Konstantinos Gk Konstantinos Gk - 2 months ago 24
R Question

Multiple regressions with loop in loop in R

I want to run the following regressions, the variable which has the problem is EP, is a dummy variable and I must to check different cases, z (lenght=1000) is the threshold variable. Ι want to crate 1000 different variables of EP from z variable and save the coefficients. I use a loop in loop but the results are completely wrong.Any idea?

for (k in 1:1000){
z<-u[k]
for (i in 1:length(dS)){
if (dS[i]>=z) {
EP[i]=1
} else {
EP[i]=0
}

fitT <- dynlm(dR ~ L(dR,1)+L(EN)+L(EP)+L(ΚΜ,1)
prob[[k]] <- summary(fitT)$coefficients[1, 2]
}

Answer

You don't have a closing } for the i-loop; you also don't have a closing ) for dynlm.

Note, you can really replace your i-loop by

EP <- as.integer(dS >= z)

Next time when asking question, be clear and specific. What do you mean by "I use a loop in loop but the results are completely wrong"? Error message, etc?