For loop in linear regression for number of assets

Hello!

I need to build linear regressions for variety of assets (more than 50) to get coefficients, pValues and Rsqured for each assets

My code is

X = Indreturn; %(historical data of market index returns)
Y=EFreturn(:,:); %(historical data of assests — 56 equity funds' returns)
for index = 1:56
 md = fitlm(X,Y(:,index));
end 

The problem is that I have linear regression output only for the last 56th fund as if I just write

y56 = EFreturn(:,56);
x = Indreturn;
md56=fitlm(x,y56);

I can do it 56 times for each asset of course, but I would like to know how to optimise this process and save time.

Thank you!

Answer 1

[dpb]

X = Indreturn;                                 %(historical data of market index returns)
Y=EFreturn(:,:);                               %(historical data of assests — 56 equity funds' returns)
N=size(Y,2);                    % number funds in array Y
md=cell(N,1);                   % preallocate cell array to hold each model result
for index = 1:N
 md{index} = fitlm(X,Y(:,index));
end 

[Natalia Soloviova]

It works. Thank you!

[Mahad Jama]

Is there a way to add a code to divide the rows? If for example you have 2 years of data and you want to run regression for each month?

[dpb]

Look for "grouping variables" and/or varfun or findgroups, splitapply