Re: [R] multiplicative error

2014-07-12 Thread David Winsemius
On Jul 12, 2014, at 4:25 AM, Kevin Kunzmann wrote: > Hi, > > I am currently trying to build a regression model for calibration of HPLC > outputs. I decided to use a multiplicative error model: > > Y_i = (a*X_i + b)*eps_i > > where the eps_i ~ iid N(0, s^2). Now I am having a hard time estimat

[R] multiplicative error

2014-07-12 Thread Kevin Kunzmann
Hi, I am currently trying to build a regression model for calibration of HPLC outputs. I decided to use a multiplicative error model: Y_i = (a*X_i + b)*eps_i where the eps_i ~ iid N(0, s^2). Now I am having a hard time estimating my parameters ;) So the idea was to apply log() to both sides:

Re: [R] multiplicative error model

2012-06-19 Thread saraberta
no the manual doesn't help me. because, it doesn't give me the results i need. this is what i obtain (y in my case is the daily range of s&p) > mem <- dm( y~mem(1,1) ) > summary( mem) Call: dm(formula = y ~ mem(1, 1)) > mem Call: dm(formula = y ~ mem(1, 1)) Coefficients: [1] 0.001656 0.2340

[R] multiplicative error model

2012-06-18 Thread saraberta
HI, i'm trying to estimate a multiplicative error model in R, i've seen the dynamo package but it seems that i'm not able to use it. does someone know how can i do it? thanks -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730.html Sent from the

Re: [R] multiplicative error model

2012-06-18 Thread Özgür Asar
What do you mean by using the package? Aren't the examples in the package manual at http://cran.r-project.org/web/packages/dynamo/dynamo.pdf enough for you? Ozgur -- View this message in context: http://r.789695.n4.nabble.com/multiplicative-error-model-tp4633730p4633732.html Sent from the R