循环保存和访问回归结果 [英] Saving and accessing results from regression in a loop

问题描述

我试图通过for loop中的pml包进行几次面板数据回归，然后保存结果，以便可以对每个回归结果使用summary.但是，我似乎无法弄清楚如何在保存结果的list上使用summary.这是我尝试过的:

I am trying to do several panel data regression through the pml package in a for loop and then save the results, so that I can use summary on each of the regression results. However, I can't seem to figure out how to use summary on the list of saved results. This is what I have tried:

library(plm)

########### Some toy data #################

Id <- c(rep(1:4,3),rep(5,2))
Id <- Id[order(Id)]
Year <- c(rep(2000:2002,4),c(2000,2002))

z1 <- rnorm(14)
z2 <- rnorm(14)
z3 <- rnorm(14)
z4 <- rnorm(14)

CORR <- rbind(c(1,0.6,0.5,0.2),c(0.6,1,0.7,0.3),c(0.5,0.7,1,0.4),c(0.2,0.3,0.4,1))
CholCORR <- chol(CORR)
DataTest <- as.data.frame(cbind(z1,z2,z3,z4)%*%CholCORR)
names(DataTest)<-c("y","x1","x2","x3")
DataTest <- cbind(Id, Year, DataTest)

############################################

for(i in 2001:2002){

  Data <- DataTest[(DataTest$Year <= i), ]
  TarLV <- plm(diff(y) ~ lag(x1) + x2 + x3, data = Data, model="pooling", index = c("Id","Year"))
  if(i==2001){
    Res1St <- TarLV
  } else {
    Res1St <- c(Res1St,TarLV)
  }
}

sapply(Res1St, function(x) summary(x))

但是，我得到了错误:

Error in tapply(x, effect, func, ...): Arguments must have same length

我可能不会以非常明智的方式保存回归结果，并且可能会避免for loop，我只是不知道怎么做.任何帮助表示赞赏！

I probably don't save the regressions results in a very sensible way, and the for loop can probably be avoided, I just don't see how. Any help appreciated!

推荐答案

将plm对象存储在列表中.因此，请在循环之前创建一个空对象(out)，然后将其填充到循环中.

Store the plm object in a list. Therefore create an empty object (out) before the loop and then fill it within the loop.

out <- NULL
yr <- 2001:2002
for(i in seq_along(yr)){
  take <- DataTest[(DataTest$Year <= yr[i]), ]
  out[[i]] <- plm(diff(y) ~ lag(x1) + x2 + x3, data = take, model="pooling", index = c("Id","Year"))

}

lapply(out, summary)

在这里，我还进行了其他更改:

Here I made also other changes:

• 循环1,2，3，...，而不是2001、2002
• 不想覆盖DataTests->重命名为take

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