Question

我目前正在使用CSV文件在R中导入多个数据集。此数据集包含超过16列的2500个变量。我正试图在R中用lm做回归函数但是，当我尝试为年效应或行业效果制作虚拟变量时，回归将无效。

这就是我创建虚拟变量的方式：

CNAME <- factor(Combined.data[6], levels=c(1:20), labels= c("AUSTRIA", "BELGIUM", "DENMARK", 
"FINLAND", "FRANCE", "GERMANY", "IRELAND", "ISLE OF MAN", "ITALY", "LUXEMBOURG",
"NETHERLANDS", "NORWAY", "POLAND", "PORTUGAL", "SPAIN", "SWEDEN", "SWITZERLAND",
"TURKEY", "UNITED KINGDOM", "UNITED STATES"))

这就是回归函数的样子：

results <- lm(Tax_Avoidance ~ ENVSCORE + CGVSCORE + SOCSCORE + ECNSCORE + Size +
                Leverage + ROA + MTB + ROA + RND + AUD + PPE + Intang + CDP +
                CHS + NET + CNAME,
              data = finalresults)

summary(results)

我看不出我做错了什么，感谢你的帮助。

Answer 1

Will this not work for you? Without knowing the error its difficult to know whats going wrong.

CNAME <-  c("AUSTRIA", "BELGIUM", "DENMARK", 
                                                            "FINLAND", "FRANCE", "GERMANY", "IRELAND", "ISLE OF MAN", "ITALY", "LUXEMBOURG",
                                                            "NETHERLANDS", "NORWAY", "POLAND", "PORTUGAL", "SPAIN", "SWEDEN", "SWITZERLAND",
                                                            "TURKEY", "UNITED KINGDOM", "UNITED STATES")

df <- data.frame(replicate(10,sample(0:50,20,rep=TRUE)))
df <- cbind(df, CNAME)

library(dummies)
df <- as.data.frame(df)
df <- dummy.data.frame(df)


results <- lm(X1 ~ ., data = df)
summary(results)

With the data.frame:

  X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 CNAMEAUSTRIA CNAMEBELGIUM
1 41 27  3 28  6  3 35 19  3  34            1            0
2 41 41 30 22 15 42 44 42  6  41            0            1
3 13  1 26 35 44 22 13 11 46  47            0            0
  CNAMEDENMARK CNAMEFINLAND CNAMEFRANCE CNAMEGERMANY CNAMEIRELAND
1            0            0           0            0            0
2            0            0           0            0            0
3            1            0           0            0            0
  CNAMEISLE OF MAN CNAMEITALY CNAMELUXEMBOURG CNAMENETHERLANDS
1                0          0               0                0
2                0          0               0                0
3                0          0               0                0
  CNAMENORWAY CNAMEPOLAND CNAMEPORTUGAL CNAMESPAIN CNAMESWEDEN
1           0           0             0          0           0
2           0           0             0          0           0
3           0           0             0          0           0
  CNAMESWITZERLAND CNAMETURKEY CNAMEUNITED KINGDOM CNAMEUNITED STATES
1                0           0                   0                  0
2                0           0                   0                  0
3                0           0                   0                  0

麻烦创造假人

1 个答案: