Re: loop over a series regression models

[<Bill.Venables@csiro.au>]

Your question "How [do I] write a loop to obtain the output?" implies that you have already decided that you must need a loop.  In fact you don't.  Here is how I would obtain your output:

mydata<- data.frame(x1=1:10, x2=(1:10)^2,
      y1=2*(1:10) + (1:10)^2 + rnorm(10),
      y2=10*(1:10) + 3*(1:10)^2 + rnorm(10))
fit <- lm(as.matrix(mydata[, 3:4]) ~ x1 + x2, mydata)
output <- t(coef(fm)[, -1])   

and that's it.

Bill V.

 -----Original Message-----
From:   s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu]  On Behalf Of Peng Huang
Sent:   Friday, 15 April 2005 1:27 PM
To:     s-news@lists.biostat.wustl.edu
Subject:        [S] loop over a series regression models

Dear All,

I have a data frame that contains several dependent variables and independent variables. I would like to save the regression coefficients after fitting each dependent variables (with the same independent variables). How to write a loop to do it automatically? For example, I have

mydata<- data.frame(x1=1:10, x2=(1:10)^2,
      y1=2*c(1:10) + c(1:10)^2 + rnorm(10),
      y2=10*c(1:10) + 3*c(1:10)^2 + rnorm(10))

# I want to perform the following
mod1<- summary(lm(y1~x1+x2, data="">
mod2<- summary(lm(y2~x1+x2, data="">

# then save the coefficients:
output <- rbind(mod1, mod2)

Question: how to write a loop to obtain the output?
Thank you for your help!

Peng Huang