obtaining average coefficients and adj. R^2 from multiple pooled regressions using lapply
问题 I have performed multiple Pooled regressions with a loop function and stored the regression output in a list (myregression). What i would like to do now is to efficiently perform the coeftest function in the lmtest package over all my regressions (i.e. myregression list) to adjust standard errors and t-statistics. Finally i would like to obtain the mean of the coefficients, standard errors and t-values. Here is what i came up so far: library(plm) data("Grunfeld", package="plm") # Store each