[R] Scoping issue with irf() from {vars}

2013-03-30 Thread Tobias Muhlhofer
Dear all: There seems to be a problem with scoping, for irf() in vars, when called within a function. Try the following: --- testfun <- function(lags){ data(Canada) var.2c <- VAR(Canada, p = lags, type = "const") print(var.2c) } testfun(lags=3) ## Everything OK. Now this:

[R] interaction effects in probits

2008-04-17 Thread Tobias Muhlhofer
Dear R-listers, I am trying to compute interaction effects in a probit model, and conduct hypothesis tests on these effects correctly. Specifically, I have a model of the form y = a + b1 m + b2 x + b3 m*x, where both y and m are 0-1 dummies, x is continuous, and I am interested in the sign and st