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

[Jeff Ryan]

The results of an lapply call can be joined together easily with do.call(cbind or do.call(rbind or do.call(c. Though what you need is probably requiring one additional step to use a custom function to get the result you want in some sensible structure for the above. 

This isn't at all a finance question though. Should be redirected to r-help. 

Thanks
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Jul 22, 2013, at 12:54 PM, "iza.ch1" <iza.ch1 at op.pl> wrote:

> 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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