[R-SIG-Finance] create data frame with coefficients from many regressions

iza.ch1 iza.ch1 at op.pl
Mon Jul 22 19:54:28 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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