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