I am running a logistic regression of the form:
model_1 <- lrm(dependent_variable ~ var1 + var2 + var3, data = merged_dataset, na.action="na.delete")
What I would like to do is to include the previous quarter's average dependent variable as an independent variable.
My data look like:
> print(head(merged_dataset[,c("dependent_variable", "qy")]))
dependent_variable qy
1: 0 2008 Q1
2: 0 2008 Q1
3: 0 2008 Q1
4: 0 2008 Q1
5: 0 2008 Q1
6: 0 2008 Q1
where the dependent variable takes values 0 or 1, and the qy variable takes values such as 2008 Q1, 2008 Q2, .... , 2017 Q4.
EDIT:
I run the following code:
# function that gets the name of previous quarter
PrevQ = function(quarter = "2018 Q1"){
ifelse(grepl("Q1", quarter),
paste0(as.numeric(substr(quarter, 1,4))-1, " Q4"),
paste0(substr(quarter, 1,6), as.numeric(substr(quarter,7,7))-1)
)
}
# means in current quarters
merged_dataset$dep_means = with(merged_dataset, ave(dependent_variable, qy, FUN = mean))
# get names of previous quarters
merged_dataset$prev_qy = PrevQ(merged_dataset$qy)
# merge mean of previous quarter by name of the quarter
merged_dataset$var4 = with(merged_dataset, dep_means[match(prev_qy, qy)])
print(head(merged_dataset[,c("dependent_variable", "qy")]))
print(head(cbind(merged_dataset$var4,merged_dataset$qy)))
which gives me
> print(head(merged_dataset[,c("dependent_variable", "qy")]))
dependent_variable qy
1: 0 2008 Q1
2: 0 2008 Q1
3: 0 2008 Q1
4: 0 2008 Q1
5: 0 2008 Q1
6: 0 2008 Q1
>
>
> print(head(cbind(merged_dataset$var4,merged_dataset$qy)))
[,1] [,2]
[1,] NA 2008
[2,] NA 2008
[3,] NA 2008
[4,] NA 2008
[5,] NA 2008
[6,] NA 2008
It seems to be changing the qy variable and only the year remains? And I get all NAs.
> print(head(cbind(merged_dataset$var4,merged_dataset$qy,merged_dataset$dep_means)))
[,1] [,2] [,3]
[1,] NA 2008 0.1292719
[2,] NA 2008 0.1292719
[3,] NA 2008 0.1292719
[4,] NA 2008 0.1292719
[5,] NA 2008 0.1292719
[6,] NA 2008 0.1292719
> print(tail(cbind(merged_dataset$var4,merged_dataset$qy,merged_dataset$dep_means)))
[,1] [,2] [,3]
[32008,] NA 2017.75 0.09802372
[32009,] NA 2017.75 0.09802372
[32010,] NA 2017.75 0.09802372
[32011,] NA 2017.75 0.09802372
[32012,] NA 2017.75 0.09802372
[32013,] NA 2017.75 0.09802372