[R] Is there a package for Granger causality in panel models?

Dear list, I have been searching without success for a package or function to test for Granger causality-like in panel models. Has something like that been already implemented? Thanks, Richard Asturia [[alternative HTML version deleted]] __ R

Re: [R] delete active dataset

What about a dirty workaround such as using rm(datasetname) To erase the dataset from memory and them resaving the workspace? Em 03/06/2013 21:21, "David Winsemius" escreveu: > This may not help if the OP is using Mac or Windows since these hidden by > default. Seek out OS info on how to show

Re: [R] How to calculate Hightest Posterior Density (HPD) of coeficients in a simple regression (lm) in R?

i.e. some code-implementation using MCMC. Any ideas on which funcionts/code could help me doing so for lmrob fitted objects? Thanks again! R. 2013/5/8 Ben Bolker > Richard Asturia gmail.com> writes: > > > > > Hi! > > > > I am trying to calculate HPD for the

[R] How to calculate Hightest Posterior Density (HPD) of coeficients in a simple regression (lm) in R?

Hi! I am trying to calculate HPD for the coeficients of regression models fitted with lm or lmrob in R, pretty much in the same way that can be accomplished by the association of mcmcsamp and HPDinterval functions for multilevel models fitted with lmer. Can anyone point me in the right direction o

[R] Calculating std errors of marginal effects in interactions

Hi! I've been looking for a way to calculate std errors of marginal effects when I use interaction terms, but with no success. I pretty much have two cases: continuous variable * continuous variable, and continuous variable * binary variable. In both cases, I know how to calculate the marginal effe

Re: [R] Issues when using interaction term with a lagged variable

variable previouysly created with X1*lag(X2,1). Any insights here would be very hepful. 2013/3/5 Richard Asturia > Hi there! > > Today I tried to estimate models using both plm and pgmm functions, with > an interaction between X1 and lag(X2, 1). And I notice two issues. > >

[R] Issues when using interaction term with a lagged variable

Hi there! Today I tried to estimate models using both plm and pgmm functions, with an interaction between X1 and lag(X2, 1). And I notice two issues. Let "Y=b_1 * X_1 + b_2 * X_2 + b_3 * X_1 * x_2 + e" be our model. 1) When using plm, I got different results when I coded the interaction term wit

[R] Using relaimpo or relimp with PLM

Dears, Unfortunatelly, the packages relaimpo and relimp do not seem to work with plm function (plm package). Have anyone know about any workaround for those incompatibilities, or at least of any ideas on that? Thanks in advance! Richard A. [[alternative HTML version deleted]] __

[R] Using relaimpo or relimp with PLM and GLS

Dears, Unfortunatelly, the packages relaimpo and relimp do not seem to work with plm function (plm package) or gls function (in nlm package). I've been studying on how to adapt one of them for this pourpose. In that sense, I have two questions regarding to this work: 1) have anyone hard of any wo