How to Loop/Repeat a Linear Regression in R

by

You want to run 22,000 linear regressions and extract the coefficients? That’s simple to do from a coding standpoint.

set.seed(1)

# number of columns in the Lung and Blood data.frames. 22,000 for you?
n <- 5 

# dummy data
obs <- 50 # observations
Lung <- data.frame(matrix(rnorm(obs*n), ncol=n))
Blood <- data.frame(matrix(rnorm(obs*n), ncol=n))
Age <- sample(20:80, obs)
Gender  <- factor(rbinom(obs, 1, .5))

# run n regressions
my_lms <- lapply(1:n, function(x) lm(Lung[,x] ~ Blood[,x] + Age + Gender))

# extract just coefficients
sapply(my_lms, coef)

# if you need more info, get full summary call. now you can get whatever, like:
summaries <- lapply(my_lms, summary)
# ...coefficents with p values:
lapply(summaries, function(x) x$coefficients[, c(1,4)])
# ...or r-squared values
sapply(summaries, function(x) c(r_sq = x$r.squared, 
                                adj_r_sq = x$adj.r.squared))

The models are stored in a list, where model 3 (with DV Lung[, 3] and IVs Blood[,3] + Age + Gender) is in my_lms[[3]] and so on. You can use apply functions on the list to perform summaries, from which you can extract the numbers you want.

More Related Contents:

  1. R Loop for Variable Names to run linear regression model
  2. Loop through a R matrix row-wise and print elements [duplicate]
  3. Is the “*apply” family really not vectorized?
  4. Fitting a linear model with multiple LHS
  5. Repeat rows of a data.frame [duplicate]
  6. How to force R to use a specified factor level as reference in a regression?
  7. `lm` summary not display all factor levels
  8. Create sequence of repeated values, in sequence?
  9. How does predict.lm() compute confidence interval and prediction interval?
  10. Create group number for contiguous runs of equal values
  11. Generate a repeating sequence based on vector
  12. Is there a better alternative than string manipulation to programmatically build formulas?
  13. Merge by Range in R – Applying Loops
  14. Linear Regression with a known fixed intercept in R
  15. Which is the best method to apply a script repetitively to n .csv files in R?
  16. Comparing two vectors in an if statement
  17. Cumulative sum until maximum reached, then repeat from zero in the next row
  18. lme4::lmer reports “fixed-effect model matrix is rank deficient”, do I need a fix and how to?
  19. predict.lm() in a loop. warning: prediction from a rank-deficient fit may be misleading
  20. R: lm() result differs when using `weights` argument and when using manually reweighted data
  21. How `poly()` generates orthogonal polynomials? How to understand the “coefs” returned?
  22. lm function in R does not give coefficients for all factor levels in categorical data
  23. R assigning ggplot objects to list in loop
  24. how to create a loop that includes both a code chunk and text with knitr in R
  25. Create a loop that includes both a code chunk and text
  26. predict.lm() with an unknown factor level in test data
  27. Regression (logistic) in R: Finding x value (predictor) for a particular y value (outcome)
  28. Messy plot when plotting predictions of a polynomial regression using lm() in R
  29. how to debug “factor has new levels” error for linear model and prediction [duplicate]
  30. How to use data.table within functions and loops?

Leave a Comment