Dear R helpers!,
I have a question on how to run a regression with many indices.
To give you a practical example,
let
y_{itabp} be an dependent variable (representing prices) indexed by
i=country, t=time, a=area, b=brand and p=package size.
In
particular, we collected prices on the product "cereals" from i=1...,I
countries
over a period of t=1,...,T_{i} months. For example, for Italy we have
price information over24 months whereas for Germany we have price
information over 36 months.
For each country, we have price
information by area (a=1,...,A_{i}- for example, for Italy we have
price information for 5 areas whereas for Germany we have price
information for 9 areas).
For each area we have information on prices by brand (b=1,...,4 )
Finally, for each brand prices are broken down by package size (p=1,2,3)
I want to run a semiparametric regression to see the effect of package size on
y_{itcabp}
I display a sample of my data
Country
Area
brand
packsize
dates
price
Package_size
AA
A1
b1
ps1
01/11/2008
1.760342
0.075
AA
A1
b1
ps1
01/12/2008
1.786739
0.075
AA
A1
b1
ps2
01/11/2008
1.725466
0.075
AA
A1
b1
ps2
01/12/2008
1.678327
0.075
AA
A1
b1
ps3
01/11/2008
1.941369
0.075
AA
A1
b1
ps3
01/12/2008
1.874848
0.075
AA
A2
b2
ps1
01/11/2008
21.49573
0.075
AA
A2
b2
ps1
01/12/2008
22.40766
0.075
AA
A2
b2
ps2
01/11/2008
23.44514
0.075
AA
A2
b2
ps2
01/12/2008
23.1251
0.075
AA
A2
b2
ps3
01/11/2008
22.14254
0.075
AA
A2
b2
ps3
01/12/2008
21.04197
0.075
BB
A1
b1
ps1
01/01/2009
17.38787
0.05
BB
A1
b1
ps1
01/02/2009
18.45013
0.05
BB
A1
b1
ps2
01/01/2009
17.59772
0.05
BB
A1
b1
ps2
01/02/2009
18.41634
0.05
BB
A1
b1
ps3
01/01/2009
18.55188
0.05
BB
A1
b1
ps3
01/02/2009
19.08645
0.05
I also created the variables
countryN that takes 1 for AA, 2 for BB etc,
AreaN that takes 1 for A1, 2 for A2, etc,
brandN that takes 1 for b1, 2 for b2 etc,
packsizeN that takes 1 for ps1, 2 for ps2 etc,
timeN that takes 1 for 01/11/2008 or 01/01/2009 and 2 for 01/12/2008 or
01/02/2009
I, then, run
data<- read.csv("cereals.csv")
rm(list=ls())
foo <- read.csv("cereals.csv")
attach(foo)
require(np)
model <-
npreg(price~factor(Package_size)+factor(timeN)+factor(countryN)+factor(AreaN)+ordered(brandN)+ordered(packsizeN))
summary(model)
plot(model,common.scale=FALSE)
Do you think that these commands serve my goal (to estimate the effect of
package size on y_{itcabp})?
Any code provided is greatly appreciated.
Thank you very much in advance,
andrews
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