I found that it was easiest to just pull out the parts I want with an
"apply" loop.

Here I am regressing a bunch of equity returns on some index returns and
just keeping the coefficients:

EqCoefQ1 = apply(retEqQ1,2,
        function(x) summary(lm(x~retIndexQ1))$coefficients)

On Tue, Jul 21, 2009 at 4:49 PM, Giovanni Petris <gpet...@uark.edu> wrote:

>
> My guess is that you did not define the list correcly before making
> any assignments to it. Try something like
>
> > myResults <- vector("list", 16)
>
> and then your code
>
> > myResults[1] <- lm(...)
> > myResults[2] <- lm(...)
> > myResults[3] <- lm(...)
>  ...
> > myResults[15] <- lm(...)
> > myResults[16] <- lm(...)
>
> HTH,
> Giovanni
>
> > Date: Tue, 21 Jul 2009 11:27:52 -0500
> > From: Idgarad <idga...@gmail.com>
> > Sender: r-help-boun...@r-project.org
> > Precedence: list
> > DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com;
> s=gamma;
> > DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma;
> >
> > How can I get the results of lm() into a list so I can loop through the
> results?
> >
> > e.g.
> >
> > myResults[1] <- lm(...)
> > myResults[2] <- lm(...)
> > myResults[3] <- lm(...)
> > ...
> > myResults[15] <- lm(...)
> > myResults[16] <- lm(...)
> >
> > so far every attempt I've tried doesn't work throwing a "number of
> > items to replace is not a multiple of replacement length" error or
> > simply not working.
> >
> > ______________________________________________
> > 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.
> >
> >
>
> --
>
> Giovanni Petris  <gpet...@uark.edu>
> Associate Professor
> Department of Mathematical Sciences
> University of Arkansas - Fayetteville, AR 72701
> Ph: (479) 575-6324, 575-8630 (fax)
> http://definetti.uark.edu/~gpetris/<http://definetti.uark.edu/%7Egpetris/>
>
> ______________________________________________
> 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.
>

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