[R] Econometrics ...

John Janmaat john.janmaat at acadiau.ca
Mon Oct 15 18:12:50 CEST 2001


Ben:

I agree with you that it would be a good thing if econometricians (among
others) adopted standard terminology beyond their field.  I do some
cross disciplinary work, and find communication difficult and
frustrating, especially when we are often talking about the same thing.

I would be interested in an econometrics 'add on' that might do
something like

summary.lm.econ(reg)

and dump out those summary statistics that econometricians like to see.

As to the locations of the stuff that we tend to use, a meta-package
that loads all the required packages, and a help page that translates
from the econometrics terminology to the 'R' terminology would be best,
IMHO.  Heck, this might just lead a few of us in the direction of
standard jargon.

John.

Ben Bolker wrote:
> 
>   My two cents --
>   Constructing and maintaining an elaborate alias structure just so people
> can write logit(y ~ x) rather than glm(y~x,link=logit) [etc.] seems like a
> bad idea to me. A "meta-package" (as Greg Warnes suggested), and a small
> discipline-specific document like those Jonathan Baron and Pete St. Onge
> have written or started to write for psychology and ecology (see the
> Contributed Documentation on CRAN), seem like a better way to go.  (The
> package could also include useful discipline-specific tools that don't
> already exist.) Among other problems, we're all going to go crazy when
> people start to write in to the R help list for help with the logit(),
> ols(), etc., etc., functions that none of us have heard of.  [It also
> might not be an entirely bad thing if econometricians (for example)
> learned that the rest of the world has something called a GLM that does
> what they know of as logit and probit models.]
> 
>   Ben Bolker
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