[R] problem with running probit

Hi, I am having problems with running a probit regression and don't understand where the problem comes from since with the original data set I was able to get correct estimates. To that data set I have added extra variables and upon running the regression I get now multiple estimates of the same p

Re: [R] Rolling regressions with sample extended one period at a time

hey, thnks a lot. I got exactly what I wanted. -- View this message in context: http://r.789695.n4.nabble.com/Rolling-regressions-with-sample-extended-one-period-at-a-time-tp4470316p4485815.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] Rolling regressions with sample extended one period at a time

hey, thanks for the hint. I too figured I'd have to write a for-loop. I have the problem now of how to extract the single element of the fitted values vector. For example, run 1 of the regression generates 80 fitted values, run 2 generates 81 fitted values, run 3 produces 82 fitted values and so

Re: [R] Rolling regressions with sample extended one period at a time

Hi, I took a look at the documentation concerning rollapply and it doesnt seem to be the command I need. Just to be more clear, on an initial sample of 80 observations I want to perform a probit regression and save the fitted probabilities in a vector. Subsequently another probit is run on the sam

[R] Rolling regressions with sample extended one period at a time

Hi, I would like suggestions as to how to perform rolling regressions with the window extended one period at a time. That is, an initial sample period is passed to estimation and that very sample is then extended one period at a time through the remaining sample. Is there a specific package? Thnk