Re: loop over a series regression models

[Pravin Jadhav <pravinj@gmail.com>]

I think 
you
want                  
t (coef(fit)) [,-1] 
and not                    
t(coef(fit)[, -1]) 

That should take care of it. Look at the ouput of  t(coef(fit)) and you will kow where to troubleshoot.

Hope it helps.

Pravin

On 4/15/05, Peng Huang <huangp@musc.edu> wrote:

Hi Bill,

Thank you for your help. Since I want to perform a series of regressions (in fact, I want to use lme instead of lm in my data analysis, but my last email used lm for simplification) with the same predictors, I would like to do all of them automatically instead of manually by re-typing the dependent variable name each time. If we can do it without loop, that will be great too.

When I ran your code, I got different results from what I expected:

> 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))
> mydata
   x1  x2         y1        y2
 1  1   1   2.753768  13.18116
 2  2   4   9.362209  32.22619
 3  3   9  13.504666  56.90398
 4  4  16  23.968903  88.43677
 5  5  25  36.091774 123.06842
 6  6  36  48.724808 167.63793
 7  7  49  63.295195 216.56807
 8  8  64  79.249965 271.97426
 9  9  81  99.071244 332.58214
10 10 100 120.344092 400.98084

> fit <- lm(as.matrix(mydata[, 3:4]) ~ x1 + x2, mydata)
> output <- t(coef(fit)[, -1])
> output
         [,1]     [,2]     [,3]
[1,] 1.111728 9.350874 3.060115

 > output  # this is what I need:
           x1        x2
mod1 2.102024 0.9910637
mod2 9.350874 3.0601154

Have I missed something? Thanks!

Peng

Bill.Venables@csiro.au wrote:

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

-- 
Pravin Jadhav
Graduate Student
Department of Pharmaceutics
MCV/Virginia Commonwealth University
DPE1/OCPB/CDER/Food and Drug Administration
Phone: (301) 594-5652
Fax: (301) 480-3212
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