De: Peter Ehlers [ehl...@ucalgary.ca]
Enviado: quarta-feira, 3 de Abril de 2013 19:01
Para: Adams, Jean
Cc: Cecilia Carmo; r-help@r-project.org
Assunto: Re: [R] linear model coefficients by year and industry, fitted values,
residuals, panel data
A few minor improvements to Jean's post suggested
De: Peter Ehlers [ehl...@ucalgary.ca]
Enviado: quarta-feira, 3 de Abril de 2013 19:01
Para: Adams, Jean
Cc: Cecilia Carmo; r-help@r-project.org
Assunto: Re: [R] linear model coefficients by year and industry, fitted values,
residuals, panel data
A few minor
Carmo
Cc: r-help@r-project.org; Adams, Jean
Assunto: Re: [R] linear model coefficients by year and industry, fitted values,
residuals, panel data
On 2013-04-04 02:11, Cecilia Carmo wrote:
Thank you all. I'm very happy with this solution. Just two questions:
I use mutate() with package plyr
Hi R-helpers,
My real data is a panel (unbalanced and with gaps in years) of thousands of
firms, by year and industry, and with financial information (variables X, Y, Z,
for example), the number of firms by year and industry is not always equal, the
number of years by industry is not always
Cecilia,
Thanks for providing a reproducible example. Excellent.
You could use the ddply() function in the plyr package to fit the model for
each industry and year, keep the coefficients, and then estimate the fitted
and residual values.
Jean
library(plyr)
coef - ddply(final3, .(industry,
A few minor improvements to Jean's post suggested inline below.
On 2013-04-03 05:41, Adams, Jean wrote:
Cecilia,
Thanks for providing a reproducible example. Excellent.
You could use the ddply() function in the plyr package to fit the model for
each industry and year, keep the coefficients,
Peter.
For suggestion 1, what advantages are there to using coef() rather than
$coef?
For suggestion 2, thanks! I'm new to the plyr package and wasn't aware of
the mutate() function.
Jean
On Wed, Apr 3, 2013 at 1:01 PM, Peter Ehlers ehl...@ucalgary.ca wrote:
A few minor improvements to
On 04/04/2013 07:54 AM, Adams, Jean wrote:
Peter.
For suggestion 1, what advantages are there to using coef() rather than
$coef?
Just thought I'd chip in: It is considered, uh, politically correct to use
extractor functions rather than digging out components of objects
in a direct manner.
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