Re: [R] linear regression in a data.frame using recast

From: David Winsemius <>
Date: Wed, 16 Mar 2011 17:04:03 -0400

On Mar 16, 2011, at 3:19 PM, Justin Haynes wrote:

> I have a very large dataset with columns of id number, actual value,
> predicted value. This used to be a time series but I have dropped the
> time component. So I now have a data.frame where the id number is
> repeated but each value in the actual and predicted columns are
> unique.
> I assume I need to use recast somehow but I'm at a loss... how can I
> perform a simple linear regression (using lm()?) on my two variables
> for each unique id number?
> additionally, I need to fix the y-intercept at zero.


Something like:

lm(y ~ x + factor(id) -1, data=dat)

If this is really a time series, then you will have serious validity problems due to auto-correlation among non-independent units. (But if you are just searching for a way to pull the wool over the eyes of the statistically uninformed, then I guess there's no stopping you.)


David Winsemius, MD
West Hartford, CT

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Received on Wed 16 Mar 2011 - 21:07:15 GMT

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