Dear All,
Now I am thinking to use a for loop:
for (i in 1:200) { /Results/ <-lm(R[,i] ~ F, weights=W[,i])}
The thing is, I can get WLS regression coefficients and residuals for each
company each with unique weight, but I am wondering how to easily combine
all coefficients and residuals for AL
Dear All,
I've been trying to run a Weighted Least Squares (WLS) regression:
Dependent variables: a 60*200 matrix (*Rit*) with 200 companies and 60 dates
for each company
Independent variables: a 60*4 matrix (*Ft*) with 4 factors and 60 dates for
each factor
Weights: a 60*200 matrix (*Wit*) with
Thank you for your suggestion Gabor. I hope they can fix this in later
versions.
Victor
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Dear All,
When I use read.xls() in gdata package to read xls files, I noticed an issue
and couldn't find any solutions after I serched all previous posts.
In the excel file, the number value, for example, is actually 2.3456789 but
formatted as 2.3 (Format Cells ---> Decimal places:1). After I use
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