[R] lattice -xyplot

Dear Community, Just a short and simple question, but the code does not come to my mind. I want to plot the Resids by quarterly Data. But there are many quarters. Just rotate them, does not make the plot clearer/ easier to read. Is there a possibility to just show every 4th value on the

[R] linearHypothesis() ERROR-Message

Dear Community, unfortunately I can´t give you an reproducable example, because I really do not understand why this messages pops up. I estimate an Fixed Effects Modell, controlling for HAC, because F-statistic changes, I want to compute it, for the other model-specifications it works, But for

[R] Residual-Plotting and na.exclude

-Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Katharina Mersmann Gesendet: Dienstag, 1. Juli 2014 16:22 An: r-help@r-project.org Betreff: [R] (PLM- package) Residual-Plotting and missing Values Dear R-Community, I tried

[R] (PLM- package) Residual-Plotting and missing Values

Dear R-Community, I tried plotting the residuals of an FE-model estimated via plm . And detected that there are no residuals in the plot for the last two countries. I guess this happens because for some countries values are missing and R gives me the following for fixed.reg1.new$resid[1]

[R] SD of Residuals by group

Dear Community, I emphasize the use of graphical methods to examine residuals for a Panel model and want to plot the Standard Deviation of residuals by group. I used the following for plotting residuals by group: library(lattice) xyplot((residuals(fixed.reg1.1))~countrynr,data=data.plm)

[R] Waldtest and different sample sizes

Hey R Users! I´m trying to run a waldtest comparing an restricted and unrestricted model. But sample size is different (because of NA´s), so I get an error message: caus2-plm(CSmean~ lag(CSmean,1)+ lag(numfull_FCRlong,1)+ +

[R] WG: vars or plm package? bivariate VAR

Hello R-Community, I actually don´t know how to implement the following: I have quartaly Panel- Data and want to run a Granger- Test. I´ve already done a univariate autoregression with grangertest() from package lmtest. Because the Granger test is designed to handle pairs of

[R] Plotting a Regression holding some exogeneous constant.

Dear R-community, I am totally lost and need help. For a Visualization I need to plot two regressions in the same plot. The intention is to provide a visual basis for a synthesized theoretical discussion. 1.)fixed.1-plm(CSmean~ FCRlong, data = data.plm, index =

Re: [R] purtest and missing values (plm-package)

Hey arun, I am thankful for your help and assistance! With the example it works! Have a nice day, Katie -Ursprüngliche Nachricht- Von: arun [mailto:smartpink...@yahoo.com] Gesendet: Freitag, 25. April 2014 18:01 An: r-help@r-project.org Cc: Katharina Mersmann Betreff: Re: [R] purtest

[R] purtest and missing values (plm-package)

Hello R-Community, I have quarterly panel-data and not surprisingly missing values, in a few variables, which are differently distributed around the panel. Now I want to run different unit-root tests. For ADF on the pooled data set, I chose CADF-package, which can determine the number

Re: [R] purtest and missing values (plm-package)

Auftrag von Katharina Mersmann Gesendet: Freitag, 25. April 2014 15:53 An: r-help@r-project.org Betreff: [R] purtest and missing values (plm-package) Hello R-Community, I have quarterly panel-data and not surprisingly missing values, in a few variables, which are differently distributed around

[R] NeweyWest in sandwich-package

This post was nearly what I was searching for. Im actually trying to reproduce my Stata results in R and don´t overcome the problem of the NeweyWest Estimators. I have quarterly PanelData In Stata i used: newey y x, lag(4) force In R this should be reg1.2-lm(y~x) coeftest(reg1.2,

[R] GAM using penalized regression splines with 4 degress o.f.

Dear R-Users, I am fairly new to R and got in trouble by understanding how to run a GAM using penalized regression splines with 4 degress of freedom (even by reading the R Documentation). I tried the following: gamreg1.2-gam(num_FCRlong ~ s(GDP,df=4)+s(cupol_GDPpCapita,df=4) +

[R] Interpretation / Usage of davies.test

Hello R-Users, I have a Problem in understanding my results using the davies.test I read the pdf-documentation on the segmented package and followed the instructions. 1st performing the Davies.test : davies.test(reg1.2,~lagBYmean) Davies' test for a change in the