Are the x variables all the same? if so, you can give lm a matrix as the y variable and it will compute all the different regressions for each column in the y matrix. The summary function will then return a list with the summary information for each of the regressions.
If the x variables are not identical between regressions then you could stack all your data sets in a data frame and use the lmList function from the nlme package to do all the regressions in one step and get a list of returns. In either case you can then use the sapply function to extract the information you want from each summary and it will combine them into a matrix for you (or use the plyr package for a little more control). On Sun, May 27, 2012 at 6:20 AM, Chris87 <c.sat...@gmail.com> wrote: > Hello R-Experts, > > I am facing the problem that I have to estimate several parameters for a lot > of different dependent variables. > > One single regression looks something like this: > > y = beta0 + beta1 * x1 + beta2 * x2 + beta3 * x1 * x2 + beta4 * x4 + beta5 * > lag(x4,-1) > > where y is the dependent variable and xi are the independent ones. Important > to me are the different estimates of betai and their respective p-values > only. Now I have aprx. 50 different data sets of y and x1 to x4. So for > each data set I need the respective estimators and their p-values. Do I > really have to type in each single regression for each data set and copy the > output into a table manually? > > Isn't it possible to get an efficient output like the following? > > beta0(data set 1) | P-Value(beta0, data set 1) | beta1(data set 1) | > P-Value(beta1, data set 1)| .... | P-Value(beta5, data set n) > > > Or at least getting a vector with all the estimates of beta0 for each data > set, another vector with all estimates of beta1 for each data set, and a > matrix with P-values for each betai of each data set? > > The file containing the observations for xi and y for each set of data can > be adjusted to any kind of format. > > Thank you very much in advance. > > With kind regards > Christian > > -- > View this message in context: > http://r.789695.n4.nabble.com/Customized-R-Regression-Output-tp4631497.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.