Re: [R] Create vectors from a vector

2010-03-14 Thread Dimitris Kapetanakis
Thanks a lot. It is exactly what I was looking for. I found though and another way (worse) to do it, so I just post in case someone find it useful sk<-nz*e*(vnk[c(i:0)]%*%vro[c(0:i)]) for(i in 0:200){ sk[i]<-nz*e*(vnk[c(i:0)]%*%vro[c(0:i)]) } -- View this message in context: http://n4.nabble.

[R] Create vectors from a vector

2010-03-14 Thread Dimitris Kapetanakis
Dear all, I would like to create a number of vectors which contain the the first n elements of an existing vector. For example I have the vectors vnk (200x1) and vro(200x1) and I want to create 200 vectors that contain the 1st till the n_th element of the vectors and thus be able to create a vec

[R] Save values from an expression that is created from deriv command

2009-05-23 Thread dimitris kapetanakis
Dear all, I want to save a value from an expression that I created by using the deriv function. So for example the output from an expression using the deriv command is: expression({ .expr7 <- 4 * b.nox.2^2 - 12 * b.nox.3 * b.nox.1 .expr9 <- -2 * b.nox.2 - sqrt(.expr7) .expr10 <- 6 *

[R] incl.non.slopes=FALSE does not work at predict.lm

2009-02-16 Thread dimitris kapetanakis
Dear all, I am trying to estimate the prediction from a fixed effects model and their confidence intervals as well. Though I do not want to include in the prediction and at the confidence intervals the intercept. For that reason I used the argument incl.non.slopes=FALSE. But either if it is TRUE

[R] Quantile Regression fixed effects model

2008-11-14 Thread dimitris kapetanakis
Dear R users, I am trying to estimate a fixed effect quantile regression for different quantiles. As Dr. Koenker mention on his article (2004) the model should be estimated simultaneously so it is going to have the same fixed effects for all quantiles. The problem is that when I am using the foll

[R] Mac crash- Probably memory problem

2008-10-07 Thread dimitris kapetanakis
Dear all, I am running a code using bootstraps for estimating standard errors but the mac crashes. When I use small number of bootstraps (100) it works fine but if I increase that number it crashes. Thanks in advance dimitris The code, the error and my mac characteristics are the following:

[R] Computationally singular [provides coefficients but not covariance matrix]

2008-10-06 Thread dimitris kapetanakis
Hi, I am estimating a regression but the summary command is unable to provide me results, while the coefficients are available from the coefficients value. I suppose that it cannot estimate the covariance matrix. Is there any command that I can relax the tolerance so it can estimate the covarianc

[R] Quantile Regression for Longitudinal Data. Warning message: In rq.fit.sfn

2008-09-30 Thread dimitris kapetanakis
Hi, I am trying to estimate a quantile regression using panel data. I am trying to use the model that is described in Dr. Koenker's article. So I use the code the that is posted in the following link: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R While this code run perfectly, i