[R] Linear regression repeat for each column

[arun]

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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