[R] Running regression (lm, lrm) 100+ times and saving the results as matrix

[Chuck Cleland]

On 4/29/2008 7:27 AM, Mike H. Ryu wrote:
> An undergraduate here, so do not hesitate to let me know if you feel that
> I'm heading in a wrong direction.
> 
> I have a data frame containing panel data across 10 years (hence 120
> months).  I want to be able to run regression separately for each month (or
> year).  The below shows how I ran the regression for each month, but I need
> to know how I would combine the regression results together into a matrix
> possibly.
> 
> Thank you!

If by "results" you mean the coefficients, how about something like this?

t(sapply(split(mydata, mydata$TIME),
     function(x){coef(lm(X ~ A + B, data = x))}))

> Mike
> 
> -------------------------------
> 
> m = max(data$TIME)
> 
> # define regmatrix
> 
> for(i in 1:m){
> 
>  g=runreg(data, i)
> 
>  # attach g to regmatrix
> 
> }
> 
> runreg = function(data, index){
> 
> datainterim = subset(data, TIME==index)
> 
> g = lrm(X ~ A + B, datainterim)
> 
> return(g)
> 
> }
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Chuck Cleland, Ph.D.
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