Dear All, Now I am thinking to use a for loop:
for (i in 1:200) { /Results/ <-lm(R[,i] ~ F, weights=W[,i])} The thing is, I can get WLS regression coefficients and residuals for each company each with unique weight, but I am wondering how to easily combine all coefficients and residuals for ALL companies? Any suggestions would be greatly appreciated. -- View this message in context: http://r.789695.n4.nabble.com/WLS-regression-lm-with-weights-as-a-matrix-tp3668577p3670176.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.