Hi, Try: set.seed(49) dat1 <- as.data.frame(matrix(sample(c(NA,1:50),41082*15,replace=TRUE),ncol=15)) dat1$indx <- as.numeric(gl(334*123,123,334*123)) names(dat1)[1] <- "rate" lst1 <- split(dat1[,-16],dat1[,16]) any(sapply(lst1,nrow)!=123) #[1] FALSE lst2 <- lapply(lst1,function(x) summary(lm(rate~.,data=x))) length(lst2) #[1] 334
A.K. Hi all! I am very beginner in R so please excuse me some of the naive questions. I am learning. Here is description of my problem: I have database (in single csv file) characteristic_1 characteristic_2 ... characteristic_49 subject_1 | c1_1_t=1 | c2_1_t=1 ... | c49_1_t=1 subject_2 | c1_2_t=1 | c2_2_t=1 ... | c49_2_t=1 subject_3 | c1_3_t=1 | c2_3_t=1 ... | c49_3_t=1 ... subject_334 | c1_334_t=1 | c2_334_t=1 ... | c49_334_t=1 subject_1 | c1_1_t=2 | c2_1_t=2 ... | c49_1_t=2 subject_2 | c1_2_t=2 | c2_2_t=2 ... | c49_2_t=2 subject_3 | c1_3_t=2 | c2_3_t=2 ... | c49_3_t=2 ... subject_334 | c1_3_t=2 | c2_3_t=2 ... | c49_3_t=2 and so on ... till t (time) = 123 so I have 334 subjects with 49 characteristics measured in 123 points of time. I would like to run 123 regressions (three kinds: lm, rlm and lmrob - for comparison reasons) each one for 334 subjects and 49 dependent variables and after each regression (actually after conducting each of the three regressions:lm, rlm and lmrob) I would like to save txt (or csv) file with results (summary) and some test* (each regression can be named reg_1, reg_2 ... reg_123) for those regressions. To make things more clear: regressions would look like that: summary(lm(rate~cap.log+liqamih.log+liqwol.log+pbv.log+mom.log+ +beta.wig+beta.wig.eq +beta.sp +beta.wig.macro +beta.sp.macro +beta.sentim.pl+beta.sentim.pl.ort +beta.sentim.usa+beta.sentim.usa.ort, data=data)) the problem is how to make this lm() above for "rolling window" id est for first 334 observations? (total observations: 123*334) and so on. I need to run regression_1 for first 334 observations, regression_2 for next 334 obs (from 335 to 669) and so on till regression_123 (from last 40748 till 41082). And each time I run such regression I would like to save results (summary and mentioned tests). Then I would like to repeat the same procedure but for rlm() and lmrob() if possible. I think I can write "tests" part of the script alone (could you write me some comments where exactly I should put it in script to have the test automatically repeated the results saved), but 'saving' and 'repeating 123 times' procedures are quite complicated for me, at least now. So here I am asking for help with it. In the end I would like to have three txt (or csv) files: one containing 123 "summaries" and test results of lm, one containing 123 "summaries" and test results of rlm and one containing 123 "summaries" and test results of lmrob. Could someone help me with this task? I am grateful for your help and support. ________________ *like: jarque.bera.test() vif() ncvTest() durbinWatsonTest() ---some of them are not applicable for rlm and lmrob - so in this case I would like to have "test NA" in the three output txt (or csv) files Some of them are also not applicable to cross-sectional regressions ... but still I would like to keep them in script for later modifications ______________________________________________ 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.
