[R] [r] regression coefficient for different factors

[Bill.Venables at csiro.au]

You have received suggestions about this already, but you may want to consider something like this as an alternative:

> require(english)
> lev <- as.character(as.english(0:9))
> dat <- data.frame(f = factor(sample(lev, 500,
+                   rep=TRUE), levels = lev),
+                   B = rnorm(500))
> dat <- within(dat, A <- 2 + 3*B + rnorm(B))
> 
> ### method 1: using a loop
> coefs <- sapply(levels(dat$f),
+                 function(x) coef(lm(A ~ B, dat,
+                                     subset = f == x)))
> t(coefs)
      (Intercept)        B
zero     1.967234 2.795218
one      1.864298 3.048861
two      1.978757 2.893950
three    2.035777 2.796963
four     2.092047 2.826677
five     2.263936 3.229843
six      1.740911 3.114069
seven    1.975918 3.090971
eight    2.064802 3.048225
nine     2.030697 3.059960
> 
> ### Greg Snow's suggeston - use lmList
> require(nlme)
> coef(lmList(A ~ B | f, dat))
      (Intercept)        B
zero     1.967234 2.795218
one      1.864298 3.048861
two      1.978757 2.893950
three    2.035777 2.796963
four     2.092047 2.826677
five     2.263936 3.229843
six      1.740911 3.114069
seven    1.975918 3.090971
eight    2.064802 3.048225
nine     2.030697 3.059960
> 

Bill Venables
________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] On Behalf Of Francesco Nutini [nutini.francesco at gmail.com]
Sent: 20 May 2011 19:17
To: [R] help
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

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