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Questions - lm

How can I speed up a rolling regression with multiple conditions in r?

I have a pretty big dataset (around 12 million rows) on which I need to run a rolling regression for every row which includes the entries of the past 30 rows. It's a simple linear regression but the r...
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ABCE

r

regression

large-data

lm

Votes: 0

Answers: 1

Latest Answer

I'm sure there are faster ways to do this, but this works. (I think.) library(tidyverse) set.seed(1000) df <- tibble(date = rep(16001:19000, 5000), Stock = rep(1:5000, each = 3000)) ...
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Michael Dewar

How to correctly select dependent variable and controls in lm() in R?

I am looking for a way to construct a function that will allow the user, given a data frame, to: Choose what variable will be the dependent variable; Choose a certain control (one only variable); Bas...
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Raul Guarini Riva

r

regression

lm

Votes: 0

Answers: 2

Latest Answer

You should work with string substitution. The snippet below provides a simple overview of how you could adjust your function. It would also be good practice to pass the dataset df as an additional par...
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ralph

Use of variable arguments (dot-dot-dot) in stats::lm in R

Suppose we have a function that makes a call to stats::lm and takes a formula and a data frame as arguments. Further arguments that we want to pass to stats::lm can be provided using variable argument...
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user2986671

r

variadic-functions

lm

Votes: 0

Answers: 1

Latest Answer

I can't think of a work-around as safe and as succinct as do.call. I can explain what's going on, having debugged into the lm call. In the body of lm, you'll find the statement mf <- eval(mf, paren...
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Mikael Jagan

Replace part of the output of lm() function in Base R

Object res1 is a regression function from the metafor package. Object res2 is a regression function from the stats R base. I was wondering if it might be possible to get the vcov() of res1 and substit...
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Simon Harmel

r

function

statistics

regression

lm

Votes: 0

Answers: 2

Latest Answer

You don't say how you are planning to use the result of the vcov() call, and that's crucial. If all you are doing is calling vcov() and you want a different result, simply put the metafor object as a...
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user2554330

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