Linear Regression and group by in R

Question

I want to do a linear regression in R using the lm() function. My data is an annual time series with one field for year (22 years) and another for state (50 sta

Answer 1

Here's an approach using the plyr package:

d <- data.frame(
  state = rep(c('NY', 'CA'), 10),
  year = rep(1:10, 2),
  response= rnorm(20)
)

library(plyr)
# Break up d by state, then fit the specified model to each piece and
# return a list
models <- dlply(d, "state", function(df) 
  lm(response ~ year, data = df))

# Apply coef to each model and return a data frame
ldply(models, coef)

# Print the summary of each model
l_ply(models, summary, .print = TRUE)