search for: sumarri

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2009 Oct 13
2
Linear Regression Question
Dear Sir or Madam, I am a student at MSc Probability and Finance at Paris 6 University/ Ecole Polytechnique. I am using R and I can't find an answer to the following question. I will be very thankful if you can answer it. I have two vectors rendements_CAC40 and rendements_AlcatelLucent. I use the lm function as follows, and then the sumarry function: regression=lm(rendements_CAC40 ~
2012 Mar 14
1
plm function
Dear Sir/ Madam, I am writing about the panel data for my bachelor degree. I would really appreciate if You could help dealing with R functions. I am trying to estimate the panel data lm model with plm function. When i include 3dummy variables into the regression it dont appear in the sumarry of the model, but when i estimate a simple lm model it appears. Why is it so? What should i do to