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.

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