Re: [R] Help on running regression by grouping firms

2010-11-25 Thread Hadley Wickham
> res <- function(x) resid(x) > ds_test$u <- do.call(c, llply(mods, res)) I'd be a little careful with this, because there's no guarantee the results will by ordered in the same way as the input (and I'd also prefer ds_test$u <- unlist(llply(mods, res)) or ds_test$u <- laply(mods, res)) > In your

Re: [R] Help on running regression by grouping firms

2010-11-25 Thread Dennis Murphy
Hi: You could try something like this: For illustration, I'll use a data frame that was presented in a recent post to the ggplot2 group. The poster wanted regressions by individual, but you can add more than one grouping variable to the code I show below. It uses the plyr package. library(plyr)

[R] Help on running regression by grouping firms

2010-11-24 Thread Ray Zhang
Hi there, I have a huge data set with multiple firms years and other firm characteristics. I want to run a regression on the dependent variable and other explanatory variables and calculate the residual terms by grouping the firms in same year and same industry. What I want to do is to divid