plr function

Fast computation of several simple linear regressions

Fast computation of several simple linear regression, where the outcome is analyzed with several marginal analyses, or where several outcome are analyzed separately, or a combination of both.

plr(y, x, addintercept = TRUE)

## S3 method for class 'numeric'
plr(y, x, addintercept = TRUE)

## S3 method for class 'matrix'
plr(y, x, addintercept = TRUE)

Arguments

• y: either a vector (of length N) or a matrix (with N rows)
• x: a matrix with N rows
• addintercept: boolean. Should the intercept be included in the model by default (TRUE)

Returns

a data frame (if Y is a vector) or list of data frames (if Y is a matrix)

Examples

N <- 1000  # Number of observations
Nx <- 20   # Number of independent variables
Ny <- 80   # Number of dependent variables

# Simulate outcomes that are all standard Gaussians
Y <- matrix(rnorm(N*Ny), ncol=Ny)  
X <- matrix(rnorm(N*Nx), ncol=Nx)

plr(Y, X)

See Also

mfastLmCpp

Author(s)

Claus Ekstrom ekstrom@sund.ku.dk