[R] Automatic saving of many regression's output

[arun]

Hi,
You may try something like:
set.seed(49)
dat1 <- as.data.frame(matrix(sample(1:300,41082*15,replace=TRUE),ncol=15)) #created only 15 columns as shown in your model
 dat1$indx <- as.numeric(gl(334*123,123,334*123))
names(dat1)[1] <- "rate"
 lst1 <- split(dat1[,-16],dat1[,16])
any(sapply(lst1,nrow)!=123)
#[1] FALSE
lst2 <- lapply(lst1,function(x) summary(lm(rate~.,data=x)))
 length(lst2)
#[1] 334


A.K.




On Wednesday, November 27, 2013 3:41 PM, nooldor <nooldor at gmail.com> wrote:


Thank you for reply.


OK.


you are right, let's make it more clear:

regressions would look like that:

summary(lm(rate~cap.log+liqamih.log+liqwol.log+pbv.log+mom.log+
             +beta.wig+beta.wig.eq
           +beta.sp
           +beta.wig.macro
           +beta.sp.macro
           +beta.sentim.pl+beta.sentim.pl.ort
           +beta.sentim.usa+beta.sentim.usa.ort, data=data))


the problem is how to make this lm() above for "rolling window" id est for first 334 observations? (total observations: 123*334). 
I need to run regresion_1 for first 334 observations, regression_2 for next 334 obs (from 335 to 669) and so on till regression_123 (from last 40748 till 41082).

And each time I run such regression I would like to save results (summary and mentioned tests).


Then I would like to repeat the same procedure but for rlm() and lmrob() if possible.


Hope it's better described now.








On 27 November 2013 21:24, arun <smartpink111 at yahoo.com> wrote:

So, if you have 49 dependent variables, what would be the model for one of the 123 regressions.
>You haven't provided any reproducible example, so its a lot of guess work.
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>On Wednesday, November 27, 2013 3:18 PM, nooldor <nooldor at gmail.com> wrote:
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>HI,
>
>Yes, I need to run regression 123 times - each time for 334 subjects with 49 dependent variables.
>Now I am trying "rollapply" function, but as I mentioned I am beginner so it takes time ...
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>On 27 November 2013 21:11, <smartpink111 at yahoo.com> wrote:
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>Hi,
>>You said you wanted 123 test results of 'lm'.  You have 49 dependent variables.  So, there is something missing in your description.
>>
>><quote author='nooldor'>
>>Hi all!
>>
>>I am very beginner in R so please excuse me some of the naive questions. I
>>am learning.
>>Here is description of my problem:
>>
>>I have database (in single csv file)
>>                   characteristic_1    characteristic_2               ...
>>characteristic_49
>>subject_1     |      c1_1_t=1             |   c2_1_t=1             ... |
>>c49_1_t=1
>>subject_2     |      c1_2_t=1             |   c2_2_t=1             ... |
>>c49_2_t=1
>>subject_3     |      c1_3_t=1             |   c2_3_t=1             ... |
>>c49_3_t=1
>>...
>>subject_334  |      c1_334_t=1         |   c2_334_t=1          ... |
>>c49_334_t=1
>>subject_1     |      c1_1_t=2            |   c2_1_t=2              ... |
>>c49_1_t=2
>>subject_2     |      c1_2_t=2            |   c2_2_t=2              ... |
>>c49_2_t=2
>>subject_3     |      c1_3_t=2            |   c2_3_t=2              ... |
>>c49_3_t=2
>>...
>>subject_334  |      c1_3_t=2            |   c2_3_t=2              ... |
>>c49_3_t=2
>>
>>and so on ... till t (time) = 123
>>
>>so I have 334 subjects with 49 characteristics measured in 123 points of
>>time.
>>
>>I would like to run 123 regressions (three kinds: lm, rlm and lmrob - for
>>comparison reasons) each one for 334 subjects and 49 dependent variables and
>>after each regression (actually after conducting each of the three
>>regressions:lm, rlm and lmrob) I would like to save txt (or csv) file with
>>results (summary) and some test* (each regression can be named reg_1, reg_2
>>... reg_123) for those regressions.
>>
>>I think I can write "tests" part of the script alone (could you write me
>>some comments where exactly I should put it in script to have the test
>>automatically repeated the results saved), but 'saving' and 'repeating 123
>>times' procedures are quite complicated for me, at least now. So here I am
>>asking for help with it.
>>
>>In the end I would like to have three txt (or csv) files:
>>one containing 123 "summaries" and test results of lm,
>>one containing 123 "summaries" and test results of rlm
>>and one containing 123 "summaries" and test results of lmrob.
>>
>>Could someone help me with this task?
>>I am grateful for your help and support.
>>
>>________________
>>*like:
>>jarque.bera.test()
>>vif()
>>ncvTest()
>>durbinWatsonTest()
>>
>>---some of them are not applicable for rlm and lmrob - so in this case I
>>would like to have "test NA" in the three output txt (or csv) files
>>Some of them are also not applicable to cross-sectional regressions ... but
>>still I would like to keep them in script for later modifications
>></quote>
>>Quoted from:
>>http://r.789695.n4.nabble.com/Automatic-saving-of-many-regression-s-output-tp4681284.html
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>>_____________________________________
>>Sent from http://r.789695.n4.nabble.com
>>
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