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

t; do.call(stargazer, alist(res)) > > please note that using alist instead of list is only a workaround, you > should still let the package maintainer know of this bug. If the > maintainer asks, this is what I used to get the strings above: > fun <- \(...) deparse(subst

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

UNSUBSCRIBE and more, see > 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. -- Arne Henningsen http://www.arne-henningsen.name __

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

ction in the maxLik package (e.g., maxBFGS, maxBHHH, maxNR, ...) a long time ago. I suggest that Steven checks whether he needs to update his code to reflect the changes in the user interface and/or in the default values of some arguments. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

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

gt; > >>> In RStudio, I go Tools -> Install packages -> Install from -> (Choose > >>> zip) -> (Browse to the zip file) > >>> > >>> IN R, I go Packages -> Install packages from local file(s) -> (Browse > >>>

Re: [R] Tobit Regression with unbalanced Panel Data

UNSUBSCRIBE and more, see > 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. -- Arne Henningsen http://www.arne-henningsen.name

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

>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >>> 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-containe

Re: [R] Estimating Endogenous Selection Model

NSUBSCRIBE and more, see > 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. -- Arne Henningsen http://www.arne-henningsen.name ___

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()

-guide.html and provide commented, minimal, self-contained, reproducible code. -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

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

-- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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] NaN produced from log() with positive input

. -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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] 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

[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

-likelihood function. Cheers, Arne A 26/09/2013, às 05:28, Arne Henningsen escreveu: Dear Filipe On 25 September 2013 14:23, Filipe Ribeiro flipjribe...@hotmail.com wrote: Hello everybody! I'm having some trouble to compute maximum likelihood estimations using maxLik package and I hope

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

. -- 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, self-contained

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

Dear HC On 30 Jun 2013 13:02, hck hans-christian.krumh...@uni-ulm.de wrote: I started having a look into the systemfit. Basically, my two equations are: 1. Y = IV1 + IV2 x X 2. Y = a + b x X + u where Y and X are the two endogenous variables, IV1 and IV2 are the instruments, and u is the

Re: [R] Weighted SUR/NSUR

Dear Tarquinio On 29 Jun 2013 21:01, Tarquinio magalhaes tarq...@yahoo.com.br wrote: Is it possible to run SUR with weights using systemfit? I mean weighted seemingly unrelated regression (weighted SUR) Currently, systemfit cannot estimate (SUR) models with observation-specific weights :-(

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)

the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

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

-- 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, self-contained

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

and provide commented, minimal, self-contained, reproducible code. -- 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] 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

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

-- 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, self

[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

-- 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, self-contained

Re: [R] Tobit Fixed Effects

this problem by case distinction (x0 vs. x0). Or does anybody know a better solution? /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

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

, hessOrig = hess,  :   NA in the initial gradient If I sent you my data set, could you try to help me? I have been struggling with that for two months now. A reproducible example is always very useful. So please send me your data and the R script that reproduces the error. /Arne -- Arne Henningsen

Re: [R] Tobit Fixed Effects

], and [4]). [1] https://r-forge.r-project.org/R/?group_id=256 [2] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7037.html [3] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7288.html [4] http://tolstoy.newcastle.edu.au/R/e15/help/11/09/7307.html /Arne -- Arne Henningsen http://www.arne

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

-- 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, self-contained

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)

-- 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, self-contained

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

objects could be used for determining the right order of models. Thanks for the response and the suggestions. Adding a check for the input objects and extending the documentation is a good idea! I will change the systemfit package accordingly in the future. /Arne -- Arne Henningsen http://www.arne

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

-- 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, self-contained

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

. -- 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, self

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

. /Arne -Message d'origine- De : Arne Henningsen [mailto:arne.henning...@googlemail.com] Envoyé : lundi 17 mai 2010 17:58 À : RATIARISON Eric Objet : Re: [R] Robust SE Heteroskedasticity-consistent estimation On 17 May 2010 17:35, RATIARISON Eric eratiari...@monceauassurances.com

Re: [R] Robust SE Heteroskedasticity-consistent estimation

-- 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, self

[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

__ 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. -- Arne Henningsen

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

Re: [R] Tutorials and scripts of Stochastic Frontier Analysis and Linear Programming.

/ [3] http://cran.r-project.org/package=DEA [4] http://www.clemson.edu/economics/faculty/wilson/Software/FEAR/fear.html Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman

Re: [R] Functions for QUAIDS and nonlinear SUR?

nlsystemfit(), please apply at R-Forge [1] for getting write access to systemfit's SVN repository. [1] http://r-forge.r-project.org/projects/systemfit/ /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list https

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

to the sampleSelection package. You can get (write) access to the source code of this package on R-Forge [1]. Please let me (and Ott) know if you need any assistance. [1] http://r-forge.r-project.org/projects/sampleselection/ /Arne -- Arne Henningsen http://www.arne-henningsen.name

[R] [R-pkgs] micEcon split into miscTools, micEconAids, and micEcon

, or linearly homogeneous non-parametric functions. I have uploaded all three packages to CRAN. They should be available for download on CRAN and its mirrors (at latest) in a few days. Feedback is highly welcome! /Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] GMM estimation

systemfit's 3sls with method3sls='GMM', but I can't get the suitable results. The argument method3sls of systemfit is only relevant for three-stage least-squares estimations (i.e. argument method is 3SLS). Currently, systemfit cannot estimate models by GMM. Best, Arne -- Arne Henningsen http

Re: [R] Systemfit package

watson test statistic (yet). So, you are invited to write this tool, whereas you could either add this via the SVN repo on R-Forge or send it to me by email :-) /Arne -- Arne Henningsen http://www.arne-henningsen.name __ R-help@r-project.org mailing list

Re: [R] R formula

( method=SUR, formula=list( demand=eqDemand, supply=eqSupply ) ) Please read the documentation/manual of systemfit and the paper about systemfit published in the JSS: http://www.jstatsoft.org/v23/i04/ Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

Re: [R] SystemFit

the restriction (and test it!). If you still do not manage to estimate the (restricted) system, please don't hesitate to send another email with a more precise/specific question to this mailing list. Best wishes, Arne -- Arne Henningsen http://www.arne-henningsen.name

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