What is the optimal way to run a set of regressions in R.
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by stevejb
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Published on 2010-04-17T00:22:21Z
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2010/04/17
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rstats
Assume that I have sources of data X and Y that are indexable, say matrices. And I want to run a set of independent regressions and store the result. My initial approach would be
results = matrix(nrow=nrow(X), ncol=(2))
for(i in 1:ncol(X)) {
matrix[i,] = coefficients(lm(Y[i,] ~ X[i,])
}
But, loops are bad, so I could do it with lapply as
out <- lapply(1:nrow(X), function(i) { coefficients(lm(Y[i,] ~ X[i,])) } )
Is there a better way to do this?
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