Hello I would like to regress each of the first 685 columns in a data set on a specified column contained in the data set. For example, I use lapply to collect the regression of the first 685 variables in the data set on variable mktrfbeta: So, if we have column vectors a, b, c, d, e, f, g, h,
I want to collect a~h b~h c~h . . . g~h
I should be able to do this using the lappy function. In fact, I can do it using the lm function:
lapply(1:685, function(x) lm((testing[,x]) ~ 0 + mktrfbeta, data=testing))
However, when I try to use the gls() function in place of the lm function, it does not work:
lapply(1:685, function(x) gls((testing[,x]) ~ 0 + mktrfbeta,data=testing))
I get this error:
Error in model.frame.default(formula = ~testing + x + mktrfbeta : invalid type (list) for variable 'testing'
And I am not sure what to do. Any help would be appreciated.