README.md

In jhorzek/OrzekMasterThesis: OrzekMasterThesis can be used to replicate the findings reportet in the master thesis "LASSO Regularization in Dynamic Panel Models"

OrzekMasterThesis

Installation

If you want to install OrzekMasterThesis from GitHub, use the following commands in R:

```{r, eval=FALSE} if(!require(devtools))install.packages("devtools") devtools::install_github("jhorzek/OrzekMasterThesis")

# Running the simulations:
## Simulation 1:

```{r, eval=FALSE}
library(OrzekMasterThesis)
library(OpenMx)
library(caret)
library(laremm)
library(regsem)
library(tcltk)
sampleSize = 200 # set the sample size
seed = 1234 # set a seed
wd = "~/Desktop" # set a working directory. The outcome file will be saved here
total_repetitions = 1000 # number of repetitions
simulation1(sampleSize = sampleSize, seed = seed, wd = wd, total_repetitions = total_repetitions, zeroThresh = .001)

Simulation 2:

```{r, eval=FALSE} library(OrzekMasterThesis) library(OpenMx) library(caret) library(laremm) library(regsem) library(tcltk) sampleSize = 200 # set the sample size seed = 223778 # set a seed wd = "~/Desktop" # set a working directory. The outcome file will be saved here total_repetitions = 1000 # number of repetitions gamma = 0 simulation2(sampleSize = sampleSize, seed = seed, wd = wd, total_repetitions = total_repetitions, gamma = gamma)

## Simulation 3:
### 10 percent non-zero:
```{r, eval=FALSE}
library(OrzekMasterThesis)
library(OpenMx)
library(caret)
library(laremm)
library(tcltk)
sampleSize = 200 # set the sample size
seed = 719 # set a seed
wd = "~/Desktop" # set a working directory. The outcome file will be saved here
total_repetitions = 1000 # number of repetitions
crossEffect = .2
autoEffect = .5
simulation3_10(sampleSize, seed, wd, total_repetitions, crossEffect, autoEffect)

25 percent non-zero:

```{r, eval=FALSE} library(OrzekMasterThesis) library(OpenMx) library(caret) library(laremm) library(tcltk) sampleSize = 200 # set the sample size seed = 719 # set a seed wd = "~/Desktop" # set a working directory. The outcome file will be saved here total_repetitions = 1000 # number of repetitions crossEffect = .2 autoEffect = .5 simulation3_25(sampleSize = sampleSize, seed = seed, wd = wd, total_repetitions = total_repetitions, crossEffect = crossEffect, autoEffect = autoEffect)

### 50 percent non-zero:
```{r, eval=FALSE}
library(OrzekMasterThesis)
library(OpenMx)
library(caret)
library(laremm)
library(tcltk)
sampleSize = 200 # set the sample size
seed = 719 # set a seed
wd = "~/Desktop" # set a working directory. The outcome file will be saved here
total_repetitions = 1000 # number of repetitions
crossEffect = .2
autoEffect = .5
simulation3_50(sampleSize = sampleSize, seed = seed, wd = wd, total_repetitions = total_repetitions, crossEffect = crossEffect, autoEffect = autoEffect)

Simulation 4:

{r, eval=FALSE} library(OrzekMasterThesis) library(OpenMx) library(caret) library(laremm) library(tcltk) library(ctsem) sampleSize = 200 # set the sample size seed = 750592 # set a seed wd = "~/Desktop" # set a working directory. The outcome file will be saved here total_repetitions = 1000 # number of repetitions simulation4(sampleSize = sampleSize, seed = seed, wd = wd, total_repetitions = total_repetitions, Scale = T)

jhorzek/OrzekMasterThesis documentation built on Aug. 7, 2019, 8:20 a.m.