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dgematrix
2008 Apr 29
2
Running regression (lm, lrm) 100+ times and saving the results as matrix
...e to run regression separately for each month (or
year). The below shows how I ran the regression for each month, but I need
to know how I would combine the regression results together into a matrix
possibly.
Thank you!
Mike
-------------------------------
m = max(data$TIME)
# define regmatrix
for(i in 1:m){
g=runreg(data, i)
# attach g to regmatrix
}
runreg = function(data, index){
datainterim = subset(data, TIME==index)
g = lrm(X ~ A + B, datainterim)
return(g)
}
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