Displaying 4 results from an estimated 4 matches for "firmid".
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2010 May 20
1
esthetics --- extending the lm command to fixed effects?
...ixed effects? right now, I have (provided to me
from an expert---I would have never figured this one out):
diffid <- function(h,id) {
id <- as.factor(id)[, drop=TRUE]
apply(as.matrix(h), 2, function(x) x - tapply(x,id,mean)[id]
}
which is used as
r= lm( diffid(y, firmid) ~ diffid(x, firmid ) )
it works, but it would be much nicer if I could just write
r= lm( y ~ x + z, fixed.effects=firmid )
does this already exists as a package? or has someone figured out how to
program this?
as I wrote---this is a curiosity question, not a substance question.
regards,...
2012 Sep 20
0
Quantile regression with large number of fixed effects
Dear R users,
I am trying to estimate a median regression with fixed effects. I have an unbalanced panel data set with 5,000 individuals and 10 years, resulting in a total of 20,000 observations.
When I try to add individual (firmid) fixed effects to the quantile regression using the following command:
result<-rq(y~x+factor(firmid),tau=0.5)
I get the following error message:
"Error: cannot allocate vector of size 536.9 Mb"
I assume this has to do with the large number of fixed effects (because it worked when I...
2011 Dec 01
2
R code
...y problem with the paste function.
Thanks very much in advance.
**********************
for(i in 1:93)
{
inputdta<- read.table(file=gsub(" ","",paste("JSR_network_[",i,"].RAW"),
fixed=TRUE), header=TRUE)
colnames(inputdta) <- c("jsrid","firmid","jsrstart","injsr")
print(nrow(inputdta))
}
***************
Message: Error in scan(file, what, nmax, sep, dec, quote, skip, nlines,
na.strings, : line 547 did not have 4 elements
--
View this message in context: http://r.789695.n4.nabble.com/R-code-tp4125904p4125904.htm...
2013 Feb 26
1
Light Libraries
...or and shift its contents numlags items to the
left, filling in appropriate missing values to retain the length of the
vector. If panelid is named, then lagged value from another panelid will
not be assigned to be the lag. (Usually, the panelid will be the firm id,
and the panel must be sorted by firmid. Naturally, it makes little sense to
use this unless the observations are also sorted by the time of the
observation. This is, after all, a lagseries function.)
@USAGE lagseries( seriesin, numlags =1, panelid=NULL)
@ARGUMENTS
seriesin: a numeric vector
numlags: an integer, can be negative
pa...