On Wed, Jul 4, 2012 at 11:48 AM, Bert Gunter <gunter.ber...@gene.com> wrote: > Please carefully read ?lm. As I previously told the OP, no looping/apply is > necessary. The left hand side of the lm formula can be a matrix for which > separate fits will be done on each column automatically.
Which is a great option if the design matrix is constant, but suppose you want to predict each stock from every other stock in a dataset? This is a one liner with lapply: lapply(colnames(mtcars), function(n) lm(substitute(y ~ ., list(y = as.name(n))), data = mtcars)) granted, not the prettiest or most efficient thing on the planet (and falls apart for some reason with fastLm(), which I am still investigating work arounds to). The matrix outcome to lm() approach: lm(as.matrix(mtcars) ~ ., data = mtcars) yeilds perfect explanation by the variable of itself, as expected, which is not really useful. The OP did not give many details other than "write a for loop". It is not clear what should be varying. If it is *just* the outcome, you are absolutely right, giving lm a matrix seems the most sensible route. Cheers, Josh > > -- Bert > > On Wed, Jul 4, 2012 at 9:44 AM, arun <smartpink...@yahoo.com> wrote: > >> >> >> Hi, >> >> You could also use: >> dat1 <- read.table(text=" >> >> Date Stock1 Stock2 Stock3 Market >> 01/01/2000 1 2 3 4 >> 01/02/2000 5 6 7 8 >> 01/03/2000 1 2 3 4 >> 01/04/2000 5 6 7 8 >> ", header=TRUE, stringsAsFactors=FALSE) >> >> Stocks<-dat1[,2:4] >> apply(Stocks,2,function(x) lm(x~Market,data=dat1)) >> $Stock1 >> >> Call: >> lm(formula = x ~ Market, data = dat1) >> >> Coefficients: >> (Intercept) Market >> -3 1 >> >> >> $Stock2 >> >> Call: >> lm(formula = x ~ Market, data = dat1) >> >> Coefficients: >> (Intercept) Market >> -2 1 >> >> >> $Stock3 >> >> Call: >> lm(formula = x ~ Market, data = dat1) >> >> Coefficients: >> (Intercept) Market >> -1 1 >> >> A.K. >> >> >> >> >> ----- Original Message ----- >> From: Akhil dua <akhil.dua...@gmail.com> >> To: r-help@r-project.org >> Cc: >> Sent: Wednesday, July 4, 2012 1:08 AM >> Subject: [R] loop for regression >> >> ---------- Forwarded message ---------- >> From: Akhil dua <akhil.dua...@gmail.com> >> Date: Wed, Jul 4, 2012 at 10:33 AM >> Subject: >> To: r-help@r-project.org >> >> >> Hi everyone I >> have data on stock prices and market indices >> >> and I need to run a seperate regression of every stock on market >> so I want to write a "for loop" so that I wont have to write codes again >> and again to run the regression... >> my data is in the format given below >> >> >> >> Date Stock1 Stock2 Stock3 Market >> 01/01/2000 1 2 3 4 >> 01/02/2000 5 6 7 8 >> 01/03/2000 1 2 3 4 >> 01/04/2000 5 6 7 8 >> >> >> So can any one help me how to write this loop >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> >> >> ______________________________________________ >> 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. >> > > > > -- > > Bert Gunter > Genentech Nonclinical Biostatistics > > Internal Contact Info: > Phone: 467-7374 > Website: > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.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.