[R] Linear regression repeat for each column

[Jeff Newmiller]

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.
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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
>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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