[R] Linear regression repeat for each column

arun smartpink111 at yahoo.com
Sun Jul 21 03:30:07 CEST 2013

dat1<- as.data.frame(matrix(sample(1:20,100,replace=TRUE),ncol=10))
dat2<- as.data.frame(matrix(sample(40:80,100,replace=TRUE),ncol=10))
 lapply(seq_len(ncol(dat1)),function(i) {lm(dat2[,i]~dat1[,i])})

----- Original Message -----
From: iza.ch1 <iza.ch1 at op.pl>
To: r-help at r-project.org
Sent: Saturday, July 20, 2013 7:55 PM
Subject: [R] Linear regression repeat for each column

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 estimators.

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 http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list