Sure. Read the Posting Guide, and provide a reproducible example with sample
data.
I suspect the basic idea will be to merge the data frames and then setup the
model to refer to the desired columns.
---------------------------------------------------------------------------
Jeff Newmiller The ..... ..... Go Live...
DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go...
Live: OO#.. Dead: OO#.. Playing
Research Engineer (Solar/Batteries O.O#. #.O#. with
/Software/Embedded Controllers) .OO#. .OO#. rocks...1k
---------------------------------------------------------------------------
Sent from my phone. Please excuse my brevity.
"iza.ch1" <iza....@op.pl> wrote:
>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
>
>______________________________________________
>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.
______________________________________________
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.
