Saving loop outputs in a vector

Hi all,

I have the following question:

I have created a loop in matlab that basically does the following:

It runs a linear regression 200 times, starting with initial sample of 50 observations and increasing the sample by 50 observation for each of the next 200 repetitions.

I would like to do the following: Saving the outputs in a vector each time the regression runs and stacking them.

For example – one vector for R squared from each of the 200 regressions, one vector for F-statistic etc. Does anyone have a suggestion?

Thank you all for your time!

Answer 1

[ag]

Hi Jarek,

To store the calculated states like "R-squared" or "F-Statistic" for each iteration, you can preallocate vectors.

The below code demonstrates how to do the same:

% Preallocate vectors to store regression outputs
r_squared_values = zeros(num_iterations, 1);
f_statistic_values = zeros(num_iterations, 1);
for i = 1:num_iterations
    % logic for linear regression and calculate the required states needed
    % to be saved
    r_squared_values(i) = calculated_r_squared;
    f_statistic_values(i) = calculated_f_statistic;
end

Hope this helps!