[R] create data frame with coefficients from many regressions
iza.ch1
iza.ch1 at op.pl
Mon Jul 22 21:11:02 CEST 2013
> Hi !
>
> I want to ask if somebody knows the way to create data frame with coefficients from many regressions
> I regress the first column from ret against the first columns from median, then the second with the second and so on.
> This is the code used for regression
>
> i<-1:6
> lapply(seq_len(ncol(ret)),function(i) {lm(ret[,i]~median[,i])}
>
> I get 6 results for each regression
>
> [[1]]
>
> Call:
> lm(formula = ret[, i] ~ median[, i])
>
> Coefficients:
> (Intercept) median[, i]
> 0 1
>
>
> [[2]]
>
> Call:
> lm(formula = ret[, i] ~ median[, i])
>
> Coefficients:
> (Intercept) median[, i]
> -1.411e-17 1.000e+00
>
> now I would like to create a data frame with intercepts which looks like it
>
> [[1]] [[2]]
> Intercept
> median
>
> I tried to use ddply command but it does not work. I will be very grateful for the hint :)
>
> Thank you in advance
>
>
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