[R] batch multiple regressions and pipe results to file

Peter Lambrakis lambrap at rocketmail.com
Fri Nov 1 03:54:12 CET 2002


I am looking to mass batch about 1000 or so multiple linear regressions
with an arbitrary number of independent variables (from 2 to 10) using
the step function. I wrote a short perl script that queries a database
and generates the R code to create the model/formula. 
 
How can I: 
    1. Get R to re-run the regression for each stepped regression using
the "best fitted model/formula" it just found (AIC).
    2. Output that model/formula and extract its regression results
(i.e. coefficients, Rsq, p-values, etc) into a file in a consistent and
    easy to parse/read format so that I write them back into a
database.
 
Thanks in advance.
 
Peter Lambrakis


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