CODEWITHSUNDEEP
rdplyrlmpurrr
cpage
cpage

Reputation: 39

Avoid unseemly coefficient name when running regression

I run the following regressions using the map2 function:

map2(listOfInvVolWeightedOtherStratPortfolioReturns,listOfValueAndMomentumFactorReturns,~lm((.y %>% select(-date) %>% as.matrix()) ~ (.x %>% select(-date) %>% as.matrix())) %>% summary())

The coefficient name for each reg in the list of reg outputs is .x %>% select(-date) %>% as.matrix():

                                            Estimate
(Intercept)                               0.01244429
.x %>% select(-date) %>% as.matrix()     -0.81570351

How can I set the name of the coefficients, lets say to factor, when I run the regressions to avoid this?

Upvotes: 1

Views: 50

Answers (1)

dmca
dmca

Reputation: 685

Without a reprex this is tough but the following is more readable and I believe it should work:

myFun <- function(x, y) {
  x <- x %>%
    select(-date) %>%
    as.matrix()
  y <- y %>%
    select(-date) %>%
    as.matrix()
  res <- lm(y ~ x) %>%
    summary()
  return(res)
}
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
     listOfValueAndMomentumFactorReturns,
     myFun)

Upvotes: 1

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