On Mon, Mar 23, 2009 at 11:04 AM, GRANT Lewis wrote:
[snip]
> factors<-matrix(runif(400),nrow=40)
> returns1<-matrix(runif(40),nrow=1)
> returns2<-matrix(runif(2000),nrow=50)
> coef(summary(lm(t(returns1)~factors)))[1,4]
[snip]
> (coef(summary(lm(t(returns2)~factors)))[50])[1,4]
>
> Error in `
Hi
Probably a very basic question:
I am regressing a matrix of 50 response variables against a matrix of 10
factors using the lm function. This gives me an object with the output
for 50 regressions, as required. How do I now "use" the data?
For example, below is some code that generates sample
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