Skip to content
Prev 327185 / 398502 Next
Original Raw

Linear regression repeat for each column

iza.ch1 
Hi everyone

I need to calculate abnormal returns for different events applying event study methodology. I must create a market model in order to perform the analysis. I apply regression analysis to get OLS estimators.

I have a problem to create a linear regression which I could repeat for each column in two different data frames (one with explainatory and one with explaning variables). It means that I want to regress column 1 from first data frame with column 1 from second data frame,, clumn two with column two etc. I tried to use the following code:#x  is matrix containing stock returns
y is matrix containing market index                           
i<-1:length(x)
t[i] <- lapply(t[i], lm(x[,1]~y[,i]))

but it is not working.

Could anybody help me?

Thanks a lot

Iza

Thread (3 messages)

iza.ch1 Linear regression repeat for each column Jul 20 Jeff Newmiller Linear regression repeat for each column Jul 20 arun Linear regression repeat for each column Jul 20