[R] [r] regression coefficient for different factors

[Robert Baer]

?summary

produces r^2 in 2nd to last line, as in,
> set.seed(12); a=rnorm(100); b = runif(100); c = factor(rep(c('No', 
> 'Yes'),50)); df = data.frame(a,b,c)
> head(df)
           a         b   c
1 -1.4805676 0.9729927  No
2  1.5771695 0.2172974 Yes
3 -0.9567445 0.5205087  No
4 -0.9200052 0.8279428 Yes
5 -1.9976421 0.9641110  No
6 -0.2722960 0.6318801 Yes
> mod = lm(a ~ b*c)
> summary(mod)

Call:
lm(formula = a ~ b * c)

Residuals:
    Min      1Q  Median      3Q     Max
-1.8196 -0.4754 -0.0246  0.5585  2.0941

Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept)   0.2293     0.2314   0.991    0.324
b            -0.4226     0.3885  -1.088    0.280
cYes          0.1578     0.3202   0.493    0.623
b:cYes       -0.5878     0.5621  -1.046    0.298

Residual standard error: 0.8455 on 96 degrees of freedom
Multiple R-squared: 0.07385,	Adjusted R-squared: 0.04491
F-statistic: 2.552 on 3 and 96 DF,  p-value: 0.0601

------------------------------------------
Robert W. Baer, Ph.D.
Professor of Physiology
Kirksville College of Osteopathic Medicine
A. T. Still University of Health Sciences
800 W. Jefferson St.
Kirksville, MO 63501
660-626-2322
FAX 660-626-2965


--------------------------------------------------
From: "Francesco Nutini" <nutini.francesco at gmail.com>
Sent: Friday, May 20, 2011 4:17 AM
To: "[R] help" <r-help at r-project.org>
Subject: [R] [r] regression coefficient for different factors

>
> Dear R-helpers,
>
> In my dataset I have two continuous variable (A and B) and one factor.
> I'm investigating the regression between the two variables usign the 
> command
> lm(A ~ B, ...)
> but now I want to know the regression coefficient (r2) of A vs. B for 
> every factors.
> I know that I can obtain this information with excel, but the factor have 
> 68 levels...maybe [r] have a useful command.
>
> Thanks,
>
> Francesco Nutini
>
> [[alternative HTML version deleted]]
>
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