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b2
2013 Apr 03
1
linear model coefficients by year and industry, fitted values, residuals, panel data
...mes(data3)<-c("firm","year","industry","X","Y","Z")
final1<-rbind(data1,data2)
final2<-rbind(final1,data3)
final2
final3<-final2[order(final2$industry,final2$year),]
final3
I need to estimate a linear model Y = b0 + b1X + b2Z by industry and year, to obtain the estimates of b0, b1 and b2 by industry and year (for example I need to have de b0 for industry 20 and year 2000, for industry 20 and year 2001...). Then I need to calculate the fitted values and the residuals by firm so I need to keep b0, b1 and b2 in a way that...