I am new to R and I would love it if you can help me with this because I am having serious difficulties.
I have unbalanced panel data that shows monthly companies' performance compared to the rest of the market in terms of $$ (eg. this month company 1 has made $1000 more than the average of the market). Each of these companies had decided on a strategy when they entered the market (1 through 8). These strategies are nested into two different groups (a,b) so that strategies 1,2, and 3 are part of the group a, while strategies 4 through 8 are part of group b. I would need a rank of the best strategies from best to worst.
I have discretized my DV so that now it only shows whether that month company 1 performed higher or lower than the market. However, I am not sure it is the right way because I would then lose how much better or worse each month companies performed compared to the market.
My data looks like this:
ID Main Strategy YearMonth DiffPerformance Control1 Control 2 DiffPerformanceHL
1 a 2 201706 9.037 2 57 H
1 a 2 201707 4.371 2 57 H
1 a 2 201708 1.633 2 57 H
1 a 2 201709 -3.521 2 59 L
1 a 2 201710 13.096 2 59 H
1 a 2 201711 5.070 2 60 H
1 a 2 201712 4.25 2 60 H
2 b 5 201904 6.78 4 171 H
2 b 5 201905 -15.26 4 169 L
2 b 5 201906 7.985 4 169 H
Where ID is the company, Main is the group (a or b) Strategies are 1 through 8 and nested as previously stated, YearMonth represents the specific month, DifferencePerformance is the DV as a continuous variable, Control 1 is static over time and is a categorical variable (1 through 6), Control 2 is a control count variable that changes over time, and DiffPerformance HL is the discretized DV.
Can you please help me figuring out how to create a nested logit model in R? I would be super appreciative
Thanks
Related
I am dealing with large panel data, here is just my sample panel data:
Year PERMNO A B SIC
1991 a 3 11 2
1991 b 4 12 2
1991 c 5 15 1
1992 a 4 10 2
1992 b 4 14 2
1992 c 3 11 1
1993 a 2 9 2
1993 b 3 15 2
Dynamic GMM enables us to estimate the A-B relation while including both past A levels and fixed effects to account for the dynamic aspects of the A-B relation and time-invariant unobservable heterogeneity.
Specifically, I have the following:
A(t)=alpha+B(t)+A(t-1)+A(t-2)+controls+Year_dummy+Industry_dummy
Currently, I am running:
lm(A ~ B + Controls + lag_A +lag_A_2 + factor(SIC_2)+factor(Year), data = data)
The reason I am not using "plm" is becuase normally we have to set the index:
pdata.frame(data, index = c("PERMNO","Year"))
However, my fixed effects are Year and industry, not individual PERMNO. Each industry contains mutiple PERMNO.In "lm" fixed effects can be implemented by adding factor(SIC_2)+factor(Year).
I do not know how to run this Dynamic GMM in R? I notice some people refer to "pgmm".
I'm very new to data wrangling. And now I have this problem at hand:
So basically I have used tables of biochemical measurements (all numerical) of patients to perform cluster analysis, and by doing so I sorted them into 5 clusters.
Then I also have their clinical data/features, now I want to ask if any of these clinical features (a mix of numerical and categorical features) are significantly different from one cluster to another. So how can I go about this? What test shall I perform? Is there a good library I should be looking at?
To give you an idea about the "clinical data":
ClusterAssigned PatientID age sex stage FISH IGHV IgG ...
1 S134567 50 m 4 11q mutated scig
1 S234667 80 m 2 13q mutated 6.5
1 S135677 55 f 4 11q na scig
1 S356576 94 f 2 13q,t12 unmutated 5
1 S187978 59 m 4 11q mutated scig
4 S278967 80 f 2 17q unmutated 6.5
4 S123467 75 f 4 na unmutated 9.1
4 S234577 62 m 2 t12 mutated 9
.....
So you see the Cluster assigned is based on my cluster analysis. FISH, IGHV, IgG are categorical, and you can see there are sometimes na values and sometimes one person can have multiple entry "13q,t12".
In a discounted way, I can perhaps just take cluster 1 and 4 patients out, emit all na ones, and ask if there is a difference in their age, sex, FISH, IGHV...Still what's the method I can use here to perform such test in one go?
You can convert the categorical variables into dummy variables first and then perform a normal cluster analysis.
Things get more complicated if you have ordered categorical fields
I will present my question in two ways. First, requesting a solution for a task; and second, as a description of my overall objective (in case I am overthinking this and there is an easier solution).
1) Task Solution
Data context: each row contains four price variables (columns) representing (a) the price at which the respondent feels the product is too cheap; (b) the price that is perceived as a bargain; (c) the price that is perceived as expensive; (d) the price that is too expensive to purchase.
## mock data set
a<-c(1,5,3,4,5)
b<-c(6,6,5,6,8)
c<-c(7,8,8,10,9)
d<-c(8,10,9,11,12)
df<-as.data.frame(cbind(a,b,c,d))
## result
# a b c d
#1 1 6 7 8
#2 5 6 8 10
#3 3 5 8 9
#4 4 6 10 11
#5 5 8 9 12
Task Objective: The goal is to create a single column in a new data frame that lists all of the unique values contained in a, b, c, and d.
price
#1 1
#2 3
#3 4
#4 5
#5 6
...
#12 12
My initial thought was to use rbind() and unique()...
price<-rbind(df$a,df$b,df$c,df$d)
price<-unique(price)
...expecting that a, b, c and d would stack vertically.
[Pseudo illustration]
a[1]
a[2]
a[...]
a[n]
b[1]
b[2]
b[...]
b[n]
etc.
Instead, the "columns" are treated as rows and stacked horizontally.
V1 V2 V3 V4 V5
1 1 5 3 4 5
2 6 6 5 6 8
3 7 8 8 10 9
4 8 10 9 11 12
How may I stack a, b, c and d such that price consists of only one column ("V1") that contains all twenty responses? (The unique part I can handle separately afterwards).
2) Overall Objective: The Bigger Picture
Ultimately, I want to create a cumulative share of population for each price (too cheap, bargain, expensive, too expensive) at each price point (defined by the unique values described above). For example, what percentage of respondents felt $1 was too cheap, what percentage felt $3 or less was too cheap, etc.
The cumulative shares for bargain and expensive are later inverted to become not.bargain and not.expensive and the four vectors reside in a data frame like this:
buckets too.cheap not.bargain not.expensive too.expensive
1 0.01 to 0.50 0.000000000 1 1 0
2 0.51 to 1.00 0.000000000 1 1 0
3 1.01 to 1.50 0.000000000 1 1 0
4 1.51 to 2.00 0.000000000 1 1 0
5 2.01 to 2.50 0.001041667 1 1 0
6 2.51 to 3.00 0.001041667 1 1 0
...
from which I may plot something that looks like this:
Above, I accomplished my plotting objective using defined price buckets ($0.50 ranges) and the hist() function.
However, the intersections of these lines have meanings and I want to calculate the exact price at which any of the lines cross. This is difficult when the x-axis is defined by price range buckets instead of a specific value; hence the desire to switch to exact values and the need to generate the unique price variable.
[Postscript: This analysis is based on Peter Van Westendorp's Price Sensitivity Meter (https://en.wikipedia.org/wiki/Van_Westendorp%27s_Price_Sensitivity_Meter) which has known practical limitations but is relevant in the context of my research which will explore consumer perceptions of value under different treatments rather than defining an actual real-world price. I mention this for two reasons 1) to provide greater insight into my objective in case another approach comes to mind, and 2) to keep the thread focused on the mechanics rather than whether or not the Price Sensitivity Meter should be used.]
We can unlist the data.frame to a vector and get the sorted unique elements
sort(unique(unlist(df)))
When we do an rbind, it creates a matrix and unique of matrix calls the unique.matrix
methods('unique')
#[1] unique.array unique.bibentry* unique.data.frame unique.data.table* unique.default unique.IDate* unique.ITime*
#[8] unique.matrix unique.numeric_version unique.POSIXlt unique.warnings
which loops through the rows as the default MARGIN is 1 and then looks for unique elements. Instead, if we use the 'price', either as.vector or c(price) converts into vector
sort(unique(c(price)))
#[1] 1 3 4 5 6 7 8 9 10 11 12
If we use unique.default
sort(unique.default(price))
#[1] 1 3 4 5 6 7 8 9 10 11 12
I have some data extracted via HIVE. In the end we are talking of csv with around 500 000 rows. I want to plot them after grouping them in intervals.
Beside the grouping it's not clear how to visualize the data. Since we are talking about low spends and sometimes a high frequency I'm not sure how to handle this problem.
Here is just an overview via head(data)
userid64 spend freq
575033023245123 0.00924205 489
12588968125440467 0.00037 2
13830962861053825 0.00168 1
18983461971805285 0.001500366 333
25159368164208149 0.00215 1
32284253673482883 0.001721303 222
33221593608613197 0.00298 709
39590145306822865 0.001785281 11
45831636009567401 0.00397 654
71526649454205197 0.000949978 1
78782620614743930 0.00552 5
I want to group the data in intervals. So I want an extra columns indicating the groups. The first group should contain all data with an frequency (called freq) between 1 and 100. The second group should contain all rows where there entries have a frequency between 101 and 200... and so on.
The result should look like
userid64 spend freq group
575033023245123 0.00924205 489 5
12588968125440467 0.00037 2 1
13830962861053825 0.00168 1 1
18983461971805285 0.001500366 333 3
25159368164208149 0.00215 1 1
32284253673482883 0.001721303 222 2
33221593608613197 0.00298 709 8
39590145306822865 0.001785281 11 1
45831636009567401 0.00397 654 7
71526649454205197 0.000949978 1 1
78782620614743930 0.00552 5 1
Is there a nice and gentle art to get this? I need this grouping for upcoming plots. I want to do visualization for all intervals to get an overview regarding the spend. If you have any ideas for the visualization please let me know. I thought I should work with boxplots.
If you want to group freq for every 100 units, you can try ceiling function in base R
ceiling(df$freq / 100)
#[1] 5 1 1 4 1 3 8 1 7 1 1
where df is your dataframe.
I´m obviously a novice in writing R-code.
I have tried multiple solutions to my problem from stackoverflow but I'm still stuck.
My dataset is carcinoid, patients with a small bowel cancer, with multiple variables.
i would like to know how different variables are distributed
carcinoid$met_any - with metastatic disease 1=yes, 2=no(computed variable)
carcinoid$liver_mets_y_n - liver metastases 1=yes, 2=no
carcinoid$regional_lymph_nodes_y_n - regional lymph nodes 1=yes, 2=no
peritoneal_carcinosis_y_n - peritoneal carcinosis 1=yes, 2=no
i have tried this solution which is close to my wanted result
ddply(carcinoid, .(carcinoid$met_any), summarize,
livermetastases=sum(carcinoid$liver_mets_y_n=="1"),
regionalmets=sum(carcinoid$regional_lymph_nodes_y_n=="1"),
pc=sum(carcinoid$peritoneal_carcinosis_y_n=="1"))
with the result being:
carcinoid$met_any livermetastases regionalmets pc
1 1 21 46 7
2 2 21 46 7
Now, i expected the row with 2(=no metastases), to be empty. i would also like the rows in the column carcinoid$met_any to give the number of patients.
If someone could help me it would be very much appreciated!
John
Edit
My dataset, although the column numbers are: 1, 43,28,31,33
1=yes2=no
case_nr met_any liver_mets_y_n regional_lymph_nodes_y_n pc
1 1 1 1 2
2 1 2 1 2
3 2 2 2 2
4 1 2 1 1
5 1 2 1 1
desired output - I want to count the numbers of 1:s and 2:s, if it works, all 1:s should end up in the met_any=1 row
nr liver_mets regional_lymph_nodes pc
met_any=1 4 1 4 2
met_any=2 1 4 1 3
EDIT
Although i probably was very unclear in my question, with your help i could make the table i needed!
setDT(carcinoid)[,lapply(.SD,table),.SDcols=c(43,28,31,33,17)]
gives
met_any lymph_nod liver_met paraortal extrahep
1: 50 46 21 6 15
2: 111 115 140 151 146
i am very grateful! #mtoto provided the solution
John
Based on your example data, this data.table approach works:
library(data.table)
setDT(df)[,lapply(.SD,table),.SDcols=c(2:5)]
# met_any liver_mets_y_n regional_lymph_nodes_y_n pc
# 1: 4 1 4 2
# 2: 1 4 1 3