hello,
i am new to R and trying to calculate the beta coefficient for standard linear
regression for a series of randomly generated numbers. I have created this
loop, but it runs really slow, is there a way to improve it?
#number of simulations
n.k<-999
#create the matrix for regression coefficients generated from #random data
beta<-matrix(0,1,n.k+1)
e<-matrix(0,tslength,n.k+1)
for(k in 1:n.k+1)
{
for(i in 1:tslength)
{
beta[1,1]<-beta1
e[i,k]<-c(rnorm(1,0,var.all))
beta[1,k]<-summary(lm(e[1:tslength,k]~t))$coefficient[2]
}
}
thanks
Anastasia Tzortzaki
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