Avoid unseemly coefficient name when running regression
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1
I run the following regressions using the map2 function:
map2(listOfInvVolWeightedOtherStratPortfolioReturns,listOfValueAndMomentumFactorReturns,~lm((.y %>% select(-date) %>% as.matrix()) ~ (.x %>% select(-date) %>% as.matrix())) %>% summary())
The coefficient name for each reg in the list of reg outputs is .x %>% select(-date) %>% as.matrix():
Estimate
(Intercept) 0.01244429
.x %>% select(-date) %>% as.matrix() -0.81570351
How can I set the name of the coefficients, lets say to factor, when I run the regressions to avoid this?
r dplyr lm purrr
asked Nov 15 '18 at 13:09
cpagecpage
37212
add a comment |
1
I run the following regressions using the map2 function:
map2(listOfInvVolWeightedOtherStratPortfolioReturns,listOfValueAndMomentumFactorReturns,~lm((.y %>% select(-date) %>% as.matrix()) ~ (.x %>% select(-date) %>% as.matrix())) %>% summary())
The coefficient name for each reg in the list of reg outputs is .x %>% select(-date) %>% as.matrix():
Estimate
(Intercept) 0.01244429
.x %>% select(-date) %>% as.matrix() -0.81570351
How can I set the name of the coefficients, lets say to factor, when I run the regressions to avoid this?
r dplyr lm purrr
asked Nov 15 '18 at 13:09
cpagecpage
37212
1
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41
add a comment |
1
1
1
I run the following regressions using the map2 function:
map2(listOfInvVolWeightedOtherStratPortfolioReturns,listOfValueAndMomentumFactorReturns,~lm((.y %>% select(-date) %>% as.matrix()) ~ (.x %>% select(-date) %>% as.matrix())) %>% summary())
The coefficient name for each reg in the list of reg outputs is .x %>% select(-date) %>% as.matrix():
Estimate
(Intercept) 0.01244429
.x %>% select(-date) %>% as.matrix() -0.81570351
How can I set the name of the coefficients, lets say to factor, when I run the regressions to avoid this?
r dplyr lm purrr
asked Nov 15 '18 at 13:09
cpagecpage
37212
I run the following regressions using the map2 function:
map2(listOfInvVolWeightedOtherStratPortfolioReturns,listOfValueAndMomentumFactorReturns,~lm((.y %>% select(-date) %>% as.matrix()) ~ (.x %>% select(-date) %>% as.matrix())) %>% summary())
The coefficient name for each reg in the list of reg outputs is .x %>% select(-date) %>% as.matrix():
Estimate
(Intercept) 0.01244429
.x %>% select(-date) %>% as.matrix() -0.81570351
How can I set the name of the coefficients, lets say to factor, when I run the regressions to avoid this?
r dplyr lm purrr
r dplyr lm purrr
asked Nov 15 '18 at 13:09
cpagecpage
37212
asked Nov 15 '18 at 13:09
cpagecpage
37212
asked Nov 15 '18 at 13:09
cpagecpage
37212
asked Nov 15 '18 at 13:09
cpagecpage
37212
asked Nov 15 '18 at 13:09
cpagecpage
37212
37212
1
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41
add a comment |
1
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41
1
1
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41
add a comment |
1 Answer
1
active
oldest
votes
1
Without a reprex this is tough but the following is more readable and I believe it should work:
myFun <- function(x, y)
x <- x %>%
select(-date) %>%
as.matrix()
y <- y %>%
select(-date) %>%
as.matrix()
res <- lm(y ~ x) %>%
summary()
return(res)
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
listOfValueAndMomentumFactorReturns,
myFun)
answered Nov 16 '18 at 2:54
dmcadmca
4881515
add a comment |
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1 Answer
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active
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1
Without a reprex this is tough but the following is more readable and I believe it should work:
myFun <- function(x, y)
x <- x %>%
select(-date) %>%
as.matrix()
y <- y %>%
select(-date) %>%
as.matrix()
res <- lm(y ~ x) %>%
summary()
return(res)
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
listOfValueAndMomentumFactorReturns,
myFun)
answered Nov 16 '18 at 2:54
dmcadmca
4881515
add a comment |
1
Without a reprex this is tough but the following is more readable and I believe it should work:
myFun <- function(x, y)
x <- x %>%
select(-date) %>%
as.matrix()
y <- y %>%
select(-date) %>%
as.matrix()
res <- lm(y ~ x) %>%
summary()
return(res)
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
listOfValueAndMomentumFactorReturns,
myFun)
answered Nov 16 '18 at 2:54
dmcadmca
4881515
add a comment |
1
1
1
Without a reprex this is tough but the following is more readable and I believe it should work:
myFun <- function(x, y)
x <- x %>%
select(-date) %>%
as.matrix()
y <- y %>%
select(-date) %>%
as.matrix()
res <- lm(y ~ x) %>%
summary()
return(res)
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
listOfValueAndMomentumFactorReturns,
myFun)
answered Nov 16 '18 at 2:54
dmcadmca
4881515
Without a reprex this is tough but the following is more readable and I believe it should work:
myFun <- function(x, y)
x <- x %>%
select(-date) %>%
as.matrix()
y <- y %>%
select(-date) %>%
as.matrix()
res <- lm(y ~ x) %>%
summary()
return(res)
map2(listOfInvVolWeightedOtherStratPortfolioReturns,
listOfValueAndMomentumFactorReturns,
myFun)
answered Nov 16 '18 at 2:54
dmcadmca
4881515
answered Nov 16 '18 at 2:54
dmcadmca
4881515
answered Nov 16 '18 at 2:54
dmcadmca
4881515
answered Nov 16 '18 at 2:54
dmcadmca
4881515
4881515
add a comment |
add a comment |
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1
Crazy idea: Don't create one of these tidyverse tapeworms and write some R code that is (i) easier to read and (ii) easier to debug, and also solves this issue easily. I appreciate that some people find magrittr chains more readable but this is clearly not such a case.
– Roland
Nov 15 '18 at 13:41