[R] Linear regression repeat for each column

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun Jul 21 02:30:32 CEST 2013

Sure. Read the Posting Guide, and provide a reproducible example with sample data.

I suspect the basic idea will be to merge the data frames and then setup the model to refer to the desired columns.
Jeff Newmiller                        The     .....       .....  Go Live...
DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live Go...
                                      Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
/Software/Embedded Controllers)               .OO#.       .OO#.  rocks...1k
Sent from my phone. Please excuse my brevity.

"iza.ch1" <iza.ch1 at op.pl> wrote:
>Hi everyone
>I need to calculate abnormal returns for different events applying
>event study methodology. I must create a market model in order to
>perform the analysis. I apply regression analysis to get OLS
>I have a problem to create a linear regression which I could repeat for
>each column in two different data frames (one with explainatory and one
>with explaning variables). It means that I want to regress column 1
>from first data frame with column 1 from second data frame,, clumn two
>with column two etc. I tried to use the following code:#x  is matrix
>containing stock returns
>y is matrix containing market index                           
>t[i] <- lapply(t[i], lm(x[,1]~y[,i]))
>but it is not working.
>Could anybody help me?
>Thanks a lot
>R-help at r-project.org mailing list
>PLEASE do read the posting guide
>and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list