Roger Koenker, a quantile regression crusader, has an R package that implements the procedure. It is called quantreg, and it is documented here. This package has apparently been around for quite some time, but I was only recently turned on to quantile ... [Read more...]

Rattle is a graphical interface to R. It supports basic data management tasks, as well as a number of different modeling functions. I haven’t had a chance to test it out yet since I don’t have my R installation  completely up to date, but it looks promising. For ... [Read more...]

The plm package for R lets you run a number of common panel data models, including The fixed effects (or within) estimator The random effects GLS estimator It also allows for general GLS estimation, as well as GMM estimation, and includes a feature for heteroscedasticity consistent covariance estimation. It’s ... [Read more...]

Quick-R, by Robert Kabacoff, is a wonderful R introduction site. It covers data management, basic and advanced statistics, and graphing in R, and it is aimed at an audience that has previous experience using other packages (such as SAS or Stata) that w... [Read more...]

I recently lost my documentation folder (oops), so I had to go online and retrieve the documentation files and tutorials that I find indispensible for working. I decided I’d save myself and everyone else the trouble by posting the list here. All of the files are available in PDF ... [Read more...]

Smultron is an open-source text-editor for OS X. It’s a very lean editor, but it’s fast and it was written in Cocoa. Out of the box it has syntax highlighting for Stata and LaTeX, but not R. Basic instructions for adding a rudimentary R syntax coloring file are ... [Read more...]

The situation: you have two datasets with a common variable, and you want to incorporate both into one large dataset containing all of the variables. This is called merging data, and it’s easy to do in any standard statistical package. In these examples, I assume that there is only ... [Read more...]

Via this page, I just learned that there is a TextWrangler Language Module for R. The file itself is available here. To install, copy the .plist file to the following directory Username/Library/Application Support/TextWrangler/Language Modules I also recommend going into TextWrangler’s preferences and changing the color ... [Read more...]

The call to perform factor analysis on a set of variables in R is: fact1 [Read more...]

Turning plain-text output into well-formatted tables can be a repetitive task, especially when many tests or models are being incorporated into a paper. For R users, there are several methods that can make this task easier (though not much less repetitive), regardless of what typesetting system you use. LaTeX tables ... [Read more...]