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

A nice solution using data.table was posted here in CrossValidated by @Zach. I'd just add that it is possible to obtain iteratively also the regression coefficient r^2:

## make fake data
    library(data.table)
    set.seed(1)
    dat <- data.table(x=runif(100), y=runif(100), grp=rep(1:2,50))

##calculate the regression coefficient r^2
    dat[,summary(lm(y~x))$r.squared,by=grp]
       grp         V1
    1:   1 0.01465726
    2:   2 0.02256595

as well as all the other output from summary(lm):

dat[,list(r2=summary(lm(y~x))$r.squared , f=summary(lm(y~x))$fstatistic[1] ),by=grp]
   grp         r2        f
1:   1 0.01465726 0.714014
2:   2 0.02256595 1.108173