いくつかの制約の下で複数のダミーを使用して回帰を実行しようとしています。数式は次のようになります。国に対するベータの合計が 0 に等しく、セクターについても同じであるという制約の下でのリターン ~ 国 + セクター。コードは次のとおりです: (データを再現するための出力は下部にあります)
test = lm(Ret ~ Dum.count + Dum.sect + 0 , data=reg.data, weights = weight)
問題は、
test$coefficients
すべての係数を表示するわけではありません (部門「消費者の裁量」は無視されます)。R でのダミーのモデル化では、切片として使用する 1 つのダミーが自発的に省略されていることを読みました。そのため、式で 0 を使用しました。
使おうと思っていた制約について
options(contrasts=c('contr.sum', 'contr.sum'))
デフォルトではRがダミー回帰にそのような制約を適用していると思いますが、ベータの一部を0にする必要があります。
私の質問は簡単です。すべてのダミー変数の係数と Ret ~ Dum.Count + Dum.sect の切片を取得するにはどうすればよいですか。
データ：
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"))