can I recreate output of uecm of the best auto_ardl model using dynlm
Can you guys please help me find the reasoning whether I can use dynlm package to recreate a uecm model extracted from ARDL package? and if I could, why the summary produced is very different. Can I...
View ArticleChanging variable names in a plot - SJplot
I am trying to change the variable names in a plot to make them more intuitive.For example, in the replicable example below I am tryimng to change "cyl" to the "Number of cylinders"`...
View Articlemutate() error - Index 1 must have length 1, not 13
My goal is to show multiple plots of residual vs. fitted values for a dataframe of 13 stations each having a separate lm() model. Working from an example in Chapter 25 (Many Models) in the R for Data...
View ArticlecLDA constraint for discrete-time models in R formulas
I work with longitudinal (repeated measures) models of clinical trial data. Patients are randomized to different treatment groups and measured over multiple pre-specified points in time. An example...
View ArticleClik here to view.
How can I achieve the same output in lm() and fixest feols()? (TWFE)
I'm trying to use the fixest package feols() to estimate a TWFE model. I know how to do it using lm(), but I can't get the same output as lm().I'm trying to estimate a TWFE model like this:Here's the...
View ArticleHow to use a subset of multiple columns with some conditions in lm function?
I would like to study the effect of party identification on attitude towards an issue. I'm using a large poll data Democracy Checkup 2020. My regression function goes as follow:mod1 <-...
View ArticleHow to run a complex regression in R (for instance for frequency domain...
I am trying to detrend in a frequency domain.Here is the paper that I am following:Paper. Here is the paper which talks about detrending a frequency domain: Second-Paper.My...
View ArticleCreate lm-class object with cluster bootstrap in it (R), or: cluster...
EDIT: I would like help closing my question. This question was originally posted on Cross Validated, should have stayed there because the answer is more of a statistics question and not a programming...
View Articledifferent R^2 depending on 2SLS and ivreg function (AER)
I want to run an IV regression in R using ivreg from the AER package. The output gives me a negative R^2 which should be impossible as far as I know. When running the same regression manually with 2SLS...
View ArticleError in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) :...
Here my dataset is pd and i have split it into training and testing data as pd_train1 and pd_train2 sku national_inv lead_time in_transit_qty forecast_3_month forecast_6_month1 3921548 8 12 0 0 02...
View ArticleLinear regression in R: Receiving different results based on dummy coding
I am performing a linear regression with one continuous predictor and one categorical (two levels) predictor. I have included the categorical factor as a named factor ("Control" and "BD") and also,...
View Articlehow to fix clang: error: -lm: 'linker' input unused...
I downloaded homebrew, gcc14 and pasted the path on compiler.Then it worked when I pasted the flags: -DCMAKE_C_FLAGS="-Wall -Werror -pedantic-errors -lm -g"But it didn’t build and showed:FAILED:...
View ArticleUsing map() with GAM model
I have a code that works if I am using LM but not if I am using a GAM. I guess the that for whatever reason LM looks inside object for the variable and GAM just looks at the names of the object but I...
View ArticleError when trying to produce a residual panel plot using a polynom in an lm
I think I've encountered a bug when plotting diagnostic plots for models made with lm() including a poly() term using ggResidPanel::resid_panel().df <- data.frame(x=rnorm(100), y=rnorm(100))limo...
View ArticleAre there any faster rolling window regression packages in R?
This question comes up regularly, especially in the context of finance where one wants to calculate rolling exposures to factors, but there seems to be no answer. There are a number of R packages, but...
View ArticleHow to remove a data table with 0 nrows from a list in R? [duplicate]
I have a list of list with several data tables.I wanted to use lm() function between two variables in all data tables, but I have some empty data tables.So, I have decided to remove those data tables...
View ArticleStargazer throws error when more than five models used
I am trying to use one of my favorite packages, stargazer, to create a LaTeX table with 7 regression models. This used to work great, but since a recent update (recent on my part, not sure when the...
View ArticleR Trouble With Paste0 in lm [duplicate]
I am trying to use paste0 so that I can run a series of linear models (with a quadratic term), one for each independent variable.Unfortunately, when I use the more complicated form (shown in last...
View ArticleStepwise Set of Independent Variable Enter Together
Is there a way in the stepwise procedure to control that a set of variables get added or removed as a group? Particularly, if I form a squared value of variable, that the linear and squared term would...
View ArticleError leading to identical coefficients in R lm() function?
I am running an lm() in R, and I create the dataframe using a for{} loop. For most of the coefficients they are different, however two of them ConditionC_20 and ConditionC_22 are identical.Below is the...
View ArticleError conducting regression (stepwise) AIC is -infinity for this model, so...
This is my first consult, happy to share the community :) (You would notice I'm not a native english speaker and also I'm not very good using R, actually these are my firsts steps).I'm trying to...
View ArticleModify the name of factor variables in lm function(summary function)
Sample code:options(contrasts = c("contr.sum", "contr.poly"))require(datasets); data(InsectSprays)model1 <- lm(count ~ spray, data = InsectSprays) summary(model1)When I run above code (a subset of)...
View ArticleValidity of forcing line through origin in multiple regression
I am trying to fit a multiple regression model to my data. I am testing the hypothesis that outcome Y is linearly related to independent variable X, while controlling for a linear relationship with...
View ArticleEvent Study Design using OLS yields estimates despite no variance in outcome...
I am running an event study design and get some unexpected behavior using OLS. One of my outcome variables is by definition zero before the treatment, i.e., whenever event time is weakly smaller than...
View ArticleInterpreting interactions in a regression model [closed]
I have an experimental design where I measure some response (let's say blood pressure) from two groups: a control group and an affected group, where both are given three treatments: t1, t2, t3. The...
View ArticleClik here to view.
Why is there a major difference in R-Squared between my models created with...
I created two models using the lm() function in R. The first model, I created the design matrix for my prediction variable and then fed that into the lm() function.copy <-...
View ArticleR lm() weights argument being ignored when placed inside function
I am trying to figure out why the following piece of code ignores the weights argument and produces simply an unweighted regression analysis. If I remove the function wrapping everything works fine....
View ArticleWhy does enabling long mode throw the bootloader into boot loop and mess up...
ProblemI have a working PM code, but as soon as I add LM setup, the GDT base gets assigned a garbage address, cr registers don't load properly and I get into a boot loop.I tried hard-coding the right...
View ArticleHow to obtain RMSE out of lm result?
I know there is a small difference between $sigma and the concept of root mean squared error. So, i am wondering what is the easiest way to obtain RMSE out of lm function in R?randomData =...
View ArticleHow to estimate a regression
I am trying to replicate table 3 column 1 of “Do charter schools skim students or drain resources? ” by Thomas Dee and Helen Fu (EER, 2004).I already developed a regression model but even though I am...
View Article