Dear All,
I'm having some trouble finding a general approach in R for performing
fama-macbeth regressions.  Does anyone now if there is a standard technique?

Or generally a technique for performing linear regression by case? Or a loop
where R will read different parts of a huge dataset in order to select the
data for a linear regression?
Sorry for the general questions but i'm really in the dark here-quite new
with R.

Thanks a lot,
Denise

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