Publications by Dave Giles
Drop-Down Menus for R
A few days ago, Andrew Barr had a great post on his blog. It was titled, “R is not just for nerds….it has drop-down menus!” You can bet that this one caught my eye when it was re-posted on R-Bloggers.Briefly, Andrew takes us through the installation and basic use of the Java Gui for R (JGR) in conjunction with the Deducer package. Andrew ...
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LeaRning R
If, like me, you’re still an R novice, you’ll no doubt find this post on Pairach Piboonrungroj’s blog extremely helpful. Among other things, Pairach provides links to 20 40 “R tutorials”. It’s a really nice resource!H.T. to David Smith for posting about this on the Revolutions blog.© 2012, David E. Giles Related To leave a comment...
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A Bayesian Consumption Function
What the title of this post is supposed to mean is: “Estimating a simple aggregate consumption function using Bayesian regression analysis”.In a recent post I mentioned my long-standing interest in Bayesian Econometrics. When I teach this material I usually include a simple application that involves estimating a consumption functi...
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R Videos – and More
Some of us learn easily from the written word, but for most of us some visualization speeds up the process and generally helps with retention as well. With that in mind I was delighted to see this nice list of free videos that demonstrate the use of R, posted on Ethan Fosse’s blog, “Culture, Statistics, and Society”.Also of interest to eco...
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And the Winner is……
R will overtake SAS and SPSS in 2015 – according to David Smith in his post on the Revolutions blog.I can believe that!© 2012, David E. Giles Related To leave a comment for the author, please follow the link and comment on their blog: Econometrics Beat: Dave Giles' Blog. R-bloggers.com offers daily e-mail updates about R news and tutorials...
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Forecasting: Principles and Practice
Forecasting: Principles and Practice is the title of a new book by Rob Hyndman and George Athanasopoulos.As Rob says on his webpage:“The book is different from other forecasting textbooks in several ways. It is free and online, making it accessible to a wide audience. It is based around the forecast package for R. It is c...
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Videos on Using R
In this post on his blog some months ago, Ethan Fosse drew attention to Anthony Damico’s collection of over 90 videos on using the R software environment.Definitely worth looking at!© 2012, David E. Giles Related To leave a comment for the author, please follow the link and comment on their blog: Econometrics Beat: Dave Giles' Blog. R-blog...
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Confidence Regions for Regression Coefficients
Let’s consider the usual linear regression model, with the full set of assumptions: y = Xβ + ε ; ε ~ N[0 , σ2In] , (1)where X is a non-random (n × k) matrix with full column rank.Recall that, under our usual set of assumptions for the linear regression model, the OLS coefficient estimator, b = (X’X)-...
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Granger Causality Testing in R
Today just gets better and better!I had an email this morning from Christoph Pfeiffer, who follows this blog. Christoph has put together some nice R code that implements the Toda-Yamamoto method for testing for Granger causality in the context of non-stationary time-series data.Given the ongoing interest in the various posts I have had (here, her...
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Sums of Random Variables
I’m currently teaching first-level course in statistical inference for (mostly) economics students. They’ve taken a one-semester course in descriptive (economic) statistics, and now we’re dealing with sampling distributions, estimation, hypothesis testing, and simple regression analysis.When dealing with the sampling distribution of the s...
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