Hi, You may try something like: set.seed(49) dat1 <- as.data.frame(matrix(sample(1:300,41082*15,replace=TRUE),ncol=15)) #created only 15 columns as shown in your model ?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. On Wednesday, November 27, 2013 3:41 PM, nooldor <nooldor at gmail.com> wrote: Thank you for reply. OK. you are right, let's make it 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). I need to run regresion_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. Hope it's better described now. On 27 November 2013 21:24, arun <smartpink111 at yahoo.com> wrote: So, if you have 49 dependent variables, what would be the model for one of the 123 regressions.>You haven't provided any reproducible example, so its a lot of guess work. > > > > > > > > > > >On Wednesday, November 27, 2013 3:18 PM, nooldor <nooldor at gmail.com> wrote: > >HI, > >Yes, I need to run regression 123 times - each time for 334 subjects with 49 dependent variables. >Now I am trying "rollapply" function, but as I mentioned I am beginner so it takes time ... > > > > >On 27 November 2013 21:11, <smartpink111 at yahoo.com> wrote: > >Hi, >>You said you wanted 123 test results of 'lm'. ?You have 49 dependent variables. ?So, there is something missing in your description. >> >><quote author='nooldor'> >>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. >> >>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 >></quote> >>Quoted from: >>http://r.789695.n4.nabble.com/Automatic-saving-of-many-regression-s-output-tp4681284.html >> >> >>_____________________________________ >>Sent from http://r.789695.n4.nabble.com >> >> >