Basic regression output question
On Mon, Mar 23, 2009 at 11:04 AM, GRANT Lewis <L.Grant at hermes.co.uk> wrote:
[snip]
factors<-matrix(runif(400),nrow=40) returns1<-matrix(runif(40),nrow=1) returns2<-matrix(runif(2000),nrow=50) coef(summary(lm(t(returns1)~factors)))[1,4]
[snip]
(coef(summary(lm(t(returns2)~factors)))[50])[1,4] Error in `[.default`((coef(summary(lm(t(returns2) ~ factors)))[50]), 1, : ?incorrect number of dimensions
Use of the 'str' function will reveal you are indexing a list element, so try [[50]] rather than [50] hth, Kingsford Jones
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