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

I now my answer comes a bit late, but I was looking for a similar functionality. It would seem the built-in function 'by' in R can also do the grouping easily:

?by contains the following example, which fits per group and extracts the coefficients with sapply:

require(stats)
## now suppose we want to extract the coefficients by group 
tmp <- with(warpbreaks,
            by(warpbreaks, tension,
               function(x) lm(breaks ~ wool, data = x)))
sapply(tmp, coef)