[R] Advanced bootstrap question

b <- boot(second.df, boot_script, R=100) print(summary(b)) } Thank you very much. -- Michael Ash, Chair, Department of Economics Professor of Economics and Public Policy University of Massachusetts Amherst Email m...@econs.umass.edu Tel +1-413-545-4815 <(413)%20545-4815> Twi

[R] as.data.frame.table() to convert by() output to a data frame

ut otherwise, the dataframe is indexed by city and race with the 90-50 ratio as the variable cityrace.data <- as.data.frame.table(cityrace.by) Any objections? Best, Michael -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Ma

Re: [R] as.data.frame.table() to convert by() output to a data frame

, but that's not clear from the documentation. Best, Michael On Wed, Nov 25, 2009 at 5:55 PM, David Winsemius wrote: > > On Nov 25, 2009, at 4:11 PM, Michael Ash wrote: > >> Dear all, >> >> This seems to be working, but I'd like to make sure that I'

[R] Setting up a State Space Model in dlm

This question pertains to setting up a model in the package "dlm" (dynamic linear models, http://cran.r-project.org/web/packages/dlm/index.html I have read both the vignette and "An R Package for Dynamic Linear Models" (http://www.jstatsoft.org/v36/i12/paper), both of which are very helpful. Ther

Re: [R] Setting up a State Space Model in dlm

, 2011 at 8:22 AM, Gavin Simpson wrote: > > On Tue, 2011-06-07 at 17:24 +0100, Michael Ash wrote: > > This question pertains to setting up a model in the package "dlm" > > (dynamic linear models, > > http://cran.r-project.org/web/packages/dlm/index.html > >

[R] Unexpected result with lag() et diff() in plm package.

: 1.2-6 Date: 2010-11-20 Title: Linear Models for Panel Data -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Massachusetts Amherst, MA 01003 Email m...@econs.umass.edu Tel +1-413

[R] lag and diff with transformBy

I have a question regarding the very useful doBy package, and specifically, the transformBy() function with the lag() and diff() functions.  It is often useful to lag or difference data within a panel, i.e., within a by-group.  Is the following code a safe use of transformBy? Is there an alternativ

[R] Some matrix and sandwich questions

4) Is there a straightforward way to implement the computation of the variance covariance matrix for two-step estimation per Murphy and Topel (1985)? That aim is the underlying reason for questions (1)-(3). Thank you very much for your consideration. Best, Michael -- Michael Ash, Associate Prof

[R] Some matrix and sandwich questions

e desired entity.) 4) Is there a straightforward way to implement the computation of the variance covariance matrix for two-step estimation per Murphy and Topel (1985)? That aim is the underlying reason for questions (1)-(3). Thank you very much for your consideration. Best, Michael -- Michael

Re: [R] Some matrix and sandwich questions

l if someone could briefly help me understand the Zeileis paper using either MLE, or even OLS, *examples*. Thanks very much. Best, Michael -- Michael Ash, Associate Professor of Economics and Public Policy Department of Economics and CPPA University of Massachusetts Amherst, MA 01003

Re: [R] Some matrix and sandwich questions

On 10/30/07, Christian Ritz <[EMAIL PROTECTED]> wrote: > in the MLE setting the score function (no expectation taken) is the > estimating function. So for the OLS situation the basic estimating > function is: (in the terminology of Zeileis' paper) > > psi(x,y,beta) = (y - x^t beta) x^t Thanks! Th