Regression by subset in R [duplicate]

Answer 1

ddply passes data.frames (from splitting the input data.frame) to the function. You probably want this:

ddply(MyData, "Case", function(df) coefficients(lm(Y~X1+X2+X3, data=df)))

(Not tested since you don't provide a reproducible example.)

You passed the whole input data.frame to lm for each group..