Re: [R] model syntax processed --- probably common

2013-08-19 Thread William Dunlap
nday, August 19, 2013 1:05 PM > To: David Winsemius; r-help > Subject: Re: [R] model syntax processed --- probably common > > thank you. but uggh...sorry for my html post. and sorry again for > having been obscure in my attempt to be brief. here is a working > program. > &g

Re: [R] model syntax processed --- probably common

2013-08-19 Thread R. Michael Weylandt
On Aug 19, 2013, at 16:05, ivo welch wrote: > thank you. but uggh...sorry for my html post. and sorry again for > having been obscure in my attempt to be brief. here is a working > program. > > fama.macbeth <- function( formula, din ) { I think most users would expect 'din' to be 'data' he

Re: [R] model syntax processed --- probably common

2013-08-19 Thread ivo welch
thank you. but uggh...sorry for my html post. and sorry again for having been obscure in my attempt to be brief. here is a working program. fama.macbeth <- function( formula, din ) { fnames <- terms( formula ) dnames <- names( din ) stopifnot( all(dimnames(attr(fnames, "factors"))[[1]] %i

Re: [R] model syntax processed --- probably common

2013-08-19 Thread David Winsemius
On Aug 19, 2013, at 12:48 PM, David Winsemius wrote: > > On Aug 19, 2013, at 9:45 AM, ivo welch wrote: > >> dear R experts---I was programming a fama-macbeth panel regression (a >> fama-macbeth regression is essentially T cross-sectional regressions, with >> statistics then obtained from the ti

Re: [R] model syntax processed --- probably common

2013-08-19 Thread David Winsemius
On Aug 19, 2013, at 9:45 AM, ivo welch wrote: > dear R experts---I was programming a fama-macbeth panel regression (a > fama-macbeth regression is essentially T cross-sectional regressions, with > statistics then obtained from the time-series of coefficients), partly > because I wanted faster spe

Re: [R] model syntax processed --- probably common

2013-08-19 Thread Bert Gunter
Ivo: I may not get your question, but you seem to be confusing the name of an object, which is essentially a pointer into memory and a language construct -- (correction requested if I have misstated! -- and the "names" attribute of (some) objects. You can, of course, attach a "lab" or (whatever)

[R] model syntax processed --- probably common

2013-08-19 Thread ivo welch
dear R experts---I was programming a fama-macbeth panel regression (a fama-macbeth regression is essentially T cross-sectional regressions, with statistics then obtained from the time-series of coefficients), partly because I wanted faster speed than plm, partly because I wanted some additional fea