 <p>Use double brackets <code>[[]]</code> to create a list instead:</p> <pre><code>fit_ &lt;- list() for (i in 1:20){ fit_[[i]] &lt;- lm(y ~ x1 + x2 + x3, data=mydata) } </code></pre> <p>Or use Roman's solution in the comments if you want to have separate objects <code>fit_1</code>, <code>fit_2</code>, etc.</p>