[R] Advanced bootstrap question

b <- boot(second.df, boot_script, R=100) print(summary(b)) } Thank you very much. -- Michael Ash, Chair, Department of Economics Professor of Economics and Public Policy University of Massachusetts Amherst Email m...@econs.umass.edu Tel +1-413-545-4815 <(413)%20545-4815> Twi

Re: [R] problem with "plm" package

Hi, I am trying to complete a very simple panel analysis on some bank data. Call: Formula<-plm(RoE~RoA+CAR+Inc.Dep+Cash.TL+NPL.Loans, data=Banks1, model="random", index=c("Bank.I.D.","Year")) summary(Formula) I get the following error code: ERROR: missing value where TRUE/FALSE needed Does

[R] lag and diff with transformBy

I have a question regarding the very useful doBy package, and specifically, the transformBy() function with the lag() and diff() functions.  It is often useful to lag or difference data within a panel, i.e., within a by-group.  Is the following code a safe use of transformBy? Is there an alternativ

[R] Unexpected result with lag() et diff() in plm package.

: 1.2-6 Date: 2010-11-20 Title: Linear Models for Panel Data -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Massachusetts Amherst, MA 01003 Email m...@econs.umass.edu Tel +1-413

Re: [R] Setting up a State Space Model in dlm

, 2011 at 8:22 AM, Gavin Simpson wrote: > > On Tue, 2011-06-07 at 17:24 +0100, Michael Ash wrote: > > This question pertains to setting up a model in the package "dlm" > > (dynamic linear models, > > http://cran.r-project.org/web/packages/dlm/index.html > >

[R] Setting up a State Space Model in dlm

This question pertains to setting up a model in the package "dlm" (dynamic linear models, http://cran.r-project.org/web/packages/dlm/index.html I have read both the vignette and "An R Package for Dynamic Linear Models" (http://www.jstatsoft.org/v36/i12/paper), both of which are very helpful. Ther

[R] Cairo device won't output the PNG

Hi All, I have been experiencing a strange issue ever since I upgraded my R and the packages. I cannot plot anything to the CairoPNG device.For an example:> Cairo(600, 600, file="plot.png", type="png", bg="white")> plot(1:10)> dev.off()will create an empty plot.png file. I am running R 2.12.1 (

Re: [R] as.data.frame.table() to convert by() output to a data frame

, but that's not clear from the documentation. Best, Michael On Wed, Nov 25, 2009 at 5:55 PM, David Winsemius wrote: > > On Nov 25, 2009, at 4:11 PM, Michael Ash wrote: > >> Dear all, >> >> This seems to be working, but I'd like to make sure that I'

[R] as.data.frame.table() to convert by() output to a data frame

ut otherwise, the dataframe is indexed by city and race with the 90-50 ratio as the variable cityrace.data <- as.data.frame.table(cityrace.by) Any objections? Best, Michael -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Ma

Re: [R] Some matrix and sandwich questions

(y - x^t beta) x^t Thanks! That was extremely helpful---maybe it could even be added to the documentation of estfun() and meat() (Having the OLS example in the bread() documentation made it much easier for me to understand the broader concept.) Much gratitude and best regards, M. Ash PS By "e

Re: [R] Some matrix and sandwich questions

l 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

[R] Some matrix and sandwich questions

e desired entity.) 4) Is there a straightforward way to implement the computation of the variance covariance matrix for two-step estimation per Murphy and Topel (1985)? That aim is the underlying reason for questions (1)-(3). Thank you very much for your consideration. Best, Michael -- Michael

[R] Some matrix and sandwich questions

4) Is there a straightforward way to implement the computation of the variance covariance matrix for two-step estimation per Murphy and Topel (1985)? That aim is the underlying reason for questions (1)-(3). Thank you very much for your consideration. Best, Michael -- Michael Ash, Associate Prof