This really depends on why you want to do this and what results you want. If
your main goal is to look at some basic tests, goodness of fit, then the add1
function may do everything you need. If you just want coefficient estimates
then some basic matrix algebra will give those to you.
Hi Philipp,
I like to use something like
lapply(2:10, function(j) lm.fit(cbind(1, DataMatrix[,j]), DataMatrix[,1]))
for this sort of thing. I'd be curious to know if there are other
approaches that are better.
--Gray
On Wed, Sep 8, 2010 at 4:34 AM, Philipp Kunze pku...@gwdg.de wrote:
Hi,
On Sep 8, 2010, at 7:34 AM, Philipp Kunze wrote:
Hi,
I have huge matrices in which the response variable is in the first
column and the regressors are in the other columns. What I wanted to
do
now is something like this:
#this is just to get an example-matrix
DataMatrix - rep(1,1000);
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