Displaying 2 results from an estimated 2 matches for "f3t".
Did you mean:
f32
2001 Nov 15
3
pdf() behavior (PR#1174)
...x8TVXNq9O7W5R6XuvyhePLjC+18H3L4btJ/aW56a9c
PHJx8w/5Ra2Zxccyx+D8L+QHN9zX9+3QvnqX8fm4eR0dHJalubj1NHezzKZ/hi6bC3pez22J/0s5
ntOEdlpO380LygOnP9wmW6xepqjOwcI/2O9ot2AGVoMC8VEOxeUmPklX4+naoSzcXs72vAJQSwME
CgAEAAYAJEdvK2WnKv6sAAAAOgEAAAgAAAB0ZXN0LmRhdBmaAxr7+wsCCxMCAwJD+/v7+/v7+/v7
+/v7WwgCAAEDOPn5+XkGAAEW9/f3t/FrqrPfx8bI/ZwZWb8cI8vXMnv+3dnT91IZl8rI+GMVb1Qc
540/hmRk6YpTx2T/URhtiLcoLitqunn3g/x964yuov4VmRXnqBiR7UdXjIgot7/I6CKusEJ4GVlI
LZiYFU2DEWX1aFTwePvjGDEq7qtoUnxN0cxr64qS2pYU8wRQSwECCgMKAAQABgBdUW8r3NuSP6AB
AADKAgAABgAAAAAAAAAAAAAApIEAAAAAdGVzdC5yUEsBAgoDCgAEAAYAJEdvK2WnKv6sAAAAOgEA
AAgAAAAAAAAAAAAAAKSBx...
2011 Jul 14
1
WLS regression, lm() with weights as a matrix
...60 dates
for each company
Independent variables: a 60*4 matrix (*Ft*) with 4 factors and 60 dates for
each factor
Weights: a 60*200 matrix (*Wit*) with weights for 200 companies and 60 dates
for each company
The WLS regression I would like to run is:
(Wit)*Rit = a*(Wit*F1t) + b*(Wit*F2t) + c*(Wit*F3t) + d*(Wit*F4t) + eit
Ideally, I want to run WLS regressions for each company i (i.e., 200 WLS
regressions in total), in each regression using weights from column i in
matrix *Wit* ,and in the end obtain a 60*4 matrix with coefficients and a
200*60 matrix with residuals.
However, when I run:
/lm(...