Re: [R] WLS regression, lm() with weights as a matrix

2011-07-15 Thread Victor11
Dear All, Now I am thinking to use a for loop: for (i in 1:200) { /Results/ -lm(R[,i] ~ F, weights=W[,i])} The thing is, I can get WLS regression coefficients and residuals for each company each with unique weight, but I am wondering how to easily combine all coefficients and residuals for

[R] WLS regression, lm() with weights as a matrix

2011-07-14 Thread Victor11
Dear All, I've been trying to run a Weighted Least Squares (WLS) regression: Dependent variables: a 60*200 matrix (*Rit*) with 200 companies and 60 dates for each company Independent variables: a 60*4 matrix (*Ft*) with 4 factors and 60 dates for each factor Weights: a 60*200 matrix (*Wit*) with

Re: [R] gdata read.xls() values format problem

2011-07-08 Thread Victor11
Thank you for your suggestion Gabor. I hope they can fix this in later versions. Victor -- View this message in context: http://r.789695.n4.nabble.com/gdata-read-xls-values-format-problem-tp3652494p3654334.html Sent from the R help mailing list archive at Nabble.com.

[R] gdata read.xls() values format problem

2011-07-07 Thread Victor11
Dear All, When I use read.xls() in gdata package to read xls files, I noticed an issue and couldn't find any solutions after I serched all previous posts. In the excel file, the number value, for example, is actually 2.3456789 but formatted as 2.3 (Format Cells --- Decimal places:1). After I use