Shouldn't you be sending this to the maintainer? -- David. On Sep 26, 2012, at 9:03 PM, 王柏元 wrote:
> Hello~ > > Did any one have used the package 'orcutt' ? > > I find that it can not work smoothly in a single variable regression. I use > the example following, it function very well. > > But when I regress "cons" on "price" (use the > "reg1<-lm(cons~price+income+temp)") , then use "reg11<-cochrane.orcutt(reg1) > ". There is an error message “Error in X[, -1] %*% regCO$coeff[-1] : > non-conformable arguments”. > > Is this a bug for this function? > >> price<-c( 0.27, 0.28, 0.28, 0.28, 0.27, 0.26, 0.28 ,0.27 ,0.26 >> ,0.28, 0.28 ,0.27, 0.27, 0.29, 0.28,0.29, 0.28, 0.28, 0.28, 0.28, >> 0.29, 0.29, 0.28, 0.28, 0.28, 0.26, 0.26 ,0.26, 0.27 ,0.26) >> cons<-c(0.39, 0.37, 0.39, 0.42, 0.41, 0.34, 0.33, 0.29, 0.27, 0.26, >> 0.29 ,0.30, 0.33, 0.32, 0.38,0.38, 0.47, 0.44, 0.39, 0.34, 0.32, >> 0.31, 0.28, 0.33, 0.31, 0.36, 0.38 ,0.42, 0.44 ,0.55) >> income<-c(78, 79, 81, 80 ,76 ,78, 82, 79, 76, 79, 82, 85, 86, >> 83, 84, 82, 80, 78, 84, 86, 85, 87, 94, 92, 95, 96, 94, 96, >> 91, 90) >> temp<-c(41,56,63,68,69,65,61,47,32,24,28,26,32,40,55,63,72,72,67,60,44,40,32,27,28,33,41,52,64,71) >> reg<-lm(cons~price+income+temp) >> library(orcutt) > Warning message: > package ‘orcutt’ was built under R version 2.14.2 >> reg2<-cochrane.orcutt(reg) >> reg2 > $Cochrane.Orcutt > Call: > lm(formula = YB ~ XB - 1) > Residuals: > Min 1Q Median 3Q Max > -0.072610 -0.012760 0.000906 0.015209 0.077841 > Coefficients: > Estimate Std. Error t value Pr(>|t|) > XB(Intercept) 0.2424113 0.2531469 0.958 0.3474 > XBprice -1.1927018 0.6873988 -1.735 0.0950 . > XBincome 0.0031820 0.0014969 2.126 0.0436 * > XBtemp 0.0035572 0.0005339 6.662 5.56e-07 *** > --- > Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 > Residual standard error: 0.0317 on 25 degrees of freedom > Multiple R-squared: 0.9837, Adjusted R-squared: 0.9811 > F-statistic: 378.3 on 4 and 25 DF, p-value: < 2.2e-16 > > $rho > [1] 0.3788941 > $number.interaction > [1] 12 > >> reg1<-lm(cons~price) >> reg11<-cochrane.orcutt(reg1) > Error in X[, -1] %*% regCO$coeff[-1] : non-conformable arguments > > Paul Wang > pywan...@yahoo.com.tw > [[alternative HTML version deleted]] > > ______________________________________________ > 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. David Winsemius, MD Alameda, CA, USA ______________________________________________ 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.
