summary(lm(y ~ x))$coef[1,]

gives you the intercept, standard error, p-value etc.

then write a function and use lapply( yourlist, function)

Am 2013-07-22 1:54 PM, schrieb iza.ch1:

> Hi !

>

> I want to ask if somebody knows the way to create data frame with coefficients from many regressions

> I regress the first column from ret against the first columns from median, then the second with the second and so on.

> This is the code used for regression

>

> i<-1:6

> lapply(seq_len(ncol(ret)),function(i) {lm(ret[,i]~median[,i])}

>

> I get 6 results for each regression

>

> [[1]]

>

> Call:

> lm(formula = ret[, i] ~ median[, i])

>

> Coefficients:

> (Intercept) median[, i]

> 0 1

>

>

> [[2]]

>

> Call:

> lm(formula = ret[, i] ~ median[, i])

>

> Coefficients:

> (Intercept) median[, i]

> -1.411e-17 1.000e+00

>

> now I would like to create a data frame with intercepts which looks like it

>

> [[1]] [[2]]

> Intercept

> median

>

> I tried to use ddply command but it does not work. I will be very grateful for the hint :)

>

> Thank you in advance

>

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