CODEWITHSUNDEEP
r
Vicente Noero
Vicente Noero

Reputation: 13

How to run the same regression with different y

Noob coder here, so I would appreciate your help:)

Im trying to run the same regression with different y variables. Basically I need to run a results = lm(stock ~ beta, data=d) regression, but I have 103 different stocks to run the same regression with monthly data (103 stocks, 100 months per stock)

I need to regress the excess returns of 103 different stocks on the same beta (my X variable) for every regression. At the moment I am just changing the stock manually, but this is extremely time consuming and annoying.

Upvotes: 1

Views: 41

Answers (1)

Onyambu
Onyambu

Reputation: 79228

lm allows for multiple regressions all at once.

use

 lm(as.matrix(stocks)~d$beta)

A quick example is to use the mtcars dataset

lm(as.matrix(mtcars[-1])~mpg, mtcars)


Call:
lm(formula = as.matrix(mtcars[-1]) ~ mpg, data = mtcars)

Coefficients:
             cyl        disp       hp         drat       wt         qsec       vs         am         gear       carb     
(Intercept)   11.26068  580.88382  324.08231    2.38249    6.04726   15.35477   -0.67817   -0.59149    2.50627    5.77880
mpg           -0.25251  -17.42912   -8.82973    0.06043   -0.14086    0.12414    0.05553    0.04966    0.05880   -0.14765

Upvotes: 2

Related Questions