Re: [R] Linear regression using matrices

[Mark Sanderson]

OK thanks.

In my case I think it might be possible to work around this by reshaping my
data and then using lmlist() to run separate regressions for each data
group. lmlist() is new to me but it looks like it will do the job.


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Re: [R] Linear regression using matrices

[iliketurtles]

I've done a lot of research on this very topic and found a few solutions. But
all the ways I've discovered involve loops.

Applying it to what you want, the best way I've found is to do (stolen from
an experienced R user, of course):

y<-array(rnorm(100),dim=c(10,10))
x<-array(rnorm(100),dim=c(10,10))

regg<-list()
for(i in 1:ncol(y))
 {
 regg[[i]]<-lm(y[,i]~x[,i])
 }

Now the reason I've stuck onto the list() method is because the output is
still in lm() format. So you can write neat functions to extract every
statistic you want off summary(regg[[N]]). 

-


Isaac
Research Assistant
Quantitative Finance Faculty, UTS
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