r - Extracting matrices from list of list sub-elements keeping the list/sub-list indices for the matrix -


new r , hoping find elegant way of solving seems simple problem. context of problem follows: running regressions set of companies @ rolling periods of time. storing summary of each regression in list of lists. so, example:

results[[i]][[t]] = summary(lm(y~x)), y , x associated vectors company i @ time t. extract matrices sigma results such that:

sigma[i,t] = results [[i]] [[t]]$sigma

clearly can nested loops, seems there must simple way of extracting matrix in 1 step lapply, sapply, etc. have seen similar problems answered throughout web , blog, have not been able correctly adapt them problem. twist of entries in results 'null', happens when there insufficient data specific company @ specific time run regression.

any or direction appreciated.

you can use lapply , do.call:

first create sample data:

results <- list() (i in 1:5){   results[[i]] <- list()   (t in 1:3){     x <- sample(10)     y <- sample(10)     results[[i]][[t]] <- summary(lm(x~y))   } }

then create new matrix sigmas:

sigma <- do.call(rbind, lapply(results, function(x)lapply(x, function(y)y$sigma))) colnames(sigma) <- paste("t", 1:ncol(sigma), sep="") rownames(sigma) <- paste("c", 1:nrow(sigma), sep="")

the matrix looks follows:

> sigma    t1       t2       t3       c1 2.302831 3.201325 3.154122 c2 3.066436 3.179956 3.146427 c3 2.752409 3.189946 2.819306 c4 3.211249 3.210777 2.983795 c5 3.179956 3.179956 2.340034

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