[R] Customized R Regression Output?

[Chris87]

Hello R-Experts,

I am facing the problem that I have to estimate several parameters for a lot
of different dependent variables.

One single regression looks something like this:

y = beta0 + beta1 * x1 + beta2 * x2 + beta3 * x1 * x2 + beta4 * x4 + beta5 *
lag(x4,-1) 

where y is the dependent variable and xi are the independent ones. Important
to me are the different estimates of betai and their respective p-values
only.  Now I have aprx. 50 different data sets of y and x1 to x4. So for
each data set I need the respective estimators and their p-values. Do I
really have to type in each single regression for each data set and copy the
output into a table manually?

Isn't it possible to get an efficient output like the following?

beta0(data set 1) | P-Value(beta0, data set 1) | beta1(data set 1) |
P-Value(beta1, data set 1)| .... | P-Value(beta5, data set n)


Or at least getting a vector with all the estimates of beta0 for each data
set, another vector with all estimates of beta1 for each data set, and a
matrix with P-values for each betai of each data set?

The file containing the observations for xi and y for each set of data can
be adjusted to any kind of format.

Thank you very much in advance.

With kind regards
Christian

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