you could move ll out of the loop: ll[2:99] - -1/2*log(2*pi*sig2[2:99]) - 1/2*res[2:99]^2/sig2[2:99] /Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] fast optimization routines in R

of the optimizers in MATLAB. maxLik() includes several different optimisation routines. Did you try all of them? /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] Hausman Test

matrix of a _3SLS_ estimation. = Please don't hesitate to write a new version of hausman.systemfit() that can also compare 2SLS with OLS results. Best regards from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] Hausman Test

Hi Achim! On 16 January 2011 16:37, Achim Zeileis achim.zeil...@uibk.ac.at wrote: Arne: Unless I'm missing something, hausman.systemfit() essentially does the right thing and computes the right statistic and p-value (see my other mail to Holger). Maybe some preliminary check on the input

Re: [R] Tobit model on unbalanced panel

, the estimation with *unbalanced* panel data has not been thoroughly tested yet. If you experience any problems, please report them via the tracker of the sampleSelection project on R-Forge [1]. Thanks! [1] https://r-forge.r-project.org/tracker/?group_id=256 Best regards, Arne -- Arne Henningsen

Re: [R] Tobit model on unbalanced panel

Hi Terry On 24 November 2010 15:34, Terry Therneau thern...@mayo.edu wrote: For tobit regression, also see the last example of help(survreg) in the survival package. How does the survreg() function of the survival package account for the panel structure of the data? Best wishes, Arne

Re: [R] Hausman test for endogeneity

be consistent but the SUR estimates should be more efficient. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

Re: [R] Can I monitor the iterative/convergence process while using Optim or MaxLik?

larger than 0. /Arne -- Arne Henningsen http://www.arne-henningsen.name [[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

Re: [R] How to use lm() output for systemfit() 'Seemingly unrelated regression'

] instead of using lm() Could someone give me a hand? I am quite new to R, so possibly the solutions is simple:) Yes, the formula(s) must be the *first* argument of the systemfit() command, e.g.: R fitsur - systemfit( list(as.formula(fo),as.formula(foo)), method = SUR ) /Arne -- Arne Henningsen

Re: [R] maxNR in maxLik package never stops

as argument of maxLik() or maxNR(). You could send us also an example which allows us to replicate your problem. Best wishes, Arne On 29 August 2010 01:06, Martin Boďa h...@azet.sk wrote: Greetings,  I use maxNR function under maxLik package to find the REML estimates of the parameters

[R] t.test in for loop

). How can I remove the quotes before performing the test? Sincerely, Arne Schulz __ 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

Re: [R] Generate groups with random size but given total sample size

Hi, thanks a lot! That did it! Regards, Arne Schulz -Ursprüngliche Nachricht- Von: Greg Snow [mailto:greg.s...@imail.org] Gesendet: Dienstag, 13. Juli 2010 18:17 An: Arne Schulz; r-help@r-project.org Betreff: RE: [R] Generate groups with random size but given total sample size

[R] Generate groups with random size but given total sample size

sample at a time and sum the cases. But this would end up in trail error to fit the 10.000 cases. Maybe it would break rules of probability, too. I'm convinced that there should be another (and even better) way to handle this problem in R... :-) Best regards, Arne Schulz

Re: [R] Robust SE Heteroskedasticity-consistent estimation

-forge.r-project.org/scm/?group_id=254 Please let me know if you experience any problems. /Arne -Message d'origine- De : Arne Henningsen [mailto:arne.henning...@googlemail.com] Envoyé : mardi 11 mai 2010 08:25 À : Achim Zeileis; RATIARISON Eric; r-help@r-project.org; Ott-Siim Toomet

Re: [R] Robust SE Heteroskedasticity-consistent estimation

On 17 May 2010 22:55, RATIARISON Eric eratiari...@monceauassurances.com wrote: It's ok Arne, i've build the MS windows binary. And the result is ok (sandwich function runs)with this next modifications in my user specified functions But with the following functions (individual one): sc

Re: [R] Robust SE Heteroskedasticity-consistent estimation

. Then you can compute the basic sandwich() estimators. Is it possible to implement the estfun() method and the bread() function in the maxLik package so that vcovHC() can be easily used by all users of the maxLik package? If yes: should we (Eric, Achim, Ott, Arne) implement this feature together? /Arne

[R] [R-pkgs] micEcon split into micEconSNQP, micEconCES, and micEcon

-Marquardt or the Differential Evolution algorithm. Furthermore a vignette (supplementary documentation) Estimating the CES Function in R: Package micEconCES (written by Geraldine Henningsen and Arne Henningsen) [1] has been added. The micEcon package (version 0.6-2) includes the remaining parts

Re: [R] maxNR - Error in p(a, b) : element 1 is empty; the part of the args list of '*' being evaluated was: (b, t)

Function value: -1.536789 /Arne -- Arne Henningsen http://www.arne-henningsen.name __ 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

Re: [R] Constrained non linear regression using ML

not mean that your error term also follows a beta distribution. And it the distribution of the error term which is crucial for specifying the likelihood function. /Arne On Wed, Mar 17, 2010 at 9:07 AM, Corrado ct...@york.ac.uk wrote: Dear Gabor, 1) The constraints are active, at least from

Re: [R] Question regarding to maxNR

return different numbers on digital computers: R ll-function(mu) { sum(log(dcauchy(x,mu,s))) } R ll(2) [1] -754.4928 R loglik(2) [1] -Inf R maxNR(ll,start=median(x))$estimate [1] 2.075059 Best wishes from Copenhagen, Arne -- Arne Henningsen http://www.arne-henningsen.name

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