我的想法是建立一个简单的for估算OLS。这是我的数据。
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0.126953086670589, 0.141793640313059, 0.0971106836251678, 0.142005294694947,
0.121974521063195, 0.114596416325696, 0.0995821336574831, 0.149440241001875,
0.107006916436903, 0.265937473370825, 0.166707092033458, 0.124357173661904,
0.156707672202372, 0.156660991068147, 0.166694668894674, 0.154271959300645,
0.151811979381145, 0.16679411453302, 0.1392800822833, 0.0846069349456524,
0.05729602036042, 0.0947089932558542, 0.0424093888659716, 0.0871961379602881,
0.0872547689970471, 0.0822749237762599, 0.0473527003445939, 0.012451006434322,
0.0448420324184129, 0.0324016327612142, 0.03739208680551, 0.0598251154592999,
0.0598295853053932, 0.0697959759135669, 0.0673158335694257, 0.0673409961989391,
0.0648493075910972, 0.0449023806095683, 0.0698220591213827, 0.0698272784925846,
0.0698272784925846, 0.0723238153494732, 0.072296793528448, 0.0747814074717246,
0.0548601803700421, 0.0871896290742136, 0.0797668400037477, 0.0573559699099668,
0.06983771996667, 0.079820515636797, 0.03739208680551, 0.062264343500118,
0.0622457645066854, 0.0672354603612924, 0.117092019117937, 0.089677417792422,
0.0523020433299548, 0.0398417393170591, 0.0149417652035133, 0.0373223973542558,
0.0149017564893716, 0.0124315341055059, -0.0049731689955923,
-0.047253911599765, -0.0273493764470611, -0.0373057169475999,
0.0124454356524195, -0.10192349400775, -0.0946241917077151, -0.116978510957089,
-0.079618181880492, NA, NA, NA), .Dim = c(444L, 2L), .Dimnames = list(
NULL, c("a", "b")), .Tsp = c(1980, 2016.91666666667, 12), class = c("mts",
"ts", "matrix"))
这是我的代码的一部分。我需要的是，一旦k=1和i=1，我将从summary lm提取线性系数并将其放入coef.matrix的第一行/列中。
for的第二部分是k=4和i=2我将从p-value的摘要中提取lm并将其放入第二行矩阵coef.matrix的第一列：
coef.matrix=matrix(0,4,16)
for (k in c(1,4)){
for(i in 1:2){
coef.matrix[i,1]=summary(lm(a ~ b,data))$coef[2,k]
}
}
看起来此代码仅考虑k=4。这句话是对的：k in c(1,4) ??
编辑：如果我这样做，它不起作用：
coef.matrix=matrix(0,4,16)
for (k in c(1,4)){
for(i in 1:2){
coef.matrix[i,k]=summary(lm(a ~ b,data))$coef[2,k]
}
}
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [,15] [,16]
[1,] -2.387462 0 0 2.069463e-06 0 0 0 0 0 0 0 0 0 0 0 0
[2,] -2.387462 0 0 2.069463e-06 0 0 0 0 0 0 0 0 0 0 0 0
[3,] 0.000000 0 0 0.000000e+00 0 0 0 0 0 0 0 0 0 0 0 0
[4,] 0.000000 0 0 0.000000e+00 0 0 0 0 0 0 0 0 0 0 0 0
我希望coef.matrix[1,1] = -2.387462和coef.matrix[2,1] = 2.069463e-06，其余的都应为零。
答案 0 :(得分：0)
coef.matrix[i,1]=summary(lm(a ~ b,data))$coef[2,k]
将1和4的值存储到coef.matrix的第一列。也许你想要：
coef.matrix[i,k]=summary(lm(a ~ b,data))$coef[2,k]
鉴于您的编辑，问题在于内部＆＃39; for＆＃39;环。试试这个：
i <- 1
for (k in c(1,4)){
coef.matrix[i,1]=summary(lm(a ~ b,data))$coef[2,k]
i <- i + 1
}