Dear Tolga, I'm afraid that I don't see an error. (I expect in any event that the Cochrane-Orcott and Prais estimators are now only of historical interest.)
Regards, John ------------------------------ John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On > Behalf Of [EMAIL PROTECTED] > Sent: June-17-08 11:13 AM > To: r-help@r-project.org > Subject: [R] Problems with Cochrane-Orcutt procedures > > Hi John, > > Hi Folks/Prof. Fox, > > I found some code John Fox had written sometime back on the Cochrane-Orcutt > and Prais procedures here: > https://stat.ethz.ch/pipermail/r-help/2002-January/017774.html > > I thought I would try it out and get the following errors below. Was > wondering if anyone had any immediate opinions why this might be ? > > The linear model is the object regrCMSlm . > > Thanks, > Tolga > > > regrCMSlm > > Call: > lm(formula = regrCMS[, 1] ~ regrCMS[, 2]) > > Coefficients: > (Intercept) regrCMS[, 2] > 25.7067 -0.3409 > > > summary(regrCMSlm) > > Call: > lm(formula = regrCMS[, 1] ~ regrCMS[, 2]) > > Residuals: > 09/20/07 11/28/07 02/01/08 04/09/08 06/16/08 > 10.0593 0.3588 -1.1459 0.1340 -9.8520 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 25.70673 0.85300 30.14 <2e-16 *** > regrCMS[, 2] -0.34092 0.02205 -15.46 <2e-16 *** > --- > Signif. codes: 0 b ______________________________________________ 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.
