search for: firm2

...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","Z") firm2<-sort(rep(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",&q...

...345,5754,8976,3245,1234,25,1200,2345,2765,389,23456,2367,3892,5438,37824, 23,2897,3456,7690,6022,3678,9431,2890) data1<-data.frame(firm1,year1,industry1,dummy1,dimension1) data1 colnames(data1)<-c("firm","year","industry","dummy","dimension") firm2<-sort(rep(11:15,3),decreasing=F) year2<-rep(2001:2003,5) industry2<-rep(30,15) dummy2<-c(0,0,0,0,0,0,1,1,1,1,1,1,1,0,1) 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 colna...

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

...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(NA,NA,NA,NA,3,4), na.rm=TR...