lm_pool: Linear model function

In xinzhou1023/shrinkest: A package for Bayesian Shrinkage Estimator on panel data.

Description

A function to run fast linear model

Usage

lm_pool(dep, ind, date.start, date.end, date.var, actual, w, data, group,
  wols = F, is.int = T)

Arguments

dep	a character of dependent variable name.
ind	a character vector containing independent variables.
date.start	a character of modeling start date in "MM-DD-YYYY".
date.end	a character of modeling start date in "MM-DD-YYYY".
date.var	a character of date variable name.
actual	a character of actual variable name.
w	a character of weight variable name.
data	a data.table class dataset for modeling.
group	a character of cross section variable name.
wols	a boolean for weighted OLS or not. Default is F
is.int	a boolean for intercept. Default value is True.

Value

a list of modeling result. It contains the following components: coef: a matrix with coefficients and statistics. fit: a list containing modeling result of each cross section. group: a character of cross section name. dep: a character of dependent variable name. actual: a character of actual variable name. w: a character of weight variable name. date.start: a character of modeling start date in "MM-DD-YYYY". date.end: a character of modeling start date in "MM-DD-YYYY". date.var: a character of date variable name.

xinzhou1023/shrinkest documentation built on May 4, 2019, 1:07 p.m.