Running different Regressions using for loops

Hi Rui,

Excellent!!  This is what I was looking for. Thanks for the help.

So, now I have stored the result of the 10 regressions in      "summ.list
<- lapply(lm.list2, summary)"

And now once I enter        " sum.list "....it gives me the output for all
the 10 regressions...

I wanted to access a beta coefficient of one of the regressions....say
"Price2+Media1+Trend+Seasonality"...the result of which is stored in"
sum.list[2] "

I entered the below statement for accessing the Beta coefficient for
Price2...

summ.list[2]$coefficients[2]

NULL

But this is giving me " NULL " as the output...

What I am looking for, is to access a beta value of a particular variable
from a particular regression output and use it for further analysis.

Can you please help me out with this. Greatly appreciate, you guys
efforts.




Thanks & Regards,

Krunal Nanavati
9769-919198

-----Original Message-----
From: Rui Barradas [mailto:ruipbarradas at sapo.pt]
Sent: 27 September 2012 21:55
To: Krunal Nanavati
Cc: David Winsemius; r-help at r-project.org
Subject: Re: [R] Running different Regressions using for loops

Hello,

Inline.
Em 27-09-2012 13:52, Krunal Nanavati escreveu:

Hi,

Thanks for all your help. I am stuck again, but with a new problem, on
similar lines.

I have taken the problem to the next step now...i have now added 2 "for"
loops... 1 for the Price variable...and another for the Media variable

I have taken 5 price variables...and 2 media variables with the "trend
and seasonality"(appearing in all of them)....so in all there will be
10 regression to run now

Price 1, Media 1

Price 1, Media 2

Price 2, Media 1'

Price 2, Media 2

...and so on

I have built up a code for it...

tryout=read.table("C:\\Users\\Krunal\\Desktop\\R

tryout.csv",header=T,sep=",")

cnames <- names(tryout)
price <- cnames[grep("Price", cnames)] media <- cnames[grep("Media",
cnames)] resp <- cnames[1] regr <- cnames[7:8] lm.list <-
vector("list", 10) for(i in 1:5)

+ {
+ regress <- paste(price[i], paste(regr, collapse = "+"), sep = "+")
+ for(j in 1:2) {
+ regress1 <- paste(media[j],regress,sep="+") fmla <- paste(resp,
+ regress1, sep = "~") lm.list[[i]] <- lm(as.formula(fmla), data =
+ tryout) } }

summ.list <- lapply(lm.list, summary) summ.list

But it is only running...5 regressions...only Media 1 along with the 5
Price variables & Trend & Seasonality is regressed on Volume...giving
only
5 outputs

I feel there is something wrong with the    " lm.list[[i]] <-
lm(as.formula(fmla), data = tryout)"   statement.

No, I don't think so. If it's giving you only 5 outputs the error is
probably in the fmla construction. Put print statements to see the results
of those paste() instructions.

Supposing your data.frame is now called tryout2,


price <- paste("Price", 1:5, sep = "")
media <- paste("Media", 1:2, sep = "")
pricemedia <- apply(expand.grid(price, media, stringsAsFactors = FALSE),
1, paste, collapse="+")

response <- "Volume"
trendseason <- "Trend+Seasonality"  # do this only once

lm.list2 <- list()
for(i in seq_along(pricemedia)){
      regr <- paste(pricemedia[i], trendseason, sep = "+")
      fmla <- paste(response, regr, sep = "~")
      lm.list2[[i]] <- lm(as.formula(fmla), data = tryout2) }

The trick is to use ?expand.grid

Hope this helps,

Rui Barradas

   I am not sure about its
placement...whether it should be in loop 2 or in loop 1

Can you please help me out??










Thanks & Regards,

Krunal Nanavati
9769-919198

-----Original Message-----
From: Rui Barradas [mailto:ruipbarradas at sapo.pt]
Sent: 27 September 2012 16:22
To: David Winsemius
Cc: Krunal Nanavati; r-help at r-project.org
Subject: Re: [R] Running different Regressions using for loops

Hello,

Just to add that you can also

lapply(lm.list, coef)

with a different output.

Rui Barradas
Em 27-09-2012 09:24, David Winsemius escreveu:

On Sep 26, 2012, at 10:31 PM, Krunal Nanavati wrote:

Dear Rui,

Thanks for your time.

I have a question though, when I run the 5 regression, whose outputs
are stored in "lm.list[i]", I only get the coefficients for the
Intercept, Price, Trend & Seasonality as below

lm.list[1]

[[1]]

Call:

lm(formula = as.formula(fmla), data = tryout)

Coefficients:

(Intercept)       Price4        Trend  Seasonality

      9923123     -2606826        64616       551392

summ.list <- lapply(lm.list, summary) coef.list <- lapply(summ.list,
coef) coef.list

I am also looking out for t stats and p value and R squared.

For the r.squared

rsq.vec <- sapply(summ.list, "$", "r.squared") adj.rsq <-
sapply(summ.list, "$", "adj.r.squared")

Do you know,
how can I get all these statistics. Also, why is " as.formula " used
in the lm function. It should work without that as well, right?

No.

Can you please tell me, why the code that I had written, does not
work with R. I thought it should work perfectly.

In R there is a difference between expression objects and character

objects.

Thanks & Regards,



Krunal Nanavati

9769-919198



*From:* Rui Barradas [mailto:ruipbarradas at sapo.pt]
*Sent:* 26 September 2012 17:13
*To:* Krunal Nanavati
*Cc:* r-help at r-project.org
*Subject:* Re: [R] Running different Regressions using for loops



Hello,

Try the following.


#cnames <- names(tryout)  # in your code, use this one cnames <-
c("Volume", "Price1", "Price2", "Price3", "Price4", "Price5",
"Trend", "Seasonaliy")

price <- cnames[grep("Price", cnames)] resp <- cnames[1] regr <-
cnames[7:8]

#lm.list <- vector("list", 5)
for(i in 1:5){
      regress <- paste(price[i], paste(regr, collapse = "+"), sep =

"+")

      fmla <- paste(resp, regress, sep = "~")
      print(fmla)
      #lm.list[[i]] <- lm(as.formula(fmla), data = tryout) }

Hope this helps,

Rui Barradas

Em 26-09-2012 08:08, Krunal Nanavati escreveu:

Hi,


I am trying to run many different regressions using a FOR Loop.


The input data that is read into R has the following variables

.         Volume
.         Price2
.         Price3
.         Price4
.         Price5
.         Trend
.         Seasonality

I want to run 5 regressions, with the Volume as an dependent
variable and

Price, Trend & Seasonality as independent variables. I have read the
above

mentioned variables in a variable called "tryout"



I am entering the following syntax in R


for(i in 1:5)

+ {
+ result[i]=lm(Volume~Price[i]+Trend+Seasonaliy,data=tryout)
+ summary(result[i])
+ }

After running these lines.I am getting the following error message
Error in eval(expr, envir, enclos) : object 'Price' not found

Can someone help me out with this error message. Appreciate for your
time

and consideration.



    [[alternative HTML version deleted]]

David Winsemius, MD
Alameda, CA, USA