Customized R Regression Output?
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.satzky at 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.
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