Re: [R] Running a GMM Estimation on dynamic Panel Model using plm-Package
Hi! Am 12.06.2011 21:43, schrieb bstudent: Error in solve.default(Reduce(+, A2)) : System ist für den Rechner singulär: reziproke Konditionszahl = 4.08048e-22 Error in solve.default(Reduce(+, A2)) : System is singulary for the computer: reciprocal number of conditions = 4.08048e-22 Just for the record: I had the same error with my data and finaly gave up and used stata. Kind regards and good luck! Jan __ 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.
Re: [R] latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Hello again, Jan Schulz schrieb: What I couldn't figure out how to put that all together, so that I get a latex table with standardized regression coefficients and corrected t-statistics based on H-W sandwich. Seems that there is a way, I just can't figure out how :-) It seems to me, that I have to define a costume 'getSummary' function, which will return a costum summary which in my case has the lm.beta as coefficients and similar the t-statistics based on the vcovHAC(). Unfortunately I did not find any examples how to define my own getSummary and after staring for about three hours on the output of names(...) and the code of lm.beta, mtable and so on, I gave up. So first: am I on the right way and if yes: is there a example of a costume getSummary function and how to actualy call my mtable with that costume function? Bonus question: how can I change the formating of the output to have my t-statistics next to the betas, not under it? Thanks in advance, Jan -- j...@gmx.net __ 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] latex output of regressions with standardized regression coefficients and t-statistics based on Huber-White
Hello, first of all: I'm new to R and have only used SPSS befor this (which can't do this at all...). I'm trying to output some regression results to latex. The regressions are normal OLS and I'm trying to output the results with standardized regression coefficients and t-statistics based on Huber-White sandwich estimator for variance. The final result should be one big table for several regressions with this data (and N, R^2). I found the mtable package, which does what I need for lm(...) regressions, lm.beta to output standardized coefficients and package sandwich to output the corrected t-statistics (using coeftest(x, vcov = vcovHAC(x))). What I couldn't figure out how to put that all together, so that I get a latex table with standardized regression coefficients and corrected t-statistics based on H-W sandwich. Is there a way to get this in R and if yes: how? Thanks in advance, Jan -- j...@gmx.net __ 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.
