search for: firm1

...ta is a panel (unbalanced and with gaps in years) of thousands of firms, by year and industry, and with financial information (variables X, Y, Z, for example), the number of firms by year and industry is not always equal, the number of years by industry is not always equal. #reproducible example firm1<-sort(rep(1:10,5),decreasing=F) year1<-rep(2000:2004,10) industry1<-rep(20,50) X<-rnorm(50) Y<-rnorm(50) Z<-rnorm(50) data1<-data.frame(firm1,year1,industry1,X,Y,Z) data1 colnames(data1)<-c("firm","year","industry","X","Y",&q...

...eparated samples with the same number os firms where #one firm in the first have a corresponding firm in the second with the same #year, industry and dimension (the dimension doesn't need to be exactly the #same, it could vary in an interval of +/- 10%, for example) #My reproducible example firm1<-sort(rep(1:10,5),decreasing=F) year1<-rep(2000:2004,10) industry1<-rep(20,50) dummy1<-c(0,0,1,1,0,0,1,1,0,1,1,1,0,0,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,0,1,0,1,0,1,1,1,1,1,0,0,1,0,0,0,0,0,1,1,1) dimension1<-c(2120,345,2341,5678,10900,4890,2789,3412,9500,8765,4532,6593,12900,123,2345,3178,...

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

...can be negative panelid: an optional panel id @DETAILS 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...