我有一个回归结果列表，我有兴趣提取回归器和预测器的名称。
这就是我所追求的：
set.seed(1)
DF <- data.frame(A=rnorm(50, 100, 3),
B=rnorm(50, 100, 3),
C=rnorm(50, 100, 3),
D=rnorm(50, 100, 3),
E=rnorm(50, 100, 3))
results <- combn(names(DF), 2, function(x){coefficients(lm(DF[, x]))}, simplify = FALSE)
vars <- combn(names(DF), 2)
names(results) <- vars[1 , ] # adding names to identify variables in the reggression
results
效果很好，它会打印回归变量和预测变量名称。但是，当我尝试使用自己的数据进行操作时，提取名称（在代码vars <- combn(names(results), 2)的行）遇到了问题。
我正在使用的代码如下；
stock_pairs <- stock_pairs %>%
select(-date)
results <- combn(names(stock_pairs), 2, function(x){coefficients(lm(stock_pairs[, x]))}, simplify = FALSE)
vars <- combn(names(results), 2)
names(results) <- vars[1 , ]
results
我还试图使用管道函数将其变成一个dplyr代码（但这是我的问题的第二要点）
回归函数基本上只是将所有预测变量相互回归A ~ B，A ~ C，B ~ A，B ~ C等。
数据：
stock_pairs <- structure(list(GOOG = c(0, 0.000966293343200162, 0.0090074689946936,
0.0151611841458238, 0.000620039683950682, -0.00230855238019536,
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-385L), .Names = c("GOOG", "MSFT", "PYPL"))
编辑：@Gurmeet Singh指出的缺乏专心。以下作品。
stock_pairs <- stock_returns_daily %>%
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "daily",
type = "log",
col_rename = "returns") %>%
spread(key = symbol, value = returns)
set.seed(1)
stock_pairs <- stock_pairs %>%
select(-date)
results <- combn(names(stock_pairs), 2, function(x){coefficients(lm(stock_pairs[, x]))}, simplify = FALSE)
vars <- combn(names(stock_pairs), 2)
names(results) <- vars[1 , ]
results
答案 0 :(得分：1)
这是解决问题第二部分的一种方法。我使用了您的combn语句，该语句返回一个列表，然后将其通过管道传递到purrr::map_dfr中，该语句在一个列表上进行操作，并返回将所有行绑定到一个数据帧中的每组输出。这样可以方便地进行大量回归，然后整理所有模型的结果。
library(tidyverse)
combn(names(stock_pairs), 2, simplify = F) %>%
map_dfr(function(vars) {
lm(stock_pairs[, vars]) %>%
broom::tidy() %>%
mutate(vars = vars)
}) %>%
select(vars, term, estimate)
#> vars term estimate
#> 1 GOOG (Intercept) -5.572112e-05
#> 2 MSFT MSFT 7.871129e-01
#> 3 GOOG (Intercept) 1.259858e-04
#> 4 PYPL PYPL 4.667828e-01
#> 5 MSFT (Intercept) 5.652354e-04
#> 6 PYPL PYPL 4.284295e-01
由reprex package（v0.2.0）于2018-07-15创建。