Looping through covariates in regression using R

Posted by Kyle Peyton on Stack Overflow See other posts from Stack Overflow or by Kyle Peyton
Published on 2012-11-09T04:56:33Z Indexed on 2012/11/09 4:59 UTC
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I'm trying to run 96 regressions and save the results as 96 different objects. To complicate things, I want the subscript on one of the covariates in the model to also change 96 times. I've almost solved the problem but I've unfortunately hit a wall. The code so far is,

for(i in 1:96){

assign(paste("z.out", i,sep=""), lm(rMonExp_EGM~ TE_i+ Month2+Month3+Month4+Month5+Month6+Month7+Month8+Month9+ Month10+Month11+Month12+Yrs_minus_2004 + as.factor(LGA),data=Pokies))

}

This works on the object creation side (e.g. I have z.out1 - z.out96) but I can't seem to get the subscript on the covariate to change as well.

I have 96 variables called TE_1, TE_2 ... TE_96 in the dataset. As such, the subscript on TE_, the "i" needs to change to correspond to each of the objects I create. That is, z.out1 should hold the results from this model:

z.out1 <- lm(rMonExp_EGM~ TE_1 + Month2+Month3+Month4+Month5+Month6+Month7+Month8+Month9+ Month10+Month11+Month12+Yrs_minus_2004 + as.factor(LGA),data=Pokies)

And z.out96 should be:

z.out96 <- lm(rMonExp_EGM~ TE_96+ Month2+Month3+Month4+Month5+Month6+Month7+Month8+Month9+ Month10+Month11+Month12+Yrs_minus_2004 + as.factor(LGA),data=Pokies)

Hopefully this makes sense. I'm grateful for any tips/advice.

cheers, kyle

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