[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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