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
To
Heng Sun [EMAIL PROTECTED]
cc
r-help@stat.math.ethz.ch
Subject
Re: [R] run many linear regressions against the same independent variables
in batch
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
, this should belong to some
package. I did internet searches and found something
similar but not covering my case.
The restrictive access to web makes subscription from
my work place not convenient. Sorry.
Heng Sun
Senior Quantitative Analyst
Depository Trust and Clearing Corporation
New York, USA
the
exogenous factor? Is there a feasible way to convert
the general model to the simple model in R?
Thanks,
Heng Sun
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