Thank you for your advice, ill try to be more explicit now, i wasnt in the
first mail because i thought it is a simple question to answer,
so; i have a panel data which contains 48858 observations during 3 year
therefore, there are 146574 observations in total,
i have 22 different industries defined by 2-digit codes
such as 11, 13,14,16...40 therefore, ind_2d contains 22 2-digit codes
for example; i want to do a by-industry analysis and this requires to estimate
the same model for all 22 industry!
as i said total number of observations are 48858(each year), but the 11th
industry has 9466 industries. i mean the code 11 corresponds to 9466
indsustries
so i want to run the regression just for these firms
ind_2d = is industry 2-digit codes in the dataset
when i want to see the overall effect of the independent variables, i dont
define any industry dummy
but to see the effect of the independent variables on the 11th industry i
defined a dummy variable such as:
ind=(ind_2d==11)# this supposed to mean, ind is equal to 11th industry in other
words just take into account the firms which has the code 11, am i mistaken
here?
and then run the regression,
abc<-lm(lnQ~lnC+lnM+lnL+lnE+eco+inno+ind, data=ds)
>> summary(abc)
>
> Call:
> lm(formula = lnQ ~ lnC + lnM + lnL + lnE + eco + inno + ind,
> data = ds)
>
> Residuals:
> Min 1Q Median 3Q Max
> -11.03392 -0.17647 -0.02301 0.14901 7.74957
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 0.8980397 0.0050451 178.001 < 2e-16 ***
> lnC 0.0672255 0.0006523 103.065 < 2e-16 ***
> lnM 0.7990819 0.0006579 1214.596 < 2e-16 ***
> lnL 0.0171633 0.0004004 42.870 < 2e-16 ***
> lnE 0.0670030 0.0006716 99.770 < 2e-16 ***
> ecoTRUE 0.0162249 0.0045672 3.552 0.000382 ***
> innoTRUE 0.0966967 0.0030160 32.062 < 2e-16 ***
> indTRUE -0.1251466 0.0031509 -39.717 < 2e-16 ***
> ---
> Signif. codes: 0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â
> â 1
>
> Residual standard error: 0.2924 on 146159 degrees of freedom
> (407 observations deleted due to missingness)
> Multiple R-squared: 0.9709, Adjusted R-squared: 0.9709
> F-statistic: 6.957e+05 on 7 and 146159 DF, p-value: < 2.2e-16
but when i got the result, i see that the regression has been made for all the
observations
and not just for the industry which i defined with the dummy variable.
so i want to know how to regress the same independent variables just for one
industry but not on all the industries?
Thank you again
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