Iterating on regressions using GLM

question

#1

I have a large number of OLS regressions to run. I’m hoping to do this using the GLM package but I need to find a way to iterate over regressions easily. I’m hoping to do something like the following:

for i=1:n
    reg_temp = glm(@formula(Z$i ~ X$i + Y$i), data, Normal(), IdentityLink())
end 

where $i would operate like with strings. Is there anyway to do this easily? Maybe using a dictionary? Many thanks!


#2

Take a look at the @eval macro

julia> x = 1
1

julia> @eval $x + 4
5

#3

Ok this was helpful but I’m very confused by the whole thing. If I run

data = DataFrame(x=[2,3],y=[3,6])
r = :x
@eval temp=glm(@formula(y ~ $r), data, Normal(), IdentityLink())

everything works, no problem. However, the following throws an error

function foo()
       data2 = DataFrame(x=[2,3],y=[3,6])
       r2 = :x
       @eval temp=glm(@formula(y ~ $r2), data2, Normal(), IdentityLink())
end
foo()

The outcome is

ERROR: UndefVarError: data2 not defined

What’s going on?


#4

eval and @eval only evaluate in global scope.

You could also try working with the Formula type directly rather than @formula.

julia> i = 1
1

julia> Formula(:y, Symbol("x$i"))
Formula: y ~ x1

#5

Thanks, that worked!