Hsiang-Wei Wu
Hsiang-Wei Wu

Reputation: 1

Save multiple linear regression models

I simulated some data and I want to loop the simulation 1000 times. I need to fit the data to a linear model each time and save all the information.

One of my friend told me I can extract the coefficients of standard errors each time and save them to make them a matrix or data frame. However, I want to know if I can save a model. I want to simulate 1000 times and save all the models.

but how do i analyze overall model from the 1000 times? like if the model fit well, i want to use summary(model) and see if each variable significant and if the f statistic is significant or not?

Upvotes: 0

Views: 2758

Answers (1)

josliber
josliber

Reputation: 44330

You can store all your models as a list and then write them to a file with the save function:

lst <- lapply(1:1000, function(repetition) {
  mod <- lm(...)  # Replace this with the code you need to train your model
  return(mod)
})
save(lst, file="myfile.RData")

Later, you could load the data again with load("myfile.Rdata"), and then access them with lst[[1]], lst[[2]], ...

Upvotes: 2

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