[R] Running different Regressions using for loops

Krunal Nanavati krunal.nanavati at cogitaas.com
Fri Sep 28 08:23:20 CEST 2012


Hi Rui,

Excellent!!  This is what I was looking for. Thanks for the help.

So, now I have stored the result of the 10 regressions in      "summ.list
<- lapply(lm.list2, summary)"

And now once I enter        " sum.list "....it gives me the output for all
the 10 regressions...

I wanted to access a beta coefficient of one of the regressions....say
"Price2+Media1+Trend+Seasonality"...the result of which is stored in     "
sum.list[2] "

I entered the below statement for accessing the Beta coefficient for
Price2...

> summ.list[2]$coefficients[2]
NULL

But this is giving me " NULL " as the output...

What I am looking for, is to access a beta value of a particular variable
from a particular regression output and use it for further analysis.

Can you please help me out with this. Greatly appreciate, you guys
efforts.




Thanks & Regards,

Krunal Nanavati
9769-919198

-----Original Message-----
From: Rui Barradas [mailto:ruipbarradas at sapo.pt]
Sent: 27 September 2012 21:55
To: Krunal Nanavati
Cc: David Winsemius; r-help at r-project.org
Subject: Re: [R] Running different Regressions using for loops

Hello,

Inline.
Em 27-09-2012 13:52, Krunal Nanavati escreveu:
> Hi,
>
> Thanks for all your help. I am stuck again, but with a new problem, on
> similar lines.
>
> I have taken the problem to the next step now...i have now added 2 "for"
> loops... 1 for the Price variable...and another for the Media variable
>
> I have taken 5 price variables...and 2 media variables with the "trend
> and seasonality"(appearing in all of them)....so in all there will be
> 10 regression to run now
>
> Price 1, Media 1
>
> Price 1, Media 2
>
> Price 2, Media 1'
>
> Price 2, Media 2
>
> ...and so on
>
> I have built up a code for it...
>
>
>
>
>> tryout=read.table("C:\\Users\\Krunal\\Desktop\\R
> tryout.csv",header=T,sep=",")
>> cnames <- names(tryout)
>> price <- cnames[grep("Price", cnames)] media <- cnames[grep("Media",
>> cnames)] resp <- cnames[1] regr <- cnames[7:8] lm.list <-
>> vector("list", 10) for(i in 1:5)
> + {
> + regress <- paste(price[i], paste(regr, collapse = "+"), sep = "+")
> + for(j in 1:2) {
> + regress1 <- paste(media[j],regress,sep="+") fmla <- paste(resp,
> + regress1, sep = "~") lm.list[[i]] <- lm(as.formula(fmla), data =
> + tryout) } }
>> summ.list <- lapply(lm.list, summary) summ.list
>
>
>
>
>
> But it is only running...5 regressions...only Media 1 along with the 5
> Price variables & Trend & Seasonality is regressed on Volume...giving
> only
> 5 outputs
>
> I feel there is something wrong with the    " lm.list[[i]] <-
> lm(as.formula(fmla), data = tryout)"   statement.

No, I don't think so. If it's giving you only 5 outputs the error is
probably in the fmla construction. Put print statements to see the results
of those paste() instructions.

Supposing your data.frame is now called tryout2,


price <- paste("Price", 1:5, sep = "")
media <- paste("Media", 1:2, sep = "")
pricemedia <- apply(expand.grid(price, media, stringsAsFactors = FALSE),
1, paste, collapse="+")

response <- "Volume"
trendseason <- "Trend+Seasonality"  # do this only once

lm.list2 <- list()
for(i in seq_along(pricemedia)){
     regr <- paste(pricemedia[i], trendseason, sep = "+")
     fmla <- paste(response, regr, sep = "~")
     lm.list2[[i]] <- lm(as.formula(fmla), data = tryout2) }

The trick is to use ?expand.grid

Hope this helps,

Rui Barradas

>   I am not sure about its
> placement...whether it should be in loop 2 or in loop 1
>
> Can you please help me out??
>
>
>
>
>
>
>
>
>
>
> Thanks & Regards,
>
> Krunal Nanavati
> 9769-919198
>
> -----Original Message-----
> From: Rui Barradas [mailto:ruipbarradas at sapo.pt]
> Sent: 27 September 2012 16:22
> To: David Winsemius
> Cc: Krunal Nanavati; r-help at r-project.org
> Subject: Re: [R] Running different Regressions using for loops
>
> Hello,
>
> Just to add that you can also
>
> lapply(lm.list, coef)
>
> with a different output.
>
> Rui Barradas
> Em 27-09-2012 09:24, David Winsemius escreveu:
>> On Sep 26, 2012, at 10:31 PM, Krunal Nanavati wrote:
>>
>>> Dear Rui,
>>>
>>> Thanks for your time.
>>>
>>> I have a question though, when I run the 5 regression, whose outputs
>>> are stored in "lm.list[i]", I only get the coefficients for the
>>> Intercept, Price, Trend & Seasonality as below
>>>
>>>
>>>> lm.list[1]
>>> [[1]]
>>>
>>> Call:
>>>
>>> lm(formula = as.formula(fmla), data = tryout)
>>>
>>> Coefficients:
>>>
>>> (Intercept)       Price4        Trend  Seasonality
>>>
>>>      9923123     -2606826        64616       551392
>> summ.list <- lapply(lm.list, summary) coef.list <- lapply(summ.list,
>> coef) coef.list
>>
>>> I am also looking out for t stats and p value and R squared.
>> For the r.squared
>>
>> rsq.vec <- sapply(summ.list, "$", "r.squared") adj.rsq <-
>> sapply(summ.list, "$", "adj.r.squared")
>>
>>> Do you know,
>>> how can I get all these statistics. Also, why is " as.formula " used
>>> in the lm function. It should work without that as well, right?
>> No.
>>> Can you please tell me, why the code that I had written, does not
>>> work with R. I thought it should work perfectly.
>> In R there is a difference between expression objects and character
> objects.
>>
>>> Thanks & Regards,
>>>
>>>
>>>
>>> Krunal Nanavati
>>>
>>> 9769-919198
>>>
>>>
>>>
>>> *From:* Rui Barradas [mailto:ruipbarradas at sapo.pt]
>>> *Sent:* 26 September 2012 17:13
>>> *To:* Krunal Nanavati
>>> *Cc:* r-help at r-project.org
>>> *Subject:* Re: [R] Running different Regressions using for loops
>>>
>>>
>>>
>>> Hello,
>>>
>>> Try the following.
>>>
>>>
>>> #cnames <- names(tryout)  # in your code, use this one cnames <-
>>> c("Volume", "Price1", "Price2", "Price3", "Price4", "Price5",
>>> "Trend", "Seasonaliy")
>>>
>>> price <- cnames[grep("Price", cnames)] resp <- cnames[1] regr <-
>>> cnames[7:8]
>>>
>>> #lm.list <- vector("list", 5)
>>> for(i in 1:5){
>>>      regress <- paste(price[i], paste(regr, collapse = "+"), sep =
"+")
>>>      fmla <- paste(resp, regress, sep = "~")
>>>      print(fmla)
>>>      #lm.list[[i]] <- lm(as.formula(fmla), data = tryout) }
>>>
>>> Hope this helps,
>>>
>>> Rui Barradas
>>>
>>> Em 26-09-2012 08:08, Krunal Nanavati escreveu:
>>>
>>> Hi,
>>>
>>>
>>> I am trying to run many different regressions using a FOR Loop.
>>>
>>>
>>> The input data that is read into R has the following variables
>>>
>>> .         Volume
>>> .         Price2
>>> .         Price3
>>> .         Price4
>>> .         Price5
>>> .         Trend
>>> .         Seasonality
>>>
>>> I want to run 5 regressions, with the Volume as an dependent
>>> variable and
>>>
>>> Price, Trend & Seasonality as independent variables. I have read the
>>> above
>>>
>>> mentioned variables in a variable called "tryout"
>>>
>>>
>>>
>>> I am entering the following syntax in R
>>>
>>>
>>> for(i in 1:5)
>>>
>>> + {
>>> + result[i]=lm(Volume~Price[i]+Trend+Seasonaliy,data=tryout)
>>> + summary(result[i])
>>> + }
>>>
>>> After running these lines.I am getting the following error message
>>> Error in eval(expr, envir, enclos) : object 'Price' not found
>>>
>>> Can someone help me out with this error message. Appreciate for your
>>> time
>>>
>>> and consideration.
>>>
>>>
>>>
>>>    [[alternative HTML version deleted]]
>>>
>>>
>> David Winsemius, MD
>> Alameda, CA, USA
>>




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