There are a few ways to do this. One is to use the lmList() function
in the nlme package and use conditioning in the model formula. Another
is to use the plyr package to create a list of models from which you
can extract pieces of output from each model fit to the data subsets;
for example,
librar
Inthe code below I was trying to to obtain the GMM estimates for CAPM
(REGRESSION) for 36 stocks each have 180 observations,however it only gives
me one output rather than 36.
In SAS i would just put in a *By statement*. I have a variable TICKER that
categorize them into 36 groups.
*How can I o
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