dear R experts: I am trying to plot an empirical likelihood function in 3d.
The values are not over a regular grid---I just searched the likelihood
function to find the optimal value, and then computed a few values around
it. (each point in the likelihood function takes a very long time to
dear r-experts:
I need to speed up my monte-carlo simulations. my code is written in R (and
it was also the cause of my many questions here over the last few days). my
code is almost all matrix/vector algebra on panel data
sets---long-difference, fixed-effects, blundell-bond, etc.. the data
thanks, dirk. I just read your tutorial. great information for our needs.
alas, the Amazon economics do not work well for us. the server that I am
planning to purchase should cost around $800 and is the equivalent of the
high-intensive CPU, which goes for $0.80/hour. that's about 2 months of
thanks everybody. I also just read Dirk E's high-performance computing
tutorial. now I wonder: would it be faster to compile a C version of
Gentleman's algorithm for WLS into R? before I waste a few days trying to
program this in and getting it all to work together, would the end result
dear giovanni---
thanks for answering on r-help to me as well as privately. I very much
appreciate your responding. I read the plm vignette. I don't have the book,
so I can't consult it. :-(. I am going to post this message now (rather
than just email it privately), because other amateurs
Dear R Experts---
Sorry for all the questions yesterday and today. I am trying to use Yves
Croissant's pgmm function in the plm package with Blundell-Bond moments. I
have read the Blundell-Bond paper, and want to run the simplest model
first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no
dear R experts---sorry, second question of the day. I want to match some
moments. I am writing my own code---I have exactly as many moment
conditions as parameters, and I am leary of having to learn the magic of
GMM weighting matrices (if I was to introduce more). the process sounds
easy
dear r-experts: there is probably a very easy way to do it, but it eludes
me right now. I have a large data frame with, say, 26 columns named a
through z. I would like to define sets of regressors from this data
frame. something like
myregressors=c(b, j, x)
lm( l ~ myregressors, data=... )
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