gvkey | year | quarter | v1 | v2 | v3 | v4 | v5 |
1 | 1992 | 1 | 213 | 32 | 67 | 678 | 45 |
1 | 1992 | 2 | 546 | 87 | 87 | 123 | 3 |
1 | 1992 | 3 | 345 | 756 | 7567 | 235 | 123 |
1 | 1992 | 4 | 47 | 867 | 6 | 346 | 4 |
1 | 1993 | 1 | 6 | 6 | 546 | 547 | 3456 |
1 | 1993 | 2 | 546 | 234 | 346 | 679 | 546 |
1 | 1993 | 3 | 7547 | 5 | 5467 | 678 | 567 |
1 | 1993 | 4 | 54 | 346 | 567 | 56 | 679 |
1 | 1994 | 1 | 123 | 568 | 678 | 546 | 78078 |
1 | 1994 | 2 | 65 | 346 | 567 | 5687 | 978 |
1 | 1994 | 3 | 867 | 789 | 67 | 679 | 9 |
1 | 1994 | 4 | 6 | 346 | 6 | 78 | 967 |
1 | 1995 | 1 | 867 | 47 | 345 | 9677 | 856 |
1 | 1995 | 2 | 978 | 235 | 234 | 545 | 754 |
1 | 1995 | 3 | 967 | 1234 | 26 | 234 | 5 |
2 | 1992 | 2 | 8 | 56 | 8 | 1234 | 34 |
2 | 1992 | 3 | 78 | 34669 | 56 | 346 | 5 |
2 | 1992 | 4 | 0 | 54235 | 547 | 568 | 2345 |
2 | 1993 | 1 | 68 | 47 | 568 | 67 | 346 |
2 | 1993 | 2 | 54 | 346 | 89 | 978 | 547 |
2 | 1993 | 3 | 65 | 58 | 78 | 78 | 68 |
2 | 1993 | 4 | 7 | 57 | 56 | 967 | 67 |
2 | 1994 | 1 | 679 | 36 | 34 | 854 | 8567 |
2 | 1994 | 2 | 547 | 56 | 6457 | 65 | 342 |
3 | 1993 | 1 | 569 | 9 | 786 | 756 | 756 |
3 | 1993 | 2 | 80 | 7 | 7876 | 967 | 856 |
3 | 1993 | 3 | 689 | 579 | 56 | 56 | 78 |
3 | 1993 | 4 | 78 | 2352 | 76 | 754 | 568 |
3 | 1994 | 1 | 568 | 57 | 78 | 65 | 7 |
3 | 1994 | 2 | 7 | 54 | 767 | 8 | 867 |
3 | 1994 | 3 | 856 | 5465 | 435 | 7 | 867 |
3 | 1994 | 4 | 967 | 76 | 456 | 568 | 856 |
3 | 1995 | 1 | 856 | 7 | 546 | 678 | 54 |
3 | 1995 | 2 | 97 | 78 | 5678 | 978 | 634 |
3 | 1995 | 3 | 67 | 3 | 568 | 967 | 654 |
3 | 1995 | 4 | 568 | 434 | 7 | 867 | 654 |
3 | 1996 | 1 | 8967 | 6 | 856 | 867 | 7 |
3 | 1996 | 2 | 967 | 578 | 856 | 456745 | 568 |
3 | 1996 | 3 | 978 | 58 | 87 | 36 | 5687 |
我得run出兩個model:
model 1: v1~v2+v2
model 2: v1~v2+v3+v4+v5
重點是:
1. model是run repeadly by gvkey
2. 每一次的regression只能有12個數據,也就是說,
第一次的regression只有1-12的數據,第二次的regression是2-13的數據,以此類推。
而我需要的output就會像是:
gvkey | year | quarter | r2_model_1 | r2_model_2 | ||||||
1 | 1994 | 4 | xxx | xxx | 這個是gvkey 1的第12個數據 | |||||
1 | 1995 | 1 | xxx | xxx | 第13個數據 | |||||
1 | 1995 | 2 | xxx | xxx | 以此類推 | |||||
1 | 1995 | 3 | xxx | xxx | gvkey 2因為數據不足12個,所以沒有output | |||||
3 | 1995 | 4 | xxx | xxx | ||||||
3 | 1996 | 1 | xxx | xxx | ||||||
3 | 1996 | 2 | xxx | xxx | ||||||
3 | 1996 | 3 | xxx | xxx |
其中,
r2_model_1和r2_model_2依序是model 1與model2的R-squared的數值。
求請各位幫忙解惑,拜託了!感謝!