try something like the following:

x <- runif(1000, -3, 3)
y <- 2 + 3 * x + rnorm(1000)
f <- gl(10, 100)

lm.lis <- vector("list", 10)
for (i in 1:10) {
    lm.lis[[i]] <- lm(y ~ x, subset = f == as.character(i))
}

sapply(lm.lis, coef)
sapply(lm.lis, fitted)


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


Quoting Chip Barnaby <[EMAIL PROTECTED]>:

Hello,

I would like to create a subscriptable collection (presumably a list)
of lm() models.

I have a data frame DX containing 6 groups of data.  The general idea
is (NOT RUN) ...

for (i in 1:6)
{       DXS = subset( DX, <whatever>);
        LMX[ i] = lm( <formula>, data = DXS);
}

Now access model results by subscript ... e.g. coefficients( LMX[ 2]).
Or would it be [[ 2]]?

I have experimented with various schemes, attempting to "pre-allocate"
a list etc. without success.

Also, I assume that lm() does not make a copy of input data?  That is,
if I want "predict( LMX[ i])", I would have to retain a copy the
associated DXS subsets?

TIA,

Chip Barnaby



---------------------------------------------------------
Chip Barnaby                   [EMAIL PROTECTED]
Vice President of Research
Wrightsoft Corp.               781-862-8719 x118 voice
131 Hartwell Ave               781-861-2058 fax
Lexington, MA 02421         www.wrightsoft.com

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