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reid
2005 Mar 03
2
regression on a matrix
Hi -
I am doing a monte carlo experiment that requires to do a linear
regression of a matrix of vectors of dependent variables on a fixed
set of covariates (one regression per vector). I am wondering if
anyone has any idea of how to speed up the computations in R. The code
follows:
#regression function
#Linear regression code
qreg <- function(y,x) {
X=cbind(1,x)
m<-lm.fit(y=y,x=X)