Re: [R] creating dummy variables based on conditions

> #1 2010 1 1 1 1 > #2 2010 2 0 0 0 > #3 2010 1 0 1 1 > #4 2010 1 0 1 1 > #5 2011 2 1 1 1 > #6 2011 2 0 1 1 > #7 2011 1 0 0 0 > #8 2011 1 0 0 0 > > A.K. > > - Original Message --

[R] creating dummy variables based on conditions

Hello everyone, I have a dataset which includes the first three variables from the demo data below (year, id and var). I need to create the new variable ans as follows If var=1, then for each year (where var=1), i need to create a new dummy ans which takes the value of 1 for all corresponding id'

[R] Constraints when sampling from a distribution

 Dear R-helpers, My question is related to how to impose constraints when when sampling from a distribution. For example, suppose I'm sampling a vector from a multivariate normal distribution vbeta <- 100*diag(2) mbeta <- c(1,1) ans <- beta <- c(rmvnorm(1,mbeta,vbeta)) ans will thus be a vect

Re: [R] Help on loops

Thanks Jim! --- On Tue, 12/7/10, jim holtman wrote: From: jim holtman Subject: Re: [R] Help on loops To: "Anup Nandialath" Cc: r-help@r-project.org Date: Tuesday, December 7, 2010, 7:47 PM use split and lapply to make it easier.  Substitute in your own calculations since this

[R] Help on loops

Dear R-helpers, I have a basic question on using loops. I have a panel data set with different variables measured for "n" firms over "t" time periods. A snapshot of the data is given below id    t    X1    X2 1    1     4    3 1    2    9    2 1    3    7    3 1    4    6    6 2    1    6    4

Re: [R] Metropolis acceptance rates

Hi Michael, Actually I was wrong in the initial mail. rbprobitGibbs uses the Gibbs Sampler. I think the rhierbinLogit does the Logit model which uses a Metropolis hastings approach uses the acceptance rate and the function outputs the rejection rate in the output list. So you are not required t

Re: [R] Metropolis acceptance rates

Hi Michael, If you are using the standard logit or probit model, it is fairly easy to save the acceptance rate after each draw. I would recommend using the "bayesm" package as the source code is easy to manipulate. For instance in the probit function (rbprobitGibbs), you need to include a co

[R] Rejection sampling to draw from distributions

Dear friends, Please find below the code that I have employed for a rejection sampler to draw from asymmetric laplace distributions. I was wondering if this code can be written more efficiently? Are there more efficient ways of drawing random numbers from asymmetric laplace distributions?? Tha

[R] Bootstrapping

Dear friends, I'm interested in obtaining bootstrapped standard errors for a model that I'm estimating. I do realize that i can use the sample command and do the bootstrap by hand. But I was hoping somebody can help me on how to use the "boot" package. The model is as follows # Likelihood fu

[R] Is there a simpler way to do this?

Dear Friends, My objective is to do element wise multiplication of two vectors. For example suppose I have a <- (1,1,1) b <- (2,4) My output should be (2,4,2,4,2,4). I managed to write it down with loops as follows r <- c(1,1,1) l <- c(2,4) x <- 1 for (j in 1:3) { for (i in 1:2) {