On 10/30/07, Christian Ritz <[EMAIL PROTECTED]> wrote: > Use 'model.matrix' to construct a design matrix: > > x <- runif(10,0,10) > model.matrix(~x)
Thanks! That's super helpful. > The following article by A. Zeileis provides more details on the > package 'sandwich': > http://www.jstatsoft.org/v16/i09/ > (see also the references). This is also very helpful, although I still have questions about terminology (because I am unfamiliar with the phrase "empirical estimating function"). Is the term "empirical estimating function" equivalent to "the expectation of the score set equal to zero" where score is the vector of first derivatives of the (log) likelihood function? I think that the paper is written at a higher level of abstraction about estimators than I am used to. I'd be grateful if someone could briefly help me understand the Zeileis paper using either MLE, or even OLS, *examples*. Thanks very much. Best, Michael -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Massachusetts Amherst, MA 01003 Tel +1-413-545-6329 Fax +1-413-545-2921 Email [EMAIL PROTECTED] http://people.umass.edu/maash ______________________________________________ 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.
