Hi Milan, Thanks for responding to my question. I'm actually not interested in LM, it was more for example.
You are right, I'm trying an enormous set of model runs. My Var1 n=14; Var2 n=255 ==> 3570! But first, I need be able to set up 2 variables in each model run. Those 2 variables are different in each case. I can set this up 1-by-1 but it will be tedious and not efficient. To describe in more details I have a data frame with 269 variables. 1. individual columns 1-14 can be my first variable 2. individual columns 15-269 can be my second variable. Variable1 and variable2 are different in each case. For e.g. Model 1: var1 and var15 Model 2: var1 and var16 Model 3: var1 and var17... .... Model 3570: var14 and var269 So I need to write a loop command that calls for different sets of variable1 and variable2 in each run. What do I intend to do with this? I'm running threshold vecm (package tsDyn), and I need to summarize threshold estimates in each model run (or market pairs, var1 and var2). The goal is to extract N=3,570 threshold estimates. I did similar linear VECM estimates in Stata using my foreach loop, but now I need to make parallel run in R but using threshold model. Hope this clears things. Nelissa -----Original Message----- From: Milan Bouchet-Valat [mailto:nalimi...@club.fr] Sent: Monday, February 18, 2013 3:44 PM To: Jamora, Nelissa Cc: r-help@r-project.org Subject: Re: [R] foreach loop, stata equivalent Le lundi 18 février 2013 à 13:48 +0100, Jamora, Nelissa a écrit : > Hi! I'm a recent convert from Stata, so forgive my ignorance. > > > > In Stata, I can write foreach loops (example below) > > > > foreach var of varlist p1-p14 { > > foreach y of varlist p15-p269 { > > reg `var' `y' > > } > > } > > > > It's looping p1-p15, p1-p16...., p1-p269, p2-p15, p2-p16,... p2-p269,... > variable pairs. > > > > How can I write something similar in R? > > I 'tried' understanding the package.foreach but can't get it to work. You do not need package foreach, which is intended at a completely different problem. R does not really have the syntactic equivalent of "varlist", but you can easily do something like: for(var in paste0("p", 1:14)) { for(y in paste0("p", 15:269)) lm(yourData[[var]] ~ yourData[[y]]) } provided that yourData is the data frame in which the p* variables are stored. There are probably more direct ways of doing the same thing and storing the resulting lm objects in a list, but you did not state what you intend to do with this enormous set of regressions... Regards > Thanks for any help > > Nelissa > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
