On 4/29/2008 7:27 AM, Mike H. Ryu wrote:
An undergraduate here, so do not hesitate to let me know if you feel that
I'm heading in a wrong direction.
I have a data frame containing panel data across 10 years (hence 120
months). I want to be able to run regression separately for each month (or
year). The below shows how I ran the regression for each month, but I need
to know how I would combine the regression results together into a matrix
possibly.
Thank you!
If by "results" you mean the coefficients, how about something like this?
t(sapply(split(mydata, mydata$TIME),
function(x){coef(lm(X ~ A + B, data = x))}))
Mike
-------------------------------
m = max(data$TIME)
# define regmatrix
for(i in 1:m){
g=runreg(data, i)
# attach g to regmatrix
}
runreg = function(data, index){
datainterim = subset(data, TIME==index)
g = lrm(X ~ A + B, datainterim)
return(g)
}
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