[R] create data frame with coefficients from many regressions

arun smartpink111 at yahoo.com
Mon Jul 22 22:18:36 CEST 2013


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))

 sapply(seq_len(ncol(dat1)),function(i) {x1<- summary(lm(dat2[,i]~dat1[,i]));x1$coef[,1]})
#                  [,1]       [,2]       [,3]       [,4]       [,5]      [,6]
#(Intercept) 50.3768788 53.5300207 65.2972973 55.6530015 58.5158172 79.368165
#dat1[, i]    0.4770829  0.2767426 -0.4554849  0.3089312  0.7785589 -1.193601
#                  [,7]      [,8]      [,9]       [,10]
#(Intercept) 59.8130393 67.089662 74.593072 66.39938809
#dat1[, i]   -0.4659636 -1.498945 -1.221709  0.05624853
 
as.data.frame(sapply(seq_len(ncol(dat1)),function(i) {x1<- summary(lm(dat2[,i]~dat1[,i]));x1$coef[,1]}))


A.K.




----- Original Message -----
From: iza.ch1 <iza.ch1 at op.pl>
To: r-help at r-project.org
Cc: 
Sent: Monday, July 22, 2013 3:11 PM
Subject: [R] create data frame with coefficients from many regressions


> 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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