similar to: Help on running regression by grouping firms

Displaying 20 results from an estimated 1000 matches similar to: "Help on running regression by grouping firms"

2010 Jul 22
4
Drop firms in unbalanced panel if not more than 5 observations in consecutive years for all variables
Dear R-user, a few weeks ago I consulted the list-serve with a similar question. However, my task changed a little but sufficiently to get lost again. So I would appreciate any help on the following issue. I use the plm package and work with firm-level data in a panel. I would like to eliminate all firms that do not fulfill the requirement of having an observation in every variable used for at
2009 Jul 21
1
strange dlply behavior
I'm running R 2.9.1 on winXP, using the library plyr. Can anyone explain to me what is going wrong in this code? (in particular see lines marked with ******************) Trying to modify objects in a list created using dlply seems to corrupt the objects in the list. > library(plyr) > d=as.data.frame(cbind(c(1,1,1,2,2,2),c(1,2,3,4,5,6))) > d V1 V2 1 1 1 2 1 2 3 1 3 4 2 4 5
2011 Feb 08
1
Grouping by factors in R
I'm having a hard time figuring out how to group results by certain factors in R. I have data with the following headings: [1] "Time" "Plot" "LatCat" "Elevation" "ElevCat" "Aspect" "AspCat" "Slope" [9] "SlopeCat" "Species" "SizeClass" "Stems" and
2012 Mar 18
1
Help with dlply, loop and column names
Hi, I have a dataframe basically like this: > head(asturias.gen2011[,c(1,4,9:14)]) municipio total upyd psoe pp iu fac tipo 440 Allande 2031 1.44 31.10 39.75 4.01 21.62 1000-10000 443 Aller 12582 1.37 33.30 37.09 15.53 10.35 10000-50000 567 Amieva 805 1.48 32.69 37.36 6.15 20.16 <1000 849
2010 Jan 22
2
sorted reshaping?
dear R wizards:? I am wrestling with reshape.? I have a long data set that I want to convert into a wide data set, in which rows are firms and columns are years. > summary(rin) firm fyear sim1 Min. :1004.00 Min. :1964.0 Min. : -1.00000 1st Qu.:1010.00 1st Qu.:1979.0 1st Qu.: -0.14334 Median :1016.00 Median :1986.0 Median : 0.00116 Mean
2011 Oct 25
1
regression using GMM for mulltiple groups
Inthe code below I was trying to to obtain the GMM estimates for CAPM (REGRESSION) for 36 stocks each have 180 observations,however it only gives me one output rather than 36. In SAS i would just put in a *By statement*. I have a variable TICKER that categorize them into 36 groups. *How can I obtain all 36 output instead of just one.* **
2013 Jan 08
2
plot residuals per factor
Dear R-users, I want to plot residuals vs fitted for multiple groups with ggplot2. I try this code, but unsuccessful. library("plyr") models<-dlply(dat1,"d",function(df) mod<-lm(y~x,data=df) ggplot(models,aes(.fitted,.resid), color=factor(d))+ geom_hline(yintercept=0,col="white",size=2)+ geom_point()+ geom_smooth(se=F) -- --- Catalin-Constantin ROIBU
2011 Mar 11
1
Generation of random numbers in a function - (Return command)
Dear R helpers I have following data.frame and for each product_name, I have associated mean and standard deviation. I need to generate 1000 random no.s for each of these products and find the respective mean and standard deviation.   My R code is as follows.   library(plyr) library(reshape2)   filtered_new <- data.frame(product_name = c("P1", "P2", "P3",
2012 Sep 12
6
How to append the random no.s for different variables in the same data.frame
Dear R helpers, (At the outset I sincerely apologize if I have not put forward my following query properly, though I have tried to do so.) Following is a curtailed part of my R - code where I am trying to generate say 100 random no.s for each of the products under consideration. library(plyr) n = 100 my_code = function(product, output_avg, output_stdev)     { BUR_mc = rnorm(n, output_avg,
2011 Aug 23
3
Linear Regression with 2 grouping variables
Hi all, I have a data set that looks a bit like this. feed1 RFU Site Vial Time lnRFU 1 44448 1 1 10 10.702075 2 47521 1 1 20 10.768927 3 42905 1 1 30 10.66674 4 46867 1 1 40 10.755069 5 42995 1 1 50 10.668839 6 43074 1 1 60 10.670675 7 41195 1 1 70 10.626072 8 47090 1 2 10 10.759816 9 48100 1
2013 Aug 27
1
[plyr] Moving average filter with plyr
Dear all, I'm stuck with a problem using plyr to process a rather large junk of data. What I'm trying to do is applying a moving average to all the subparts of the dataframe (the example data can be found here https://dl.dropboxusercontent.com/u/2414056/testData.Rdata). require(plyr) load("testData.Rdata") applyfilter<-function(x){ return(filter(x,rep(1/5, times=5))) }
2012 Apr 03
1
help in ddply
Hi I've records like this df= x panel 4 1 93 2 21 3 83 4 75 1 87 2 87 3 78 4 50 1 76 2 86 3 65 4 84 1 40 2 39 3 26 4 i want to create histogram out of it . i want all the mid and count values for panel wise my code is histoutput = ddply(df,.(df[2]),hist) i'm not able to get the required result. please help me using for loop takes a lot of time if there are more records ----- Thanks
2009 Mar 04
3
Bug in by() with dates as levels?
Trying to use dates in their R-native form (e.g., POSIXct) rather than turning them into character strings, I've encountered the following problem. I create a data frame where one column is dates. Then I use "by()" to do a calculation on grouped subsets of the data. When I try to extract values from the result, I get "subscript out of bounds". The example below shows the
2011 Sep 29
3
For loop for subset - repeating same over and over?
Hello, I am using the following script to run an anova for numerous species in a table that I have: SiteSpp <-
2011 Nov 03
2
Take variables in data.frame and create list of matrices
Hi, I have this sample data below and would like to create a list of matricies. setseed(1254) id <- c(1,1,1,1 ,2,2,2) o <- as.factor(c(1:4, 1, 3, 4)) r <- rep(.5, 7) v <- rnorm(7) s <- rnorm(7) dat <-data.frame(id, o, r, v, s) dat #> dat # id o r v s # 1 1 0.5 0.7024631 2.0813672 # 1 2 0.5 -0.5541955 0.1095156 # 1 3 0.5 -1.0418167 0.4164930 # 1
2012 Sep 28
3
Better way of Grouping?
Hello R users, This is more of a convenience question that I hope others might find useful if there is a better answer. I work with large datasets that requires multiple parsing stages for different analysis. For example, compare group 3 vs. group 4. A more complicated comparison would be time B in group 3 of group L with B in group 4 of group L. I normally subset each group with the
2012 Mar 30
3
Adding text for written comments to bottom of graphs
Hello All, Recently developed the code below for graphing patterns of chemotherapy administration. As someone just starting to use R in their work, I managed to figure out some parts of the code but needed help with others. setwd("N:/Regimen Coding/0906/Plots Test") getwd() TestData <- structure(list(profile_key = c(1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 3, 3, 3, 3, 3), line = c(1, 1,
2010 Aug 09
2
coef(summary) and plyr
Dear all, I?m having trouble getting a list of regression variables back into a dataframe. mydf <- data.frame(x1=rnorm(100), x2=rnorm(100), x3=rnorm(100)) mydf$fac<-factor(sample((0:2),replace=T,100)) mydf$y<- mydf$x1+0.01+mydf$x2*3-mydf$x3*19+rnorm(100) dlply(mydf,.(fac),function(df) lm(y~x1+x2+x3,data=df))->dl here I?d like to use ldply(dl,coef(summary)) or something
2012 Aug 28
1
don't print object attributes
Dear all Suppose the object below: > require(Hmisc) > require(plyr) > x <- dlply(iris, .(Species), describe) How can I print the object without displaying the attributes? I inspected ?print and ?print.default with no luck. > x $setosa x[, "Sepal.Length"] n missing unique Mean .05 .10 .25 .50 .75 50 0 15 5.006 4.40 4.59
2011 Aug 29
2
splitting into multiple dataframes and then create a loop to work
Dear All Sorry for this simple question, I could not solve it by spending days. My data looks like this: # data set.seed(1234) clvar <- c( rep(1, 10), rep(2, 10), rep(3, 10), rep(4, 10)) # I have 100 level for this factor var; yvar <- rnorm(40, 10,6); var1 <- rnorm(40, 10,4); var2 <- rnorm(40, 10,4); var3 <- rnorm(40, 5, 2); var4 <- rnorm(40, 10, 3); var5 <- rnorm(40, 15,