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032799
2005 Oct 14
2
run many linear regressions against the same independent variables in batch
R function
lm(response ~ term)
allows me to run a linear regression on a single response vector. For
example, I have recent one year historical prices for a stock and S&P
index. I can run regression of the stock prices (as response vector)
against the S&P index prices (as term vector).
Now assume I have 1000 stocks to run the above regressions (against the
same S&P index prices).