Dear R-helpers,
I have a basic question on using loops.
I have a panel data set with different variables measured for "n" firms over
"t" time periods. A snapshot of the data is given below
id t X1 X2
1 1 4 3
1 2 9 2
1 3 7 3
1 4 6 6
2 1 6 4
2 2 5 3
2 3 1 1
3 1 9 6
3 2 5 5
thus total sample n=9
My problem is as follows. I need to do some computations on the data where the
first observation for each firm (ie. id=1 and t=1; id=2 and t=1; id=3 and t=1)
requires a specific operation on x1 and x2 and the subsequent operations are
based on the computed value of the first operation.
For example the pseudocode is as follows
##define output matrix
output <- rep(0,n)
## define coefficient vector
b <- c(1,1)
for (i in 1:number of simulations)
{
for (j in 1:id)
{
for(k in 1:t)
{
if(Data$t[,2]==1)
{
meanvec <- Data[k,3:4]%*%b
output[k] = calc (meanvec) # output from calc is a scalar
}
else
output[k]= calc(a*output[k-1]+Data[k,3:4]%*%b)
}
}
}
Thus the end result should be a vector "output" with nine observations based on
the computations.
I hope the problem is clear and I greatly appreciate any help in solving this
problem . Thanks in advance for your help.
Kind Regards
Anup
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