I am trying to perform a regression with multiple dummies under some constraints. The formula would be : Return ~ Country + Sector under the constraint of the sum of the beta for the country equal to 0 and the same for the sector. The code is a as follow: (the dput to reproduce the data are at the bottom)
test = lm(Ret ~ Dum.count + Dum.sect + 0 , data=reg.data, weights = weight)
The issue is that
test$coefficients
Does not display all the coefficients (it forgets the sector "consumer discretionnary"). I read that the dummy modelisation in R volontarily omit one dummy to use as an intercept that's why I used the 0 in the formula.
Regarding the constraints I was thinking of using
options(contrasts=c('contr.sum', 'contr.sum'))
Which should ensure the some of the beta to 0, even though I think by default R is applying such constraint on the dummy regressions.
My question is simple how can I obtain the coefficient for all the dummy variables as well as the intercept in Ret ~ Dum.Count + Dum.sect.
Data:
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,
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-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"))