I have a spreadsheet with a time series of data. The first 8 columns of data are dependent variables I would like to predict. Columns 9-60 are independent variables that may have predictive power.
Using an R script, I want to regress all pairwise combinations of dependent (8) and independent (52) variables and generate an 8 x 52 matrix for the T-score of the coefficient on the independent variable.
I can do the regression modeling. My question is how to format the output? I’ve been using summary(lm1) to print the statistical information for a given regression but is it possible to parse out just the T-score (so that I can format a matrix of t-scores)? What about just the R-squared?