[R] foreach loop, stata equivalent

[Jamora, Nelissa]

Hi Milan, 

Thanks for responding to my question. I'm actually not interested in LM, it
was more  for example. 

You are right, I'm trying an enormous set of model runs. My Var1 n=14; Var2
n=255 ==> 3570!  
But first, I need be able to set up 2 variables in each model run. Those 2
variables are different in each case. I can set this up 1-by-1 but it will be
tedious and not efficient. 

To describe in more details
I have a data frame with 269 variables.
1. individual columns 1-14 can be my first variable
2. individual columns 15-269 can be my second variable.

Variable1 and variable2 are different in each case. For e.g.
Model 1: var1 and var15
Model 2: var1 and var16
Model 3: var1 and var17...
....
Model 3570: var14 and var269
So I need to write a loop command that calls for different sets of variable1
and variable2 in each run.

What do I intend to do with this? I'm running threshold vecm (package tsDyn),
and I need to summarize threshold estimates in each model run (or market
pairs, var1 and var2). The goal is to extract N=3,570 threshold estimates. 
I did similar linear VECM estimates in Stata using my foreach loop, but now I
need to make parallel run in R but using threshold model.

Hope this clears things.
Nelissa








-----Original Message-----
From: Milan Bouchet-Valat [mailto:nalimilan at club.fr] 
Sent: Monday, February 18, 2013 3:44 PM
To: Jamora, Nelissa
Cc: r-help at r-project.org
Subject: Re: [R] foreach loop, stata equivalent

Le lundi 18 février 2013 à 13:48 +0100, Jamora, Nelissa a écrit :
> Hi! I'm a recent convert from Stata, so forgive my ignorance.
> 
>  
> 
> In Stata, I can write foreach loops (example below)
> 
>  
> 
> foreach var of varlist p1-p14 {
> 
> foreach y of varlist p15-p269 {
> 
>   reg `var' `y'
> 
> }
> 
> }
> 
>  
> 
> It's looping p1-p15, p1-p16...., p1-p269, p2-p15, p2-p16,... p2-p269,...
> variable pairs.
> 
>  
> 
> How can I write something similar in R? 
> 
> I 'tried' understanding the package.foreach but can't get it to work.
You do not need package foreach, which is intended at a completely different
problem.

R does not really have the syntactic equivalent of "varlist", but you can
easily do something like:
for(var in paste0("p", 1:14)) {
    for(y in paste0("p", 15:269))
        lm(yourData[[var]] ~ yourData[[y]]) }

provided that yourData is the data frame in which the p* variables are
stored.

There are probably more direct ways of doing the same thing and storing the
resulting lm objects in a list, but you did not state what you intend to do
with this enormous set of regressions...


Regards

> Thanks for any help
> 
> Nelissa
> 
> 
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> 
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