Message-ID: <1294412680013-3179256.post@n4.nabble.com>
Date: 2011-01-07T15:04:40Z
From: wangwallace
Subject: how to run linear regression models at once
hey, folks,
I have two very simple questions. I am not quite sure if I can do this using
R.
so, I am analyzing a large data frame with thousands of variables. For
example:
Dependent variables: d1, d2, d3 (i.e., there are three dependent variables)
Independent variables: s1, s2, s3, ......s1000 (i.e., there are 1000
independent variables)
now I want to run simple linear regression analyses of dependent variables
on independent variables. A laborious way to do this is running 1000 linear
regression models for each dependent variable separately. This would take a
lot of time. My question is:
1) is there a easy way to run all 1000 linear regression analyses for each
dependent variable at once?
2) after running all 1000 linear regression analyses at once, how can I
write 3000 regression weights (1000 regression weights for each dependent
variable) and its significance level in to a file (e.g., csv, excel, ect).
Many thanks in advance!!
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