search for: lquarterlyregress

Displaying 1 result from an estimated 1 matches for "lquarterlyregress".

2006 Jan 18
3
Possible improvement in lm
Folks, I do a series of regressions (one for each quarter in the dataset) and then go and extract the residuals from each stored lm object that is returned as follows: vResiduals <- as.vector(unlist(resid(lQuarterlyRegressions[[i]]))); Here lQuarterlyRegressions is a vector of objects returned by lm(). Next, I may go find outliers using identify() on a plot or do some other analysis which tells me which row of the quarterly data I need to take a closer look at. However, if I try to match some point in one of the q...