On Apr 18, 2013, at 21:24 , Nilesh Gupta wrote:
Hello all
Is there a method/package in R in which I can do regressions for more than
50 independent variables ?
What's wrong with lm() et al.?
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3,
lm() does not accomodate more than 50 independent variables
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-
On Fri, Apr 19, 2013 at 12:26 PM, peter dalgaard pda...@gmail.com wrote:
On Apr 18, 2013, at 21:24 ,
On Apr 19, 2013, at 12:40 AM, Nilesh Gupta wrote:
lm() does not accomodate more than 50 independent variables
What is your source for this misinformation?
dat - as.data.frame(matrix(rnorm(51000), ncol=51) )
names(dat)
[1] V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12
V13 V14 V15 V16 V17
But that's not how to specify a multivariate regression. It's a univariate
regression with a huge sum on the left hand side.
On Apr 19, 2013, at 13:51 , Nilesh Gupta wrote:
I used this link
http://r.789695.n4.nabble.com/model-frame-and-formula-mismatch-in-model-matrix-td4664093.html
I used this link
http://r.789695.n4.nabble.com/model-frame-and-formula-mismatch-in-model-matrix-td4664093.html
Regards
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-
On Fri, Apr 19, 2013 at 2:19 PM, David
On Apr 19, 2013, at 4:51 AM, Nilesh Gupta wrote:
I used this link
http://r.789695.n4.nabble.com/model-frame-and-formula-mismatch-in-model-matrix-td4664093.html
But you said 50 independent variables, and that was probably someone's (failed)
effort to submit 50 _dependent_ variables. What is
First, do you know what a multivariate multiple (linear) regression
means? As opposed to (univariate) multiple (linear) regression. As
others have pointed out, the example referred to is of univariate
multiple linear regression.
Second, and more importantly, have you yourself tried doing the
On Apr 19, 2013, at 19:15 , Nilesh Gupta wrote:
cbind( X1,X2,X3,X4,X5,X6,X7, ... ,X2393,X2394,X2395 )~ R_M_F+SMB+HML+WML
I ran this code in the formula for i wanted to regress 2395 stocks for 500
months each on the three independent variables.
I got this error . The idea was to run
The beta shall be 4X2398 because there shall be an additional column of the
const. which is not fed into the X matrix in R
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-
On Fri, Apr 19, 2013 at 10:56 PM, Nilesh
cbind( X1,X2,X3,X4,X5,X6,X7, ... ,X2393,X2394,X2395 )~ R_M_F+SMB+HML+WML
I ran this code in the formula for i wanted to regress 2395 stocks for 500
months each on the three independent variables.
I got this error . The idea was to run multivriate regressions on each of
these stocks.
Error in
Ranjan
I have multiple y's(stocks,2300 odd) which i want to run on 3 variables.
for 500 months. I assume this is multivariate regression for there are
multiple y's and multiple X's
as compared to univariate multiple regression wherein there is only one y
and there are more than X's. If I were to
-help-boun...@r-project.org] On
Behalf
Of Nilesh Gupta
Sent: Friday, April 19, 2013 10:16 AM
To: David Winsemius
Cc: r-help@r-project.org; peter dalgaard
Subject: Re: [R] Multiple Multivariate regression in R with 50 independent
variables
cbind( X1,X2,X3,X4,X5,X6,X7, ... ,X2393,X2394
Hello all
Is there a method/package in R in which I can do regressions for more than
50 independent variables ?
Regards
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-
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