Re: [R] Dummy variables model

From: Christoph Buser <buser_at_stat.math.ethz.ch>
Date: Tue 06 Sep 2005 - 00:47:16 EST

Hi

If you'd like to fit a fixed effect model without random effects, you can use lm() or aov() (see ?lm and ?aov). If your variable is a factor (?factor) then you can specify your model in lm() without coding all dummy variables.

Regards,

Christoph Buser



Christoph Buser <buser@stat.math.ethz.ch> Seminar fuer Statistik, LEO C13
ETH (Federal Inst. Technology)	8092 Zurich	 SWITZERLAND
phone: x-41-44-632-4673		fax: 632-1228

http://stat.ethz.ch/~buser/

Tobias Muhlhofer writes:
> Hi, all!
>
> Anyone know an easy way to specify the following model.
>
> Panel dataset, with stock through time, by firm.
>
> I want to run a model of y on a bunch of explanatory variables, and one
> dummy for each firm, which is 1 for observations that come from firm i,
> and 0 everywhere else. I have over 200 firms (and a factor variable that
> contains a firm identifier).
>
> Any easy way of going about this, without having to define all these
> dummies? I checked lme() with random = ~ 1|firm, but the problem is that
> these are random effects, i.e. that there are firm-by-firm disturbance
> terms and overall disturbance terms, whereas I want just overall
> disturbance terms. This is generally called a "fixed effects" model,
> although it seems like the term "fixed effects" is being used somewhat
> differently in the context of the nlme package.
>
> Toby
>
> --
> **************************************************************************
> When Thomas Edison invented the light bulb he tried over 2000
> experiments before he got it to work. A young reporter asked
> him how it felt to have failed so many times. He said
> "I never failed once. I invented the light bulb.
> It just happened to be a 2000-step process."
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>
> !DSPAM:431c4675196241771238468!



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Sep 06 01:07:05 2005

This archive was generated by hypermail 2.1.8 : Sun 23 Oct 2005 - 16:19:43 EST