Alex

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Dec
13
 comment Logistic regression in R resulted in Hauck Donner phenomenon. Now what?
FWIW here is a description of another robust algorithm: win-vector.com/blog/2012/10/rudie-cant-fail-if-majorized
Nov
28
 awarded  Organizer
Nov
28
 revised R package for fixed-effect logistic regression
edited tags
Nov
28
 comment R package for fixed-effect logistic regression
I think that would restrict heterogeneity to be orthogonal to X and Z while the requested estimator allows for it.
Nov
28
 comment R package for fixed-effect logistic regression
Here is another try: stats.stackexchange.com/questions/10141/…
Oct
31
 answered Quantile regression and heteroscedasticity/autocorrelation
Jul
21
 awarded  Yearling
Jul
17
 answered PCA with all categorical factors prior a regression with a continuous response
Mar
20
 awarded  Revival
Feb
8
 answered Identifying instrumental variables for structural model
Dec
15
 revised Marginal effect of Probit and Logit model
deleted 1 characters in body
Dec
14
 answered Marginal effect of Probit and Logit model
Dec
14
 answered When should one consider using GMM?
Nov
16
 answered What are the major philosophical, methodological, and terminological differences between econometrics and other statistical fields?
Nov
16
 answered In structural econometrics, what is meant by “simulation variance”
Sep
5
 comment How can these residuals have homogeneity of variances?
Are you sure it is applicable for the time series data? And which parts of the plot constituted separate samples that you were comparing?
Sep
5
 answered Constraining linear regression to yield nonpositive residuals
Sep
5
 comment What is a good Monte Carlo algorithm for generating an archipelago in a particular map?
+1 for the AOK reference. Have you played on the Zone? As for the question, I guess you will have to look at random sets: en.wikipedia.org/wiki/Random_compact_set if you don't want to limit yourself to a specific shape or some other restriction.
Aug
29
 awarded  Enthusiast
Aug
29
 comment Smoothing splines with multiple independent variables in R
And mgcv package is an even better choice!
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