This runs a regression of each column (except the first) of matrix state.x77 against the first:
lm(state.x77[,-1] ~ state.x77[,1]) On 10/14/05, Heng Sun <[EMAIL PROTECTED]> wrote: > R function > lm(response ~ term) > allows me to run a linear regression on a single response vector. For > example, I have recent one year historical prices for a stock and S&P > index. I can run regression of the stock prices (as response vector) > against the S&P index prices (as term vector). > > Now assume I have 1000 stocks to run the above regressions (against the > same S&P index prices). The only way I know is that I write a loop. Within > each loop I do the regression for one stock price. > > Is there a batch method to run the 1000 regressions in one shot? Note that > this functionality is available in SAS (the SAS procedure "reg"). > > Actually, some times we run such regressions for about 300K securities. > Performing regressions in loop takes a long time. On the contrary, running > on SAS is much faster. > > Thank you in advance. > > Heng Sun > 212-855-5754 > > Director > Quantitative Risk > Depository Trust and Clearing Corporation > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html