我正在尝试在某些约束下使用多个假人进行回归。公式为:在国家贝塔之和等于 0 且行业相同的约束下,返回 ~ 国家 + 行业。代码如下:(重现数据的dput在底部)
test = lm(Ret ~ Dum.count + Dum.sect + 0 , data=reg.data, weights = weight)
问题是
test$coefficients
不显示所有系数(它忘记了部门“消费者自由裁量权”)。我读到 R 中的虚拟模型化自愿省略了一个虚拟对象作为截距,这就是我在公式中使用 0 的原因。
关于我正在考虑使用的约束
options(contrasts=c('contr.sum', 'contr.sum'))
这应该确保一些 beta 为 0,即使我认为默认情况下 R 正在对虚拟回归应用这样的约束。
我的问题很简单,如何获得所有虚拟变量的系数以及 Ret ~ Dum.Count + Dum.sect 中的截距。
数据:
structure(list(Ret = c(0, 0, -0.029207812448361, -0.0130948776039107,
0, -0.0139720566633232, -0.0101638349799049, -0.014567900868859,
-0.0160237311029044, 0, -0.0138193495631563, -0.0118883623673851,
-0.0127607940998118, -0.0168323947578526, -0.0140598414299611,
-0.0270653026036032, -0.013511069247101, -0.0190114076115796,
-0.00954127690170647, -0.00814207809427425, -0.0158862534893693,
0.00250062313018495, -0.015424574198733, -0.0171911400649766,
-0.0161667102628111, 0.0475020485164568, 0, 0, 0, -0.00777133018019516,
-0.0157298360407402, 0.0053586713804914, 0.0179304441180137,
0.00979384741520195, 0.0116018269502725, 0.00122347981174808,
0.0115073954888256, 0.00775992307966877, 0.0121949267497194,
-0.0146997128177213, -0.000215525277190709, -0.00896361197372919,
-0.000835923344706724, -0.000232890994861901, 0.00641661895030676,
-0.0104823974697706, -0.00844271241021, -0.00432712125533785,
-0.00960478935057751, 0, 0, 0, 0, 0, 0, 0, 0, 0.00506636768628788,
0.0097798264183806, 0.0143961770922494, 0.0252683812565806, 0.00563260340433058,
0.00334287848464543, 0.00835714828430389, 0.0107771256263582,
-0.00696322657200987, -0.0214181284389567, -0.0116731306341926,
-0.0140633511378349, -0.00194417471772934, -0.0177431321483384,
-0.0142454788364048, -0.0030061504164367, -0.00985741567595944,
0.00792966751267032, -0.0157232672422116, 0.00125884611876703,
0.0310231057254129, 0.00402193467607681, -0.00121009036148767,
0.00022232060186167, 0.0484403657127666, -0.0102214651737076,
-0.0249988098851416, -0.0216788100661882, -0.0137027808902404,
-0.0139364315200998, -0.0275842861894361, -0.0182020812602122,
-0.0176606200709191, -0.00184024399175853, -0.0359503321252187,
-0.0318840582087271, -0.0195646518292369, -0.0143828397650354,
-0.00280373699740988, -0.0243112060592608, -0.0132383744206145,
0.0106477369754114, 0, 0, -0.013426426522294, -0.0172944774973097,
-0.0215053756289628, -0.0115979344111095, -0.0109402792291073,
-0.0188627780739065, -0.0142372864226882, -0.0110565107569237,
-0.0146299311235384, 0.000724629992367554, -0.0144984982517111,
-0.00573802897756559, 0.00038506128891691, -0.00144040372489262,
-0.011559139022347, -0.0143338973987025, -0.0205319648091751,
-0.0171874999153895, -0.00149327033404389, -0.0394479269788044,
-0.0225633240477795, -0.0107680556198698, -0.00835583078651603,
0.00211242873393491, -0.00364401489737154, -0.0180853942177508,
-0.0210355375208076, -0.0208075505744103, -0.00249010480152523,
-0.0101332019980594, -0.00252174474023059, -0.00659553350141795,
-0.0078606114276113, -0.00502390285343002, -0.0110866654897432,
-0.00124702742574334, -0.0113807040017209, -0.0171872655077397,
-0.0195652217418099, -0.002853180965806, -0.00232841263968908,
-0.0145772577174477, 0.0045662162613791, 0.00031911110716476,
-0.0100137174240935, -0.0128148587844399, -0.0109289621534523,
-0.0140788719909154, 0.000887948470046362, 0.0163067419738041,
0.0153246731111047, 0.00245398972794453, 0, 0, 0, 0, 0, 0, 0,
0, 0, -0.0074370698074504, -0.00891682388409309, -0.000180179829206706,
0, 0, 0, 0, 0, 0, 0, -0.0246693606487164, -0.0184720423937192,
-0.0176723497534155, -0.0141871872888074, -0.00517469051101072,
-0.0206752390244536, -0.0159270507413398, -0.0162002498088399,
0.00669666513694334, -0.0258800504076288, -0.012334633440729,
-0.0270719005342829, -0.0150030627327047, 0.0018038235032265,
-0.0168016423333317, -0.0190191457054192, 0, 0, 0, -0.00734033878707951,
-0.00674636964198494, -0.00642260392055072, -0.00574387202783366,
-0.00345160334142969, -0.00882475645927427, -0.00569883099058277,
-0.00738164640695826, -0.00541557927934055, 0.00853656974632222,
0.00890911631628999, 0.00857579687603893, -0.000430800128892739,
-0.00148239510920689, 0.0177863306273693, 0.0044396555126669,
0.00229617979641938, -0.0227630449473507, 0.0074472075431038,
0.0125810156721518, 0, 0, 0, -0.00548986480087421, -0.0154140902995596,
-0.0068965480035369, 0, -0.00100669807072151, 0.00581395503714099,
-0.00962155191477765, -0.00467889485209072, -0.00503685129724607,
-0.00545191807568957, -0.0095908584442298, -0.00831924569732923,
-0.00212765967698436, -0.00245816376278318, -0.00326648875677793,
-0.00554969205130518, -0.0069577467345161, -0.017802379531679,
-0.00698742176821177, -0.0117086886552096, -0.00677880575466405,
-0.0118429507579108, -0.0196538490073904, -0.00669069605846839,
-0.00196671847096275, -0.0103651363293663, -0.0131004417611957,
-0.0141962159790567, -0.0110420982116181, -0.0230263143564783,
-0.00916230249106997, -0.00864197457647109, -0.0436835891381346,
-0.00176056531339774, -0.00722021811718365, 0, 0, 0, -0.0030383392176867,
0.00851811791112023, 0.00254171513696044, -0.00791855191519375,
-0.00307692209748389, 0.00415078078716569, 0.0133393358554736,
0.00516195600887026, 0, 0, 0, 0, 0, 0, 0.00208014929305977, 0.00785231023761823,
-0.0098290573835752, -0.0376134812621233, 0.0180416603872335,
0.00679611592663321, 0.00824431937901626, -0.0162141805546233,
0.0212896626455286, -0.0988173014048515, -0.0242649161941374,
0, 0, 0, 0, -0.00100339644936687, -0.00542904187899385, 0.00762711896673074,
-0.00274629483394417, 0.00639258109944429, -0.0253452486656157,
-0.0234059631154547, -0.0106856645844248, -0.0105048879803891,
-0.00996965670698602, -0.00994173530622566, -0.00417057735172199,
-0.0181977597109311, -0.00903209483385536, -0.0110172402005969,
-0.00708584774262722, -0.00188880873871866, -0.00214252049768071,
-0.0106430227519835, -0.0143493081253891, -0.00838724216786557,
-0.00105298694133393, 0.00508702582645171, -0.0168949074416769,
0.0064401025366938, 0.0213990855365818, 0.0038106323595648, -0.00195721095748969,
0.0147058822269497, 0.0066857684565933, 0.00186540579163852,
-0.00726165400197554, -0.0119383516086875, -0.0164804096531268,
0.00324923087488393, 0.00309000870142828, 0, -0.00738244417262734,
0.00353081443803238, -0.0114724575309201, 0.000107350663112404,
-0.00552486283201059, -0.0152003926399522, -0.00202485399514052,
0.00494151428543499, -0.00760244020239975, 0.000151309270926658,
-0.000995887251685423, -0.00340575234330787, 0.00794552468230658,
-0.000254961250433228, -0.00849117013431566, -0.00357495164666255,
-0.00868093244254886, 0.00454884652721699, -0.0102508862917655,
-0.00724354855628362, -0.0203438713533814, 0.00047778086527539,
-0.00191240348648059, -0.00148113348601808, -0.00141339061818291,
-0.00944409014293923), Dum.sect = c("Industrials", "Financials",
"Energy", "Financials", "Telecom Services", "Energy", "Materials",
"Industrials", "Financials", "Telecom Services", "Energy", "Materials",
"Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Information Technology", "Telecom Services",
"Utilities", "Materials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Telecom Services", "Materials",
"Financials", "Telecom Services", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Information Technology", "Telecom Services", "Utilities",
"Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Telecom Services", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Financials", "Telecom Services",
"Utilities", "Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Energy", "Materials", "Consumer Staples",
"Financials", "Utilities", "Financials", "Telecom Services",
"Utilities", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Telecom Services", "Financials", "Telecom Services",
"Energy", "Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Information Technology", "Telecom Services",
"Utilities", "Energy", "Materials", "Industrials", "Consumer Discretionary",
"Health Care", "Financials", "Information Technology", "Telecom Services",
"Utilities", "Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Information Technology", "Telecom Services", "Utilities",
"Materials", "Consumer Discretionary", "Financials", "Telecom Services",
"Utilities", "Industrials", "Consumer Discretionary", "Financials",
"Information Technology", "Telecom Services", "Utilities", "Energy",
"Health Care", "Financials", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Telecom Services", "Utilities", "Materials", "Industrials",
"Consumer Staples", "Financials", "Energy", "Materials", "Health Care",
"Financials", "Information Technology", "Telecom Services", "Energy",
"Materials", "Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Information Technology", "Telecom Services",
"Utilities", "Energy", "Industrials", "Consumer Discretionary",
"Financials", "Telecom Services", "Utilities", "Materials", "Financials",
"Telecom Services", "Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Information Technology", "Telecom Services", "Utilities",
"Industrials", "Financials", "Telecom Services", "Industrials",
"Consumer Staples", "Financials", "Materials", "Financials",
"Telecom Services", "Telecom Services", "Energy", "Materials",
"Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Telecom Services", "Utilities",
"Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Financials", "Information Technology", "Telecom Services",
"Energy", "Materials", "Consumer Staples", "Financials", "Telecom Services",
"Materials", "Industrials", "Health Care", "Information Technology",
"Telecom Services", "Utilities", "Materials", "Financials", "Telecom Services",
"Materials", "Financials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Financials", "Telecom Services", "Utilities",
"Energy", "Materials", "Consumer Staples", "Financials", "Telecom Services",
"Utilities", "Energy", "Materials", "Consumer Discretionary",
"Consumer Staples", "Financials", "Telecom Services", "Utilities",
"Energy", "Consumer Staples", "Financials", "Utilities", "Industrials",
"Financials", "Telecom Services", "Utilities", "Energy", "Materials",
"Consumer Staples", "Financials", "Telecom Services", "Utilities",
"Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Financials", "Telecom Services", "Energy",
"Materials", "Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Telecom Services", "Utilities",
"Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Financials", "Telecom Services", "Energy",
"Materials", "Industrials", "Consumer Discretionary", "Consumer Staples",
"Health Care", "Financials", "Information Technology", "Telecom Services",
"Energy", "Materials", "Industrials", "Consumer Discretionary",
"Consumer Staples", "Health Care", "Financials", "Information Technology",
"Telecom Services", "Utilities", "Energy", "Materials", "Industrials",
"Consumer Discretionary", "Consumer Staples", "Health Care",
"Financials", "Telecom Services"), Dum.count = structure(c(79L,
79L, 3L, 3L, 3L, 5L, 5L, 5L, 5L, 5L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 8L, 8L, 8L, 8L, 8L, 8L, 6L, 6L, 6L, 11L, 11L,
11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 14L, 14L, 14L, 14L, 14L,
14L, 14L, 14L, 14L, 14L, 73L, 73L, 73L, 73L, 73L, 73L, 73L, 73L,
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 16L, 16L, 16L, 16L, 16L,
16L, 16L, 16L, 16L, 16L, 17L, 17L, 17L, 17L, 17L, 20L, 20L, 20L,
30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 21L, 21L, 21L, 21L,
21L, 21L, 21L, 23L, 23L, 70L, 70L, 70L, 70L, 70L, 70L, 70L, 70L,
70L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 29L, 29L, 29L,
29L, 29L, 29L, 29L, 29L, 29L, 29L, 12L, 12L, 12L, 12L, 12L, 12L,
12L, 12L, 12L, 12L, 32L, 32L, 32L, 32L, 32L, 33L, 33L, 33L, 33L,
33L, 33L, 34L, 34L, 34L, 36L, 36L, 36L, 36L, 36L, 36L, 36L, 36L,
36L, 37L, 37L, 37L, 37L, 38L, 38L, 38L, 38L, 38L, 38L, 35L, 35L,
35L, 35L, 35L, 35L, 35L, 35L, 35L, 35L, 39L, 39L, 39L, 39L, 39L,
39L, 42L, 42L, 42L, 41L, 41L, 41L, 41L, 41L, 41L, 41L, 41L, 41L,
41L, 69L, 69L, 69L, 69L, 69L, 69L, 69L, 69L, 69L, 69L, 45L, 45L,
45L, 71L, 71L, 71L, 51L, 51L, 51L, 50L, 48L, 48L, 48L, 48L, 48L,
48L, 48L, 48L, 48L, 52L, 52L, 52L, 52L, 52L, 52L, 52L, 52L, 55L,
55L, 55L, 55L, 55L, 53L, 53L, 53L, 53L, 53L, 53L, 56L, 56L, 56L,
58L, 58L, 59L, 59L, 59L, 59L, 59L, 59L, 57L, 57L, 57L, 57L, 57L,
57L, 60L, 60L, 60L, 60L, 60L, 60L, 60L, 61L, 61L, 61L, 61L, 62L,
62L, 62L, 62L, 64L, 64L, 64L, 64L, 64L, 64L, 72L, 72L, 72L, 72L,
72L, 72L, 72L, 72L, 72L, 66L, 66L, 66L, 66L, 66L, 75L, 75L, 75L,
75L, 75L, 75L, 75L, 75L, 75L, 78L, 78L, 78L, 78L, 78L, 78L, 78L,
74L, 74L, 74L, 74L, 74L, 74L, 74L, 74L, 74L, 81L, 81L, 81L, 81L,
81L, 81L, 81L, 81L, 81L, 81L, 68L, 68L, 68L, 68L, 68L, 68L, 68L,
68L), .Label = c("ACWI", "ACWI + FM", "ARGENTINA", "AUSTRALIA",
"AUSTRIA", "BAHRAIN", "BANGLADESH", "BELGIUM", "BOSNIA-HERZE.",
"BOTSWANA", "BRAZIL", "BRITAIN", "BULGARIA", "CANADA", "CHILE",
"CHINA", "COLOMBIA", "COSTA RICA", "CROATIA", "CZECH", "DENMARK",
"Dev.", "EGYPT", "EM", "ESTONIA", "EUROZONE", "FINLAND", "FM",
"FRANCE", "GERMANY", "GHANA", "GREECE", "HONG KONG", "HUNGARY",
"INDIA", "INDONESIA", "IRELAND", "ISRAEL", "ITALY", "JAMAICA",
"JAPAN", "JORDAN", "KAZAKHSTAN", "KENYA", "KUWAIT", "LEBANON",
"LITHUANIA", "MALAYSIA", "MAURITIUS", "MEXICO", "MOROCCO", "NETHERLANDS",
"NEW ZEALAND", "NIGERIA", "NORWAY", "OMAN", "PAKISTAN", "PERU",
"PHILIPPINES", "POLAND", "PORTUGAL", "QATAR", "ROMANIA", "RUSSIA",
"Serbia", "SINGAPORE", "SLOVENIA", "SOUTH AFRICA", "SOUTH KOREA",
"SPAIN", "SRI LANKA", "SWEDEN", "SWITZERLAND", "TAIWAN", "THAILAND",
"TRINIDAD", "TUNISIA", "TURKEY", "UAE", "UKRAINE", "UNITED STATES",
"VIETNAM", "ZIMBABWE"), class = "factor"), weight = c(NA, 0.000520041385521202,
9.01950553319875e-05, 0.000100591224348651, 5.41621580434692e-05,
0.000167148878114065, 0.000140032197917218, NA, 0.00043289861233755,
3.03216418923979e-05, 0.0017041844684895, 0.00558849753044759,
NA, 0.000532655412075508, 0.00282636184938851, 0.00128555299047677,
0.0158196948568543, 0.000162084131914362, 0.00066973539869799,
0.000442374807565757, 0.0004169308466344, 7.98731009207813e-05,
0.00274454423202768, 0.000292217898089771, 0.000833908749188782,
0.000148992698676594, 5.37002442822141e-06, 2.55035767874359e-05,
1.13844215503653e-05, 0.00197425770290485, 0.00185089458809941,
NA, 0.00073674898431422, 0.00203490652583355, 9.56794065099678e-05,
0.00424438201363887, 0.000437306245555718, 0.000353266337830866,
0.000677331306890789, 0.0109142635212147, 0.00482170736142478,
NA, 0.00212241054424136, 0.00125334951768297, 0.00134049492981561,
0.0154267153937078, 0.000542182688412873, 0.000995453476412365,
0.000489874175993142, 0.000417456462489544, 0.00225274622367484,
NA, 0.00204031743017601, 0.00748408941402412, 0.01238330940116,
0.00606523455844243, 0.000370800808101754, 0.000159812550668776,
0.000187214745647669, NA, 0.000225733316656032, 0.0002152444548593,
0.000301865173738152, 4.12098919897373e-05, 0.000474066528275033,
0.00313691335134659, 0.000654393929077847, NA, 0.00121581726238987,
0.001197014138175, 0.00038575577333429, 0.00845368851837658,
0.00306158774774048, 0.00243686572288116, 0.000892091475960867,
0.000235494113417541, 0.000258004167635095, 9.59520022496746e-05,
0.000526395755998036, 9.49184607846087e-05, 9.46872741803485e-05,
3.12084980957958e-05, 0.00012980482830891, 0.00476274175547434,
NA, 0.00708771065718882, 0.00129721800667729, 0.00451975766039623,
0.00565243144711742, 0.00252204805736615, 0.00150427736450649,
0.00158669914655263, 0.000328481525529262, NA, 0.000223199361310245,
0.000293105007098944, 0.00289127372344326, 0.000596892251968017,
0.000237504201989964, 0.000182415912144681, 7.23719371526633e-05,
0.000621123627831815, NA, 0.000893240221040478, 0.000145324872475037,
0.000191033269383196, 0.00672776172771586, 0.000423632069828311,
0.00189383338550945, 0.00184917767521366, 6.77939415842332e-05,
0.000384070454868823, NA, 0.000112755275328428, 0.000105370182886625,
0.000629423497685844, 0.00083818255773377, 0.000114319753545826,
0.000320949927350397, 0.00420435515895106, 0.00223772646545699,
NA, 0.00504666689511999, 0.00384833173975654, 0.00416684718091077,
0.00636221222504172, 0.00113088254061143, 0.00186618128466519,
0.00161475781397291, 0.0143614055727104, 0.00802003670008823,
NA, 0.00647120211531932, 0.0132138727218262, 0.0077632262791563,
0.0181539373068718, 0.00076652557316303, 0.00409233184302446,
0.00341541300230001, 3.99254525121229e-05, 0.000187576965055149,
0.000466930324658621, 9.51568919880227e-05, 4.8860016813267e-05,
NA, 0.00196158983239875, 0.00695397443067341, 7.20351684946877e-05,
0.000157550759730307, 0.0013218211130744, 5.88088168409117e-05,
6.66613808645955e-05, 0.000111634934200908, 9.06176128855417e-05,
0.000211552540624322, NA, 0.000545166925830964, 0.000383969522519521,
8.98763657941659e-05, 0.001101400648447, 0.000407890167722191,
0.000158514368833466, 0.000487766814995315, NA, 0.000336038030038428,
0.000246298938179364, 5.27943500874004e-05, 0.000149334619314387,
0.00131509126887927, 0.000375748766387963, 6.65736995469907e-05,
0.000101855880933195, 0.000958326601909033, 0.000625100723205665,
NA, 0.000520592846361429, 0.000828228547472056, 0.000644090081901672,
0.00148329626955155, 0.00165203908371526, 0.000236853436982543,
0.000327567632167369, 0.00229629759400016, NA, 0.000600186700977042,
0.00368916150899651, 0.000486625595007798, 0.00174913110881759,
2.14852756405103e-06, 1.88877351370506e-05, 2.17169502061094e-06,
0.000886968652438946, 0.00478392888904646, NA, 0.0167025785098221,
0.00533599115238815, 0.00492026145014813, 0.0156447950402715,
0.0088887680291652, 0.00446376385202905, 0.00189896944038835,
0.000308360589278871, 0.001602731847897, NA, 0.00344494503811641,
0.00102449645908606, 0.000106518784084221, 0.00261827782410162,
0.00658086485475422, 0.000187487928691746, 0.000350981058253314,
NA, 0.000565669044174583, 0.000167158104926062, NA, 3.24612144691137e-06,
1.65397314983294e-05, 2.92443019551012e-05, 0.000102723894438066,
6.25068934519e-05, 0.00114700667444234, 0.00020384708321477,
0.000200803672792674, NA, 0.000422475568607068, 0.00043742008149273,
0.000101612546050514, 0.00154369406250457, 0.000485874486922917,
0.000531241200858085, 0.000173965248036944, 0.000821040079212838,
NA, 0.000807047252299039, 0.00301427353142851, 0.00206653182278063,
0.00116645591661203, 0.0004825912225592, 0.00149636802015173,
0.000460759215243854, 0.000209298828977479, 0.000599307844568033,
0.000493830372946341, 0.00014892762454252, NA, 7.28181078377453e-05,
3.76758311806009e-05, 0.000125680138587701, 4.90027397022612e-05,
1.88919151006188e-05, 8.52061355242569e-05, 4.09084186506651e-05,
0.000219079113625454, 0.000288385843570973, 0.000348544069690578,
4.81093175061434e-05, 9.21007017007808e-05, 0.000475776084159152,
0.000124980433307756, 6.55297072177827e-05, 9.00818802086268e-05,
5.12001601484466e-05, 4.26040356580944e-06, 7.55220608958236e-05,
3.5582285679068e-06, 3.51648567523055e-06, 0.000209192254833606,
0.000241465206244861, 3.69654103688837e-05, 2.823002331492e-05,
0.0010075550797464, 6.23276933356582e-05, 0.000261329408592834,
0.000192605100211058, 9.61743990486272e-05, 0.000147868104076224,
0.000303093749669182, 4.92940275006448e-05, 0.000317785857716085,
0.000130855366785042, 3.93468370069037e-05, 0.00314890740333094,
0.000572625173718403, 0.000440816156284809, 0.000885502377517394,
0.000517136850869312, 5.3199119107723e-05, 0.000111782316973841,
0.000126146103485941, 0.00304486739110657, 0.00136525299366371,
0.000598926363276632, 0.000268314855850743, 0.00385829870490279,
0.00129431171866651, 0.000776474172765253, 0.0012388099447595,
0.000451626342804488, 0.00025774121586828, 0.00302722558858814,
0.000789720628295024, 0.000532217196303663, 0.000280032446527994,
0.000125820189708014, 0.000115737084687623, 0.000245587635855066,
8.63860878885761e-05, 0.000929215478298609, 0.000258576460942922,
3.9032494610663e-05, 8.84170220735865e-05, 9.87724984279264e-05,
0.00024017294507176, 9.19592862675962e-05, 0.000301008650235801,
0.00104699346435116, 0.000210964615046011, 8.3305059790352e-05,
0.00141681961095272, 0.000427130871018164, 0.000592363577363505,
0.000393290141712418, 1.38720200271958e-05, 0.00249035408313262,
0.00794942394089222, 0.000601927018613472, 0.0545833018767897,
0.0181984383536397, 0.0518403941520953, 0.0639238054332242, 0.0473167646788671,
0.0692990561861212, 0.0814822415743463, 0.100755255190792, 0.0131546811074843,
0.0153130438012927, 0.000962333976405987, 0.000902518231967084,
0.000298764773549114, 0.00224948920662978, 0.000464781688997717,
0.00052303475280344, 0.0024182701684607, 0.00111776138190833)), .Names = c("Ret",
"Dum.sect", "Dum.count", "weight"))