Hi there. I have a data frame, X, with n+m columns. I want to regress each of
the first n columns on the last m. This is what I am trying to do:
for ( i in 1:n )
assign( paste ("reg",1:14,sep="")[i] , lm( X[,i] ~ X[,i+1] + ... +
X[,i+m], data= X ) )
It happens that some of the regressions, say the 3rd, seems to be a singular
fit (or something else I don't know what ). I got the following error message:
Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) :
NA/NaN/Inf in foreign function call (arg 4)
Since it first happens with, say the 3rd regression, only the first two are
computed. R does not run the 4th regression and so on. I don't want to
necessarly remove the columns from the data frame, though, because n is large
and there could be many singular fits, implying I had to remove many columns
from the data frame. What should I do?
Thanks,
Dimitri
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