Dear All,
I am writing to ask whether there exists a single pdf of all the vignettes from
R packages.
This would be good resource.
Best regards,
John
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Dear All,
I am writing to ask how to simulate data where the covariate has a
large-non-zero covariance with the model residual and/or the regressors do not
have finite fourth moments for regression analysis.
I want to do some empirical monte-carlo simulations for continuous dependent
Dear All,
I stumbled on a Wikipedia page describing the Two stage least-squares with a
probit model with implementing a consistent estimator in binary variable
regression.
How do I implement this method in R? It is related to instrumental variables
estimator. I looked in ivreg and plm package
Dear All,
Reposting as plain text rather than html.
I realized that R does not support finding the variance-covariance matrix of a
random-vector. It must take two arguments. Numpy's cov doesn't give sensible
results.
I ask in a bigger context of finding the variance-covariance matrix of the
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