For loop regression over a list of dataframes with multiple variables

Question

Hello I need to know how to apply a for loop regression over separate dataframes. I started by making a list of dataframes

dflist = c(cvx,csco,trv,unh,gs,nke,v,aapl,wba)

The response variable is ri_rf and the explanatory variables are smb,hml,capm.

I've already calculated smb, hml, capm, ri_rf and have them laid out from stock 1 to stock 12. I just need to regress for each stock!

I need the equation

lm(ri_rf ~ smb, hml,capm)

Can someone please help me out!!! Thanks

Ronak Shah · Accepted Answer · 2021-10-27 01:38:54Z

1

Store the dataframes in a list and apply lm for each dataframe using lapply -

dflist = list(cvx,csco,trv,unh,gs,nke,v,aapl,wba)
result <- lapply(dflist, function(x) lm(ri_rf ~ smb + hml + capm, x))

answered Oct 27, 2021 at 1:38

Ronak Shah

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