Displaying 4 results from an estimated 4 matches for "firm3".
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2013 Apr 03
1
linear model coefficients by year and industry, fitted values, residuals, panel data
...11:15,3),decreasing=F)
year2<-rep(2001:2003,5)
industry2<-rep(30,15)
X<-rnorm(15)
Y<-rnorm(15)
Z<-rnorm(15)
data2<-data.frame(firm2,year2,industry2,X,Y,Z)
data2
colnames(data2)<-c("firm","year","industry","X","Y","Z")
firm3<-sort(rep(16:20,4),decreasing=F)
year3<-rep(2001:2004,5)
industry3<-rep(40,20)
X<-rnorm(20)
Y<-rnorm(20)
Z<-rnorm(20)
data3<-data.frame(firm3,year3,industry3,X,Y,Z)
data3
colnames(data3)<-c("firm","year","industry","X","Y",&q...
2013 Jun 07
4
matched samples, dataframe, panel data
...1,1,1,1,1,1,1,0,1)
dimension2<-c(12456,781,32489,2345,5754,8976,3245,2120,345,2341,5678,10900,12900,123,2345)
data2<-data.frame(firm2,year2,industry2,dummy2,dimension2)
data2
colnames(data2)<-c("firm","year","industry","dummy","dimension")
firm3<-sort(rep(16:20,4),decreasing=F)
year3<-rep(2001:2004,5)
industry3<-rep(40,20)
dummy3<-c(0,0,1,0,1,0,1,0,1,1,1,1,1,0,0,0,0,1,0,0)
dimension3<-c(23456,1181,32489,2345,6754,8976,3245,1234,1288,1200,2345,2765,389,23456,2367,3892,6438,24824,
23,2897)
data3<-data.frame(firm3,year3,indu...
2005 Sep 05
4
Dummy variables model
Hi, all!
Anyone know an easy way to specify the following model.
Panel dataset, with stock through time, by firm.
I want to run a model of y on a bunch of explanatory variables, and one
dummy for each firm, which is 1 for observations that come from firm i,
and 0 everywhere else. I have over 200 firms (and a factor variable that
contains a firm identifier).
Any easy way of going about
2013 Feb 26
1
Light Libraries
...LS
None
@SEEALSO
leadseries, chgseries, pchgseries, compoundseries
@EXAMPLES
x <- rnorm(10)
xlag <- lagseries(x,2)
lm( x ~ xlag )
d <- data.frame( x <- c( rnorm(20), runif(30), rcauchy(40) ),
who= c( rep("firm1",20), rep("firm2", 30),
rep("firm3",40)),
year= c( 1961:1980, 1971:2000, 1971:2010 ) )
lagd <- data.frame( x=lagseries(d$x, panelid=who), who=d$who,
year=lagseries(d$x, panelid=who) )
',
test = '
all( lagseries( 1:6, 2, c(1,1,2,2,2,2) ) == c(NA,NA,NA,NA,3,4),
na.rm=TRUE )
')
##############...