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I took the code, put it into a .rnw file and sweaved it. It worked like a charm and produced beautiful results (see the picture on the left and the PDF). Below you can find the code for the noweb file (.rnw). Latex code is colored grey, R-code is colored blue. Just have a look at all the results as a PDF file. Besides, Paul Johnson has also created a nice list of R-Tips that can be found on his website as well.
############################################################### \documentclass[a4paper,10pt]{article} \title{Regression Tables for LaTex} \author{Mark Heckmann. Code by Paul Johnson} \date{\today} \begin{document} \maketitle <<echo=FALSE>>= x1 <- rnorm(100) x2 <- rnorm(100) y1 <- 5*rnorm(100)+3*x1 + 4*x2 y2 <- rnorm(100)+5*x2 m1 <- lm (y1~x1) m2 <- lm (y1~x2) m3 <- lm (y1 ~ x1 + x2) gm1 <- glm(y1~x1) @ <<echo=FALSE, results=tex>>= outreg(m1,title="My One Tightly Printed Regression", lyx=F ) outreg(m1,tight=F,modelLabels=c("Fingers"), title="My Only Spread Out Regressions" ,lyx=F) outreg(list(m1,m2),modelLabels=c("Mine","Yours"), varLabels=list(x1="Billie"), title="My Two Linear Regressions Tightly Printed" ,lyx=F) outreg(list(m1,m2),modelLabels=c("Whatever","Whichever"), title="My Two Linear Regressions Not Tightly Printed", showAIC=F, lyx=F) outreg(list(m1,m2,m3),title="My Three Linear Regressions", lyx=F) outreg(list(m1,m2,m3),tight=F, modelLabels=c("I Love love love really long titles", "Hate Long","Medium"), lyx=F) outreg(list(gm1),modelLabels=c("GLM"), lyx=F) outreg(list(m1,gm1),modelLabels=c("OLS","GLM"), lyx=F) @ \end{document} ###############################################################
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