[R] Cochrane-Orcutt method

Liaw, Andy andy_liaw at merck.com
Thu Jan 10 17:32:46 CET 2002


> I'm teaching an undergraduate econometrics class.  ML is a little more
> than they are up to at this level, and the Cochrane-Orcott approach is
> an easily understandable itterative procedure.  Thus, the reason is
> historical.  I want a canned procedure to be available to 
> verify results
> of the student calculations, rather than running the risk that I do it
> incorrectly.
> 
> Thanks,
> 
> John.

Sorry for saying this, but this is like saying ``I'd like to have a canned
t-test procedure so I can check that the students do it correctly, because
I'm afraid I may do it incorrectly''.  I hope none of your students are
subscribed to this list...

Andy

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