[R] Linear regression repeat for each column
arun
smartpink111 at yahoo.com
Sun Jul 21 03:30:07 CEST 2013
Hi,
set.seed(28)
dat1<- as.data.frame(matrix(sample(1:20,100,replace=TRUE),ncol=10))
set.seed(49)
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])})
A.K.
----- Original Message -----
From: iza.ch1 <iza.ch1 at op.pl>
To: r-help at r-project.org
Cc:
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
i<-1:length(x)
t[i] <- lapply(t[i], lm(x[,1]~y[,i]))
but it is not working.
Could anybody help me?
Thanks a lot
Iza
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