Re: [R] help on regression by subsets in dataset

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon 08 Aug 2005 - 22:05:08 EST

On 8/8/05, Krishna <snvk4u@gmail.com> wrote:
> Hi Everyone
>
> May I request for a small help while performing the regression analysis.
>
> I would like to know is there any possibility of conducting the
> regression for different data subsets (in the same data file),
> classified on the basis of "grouping variable". The alternative for
> this is running the regression for n number of times which you all
> know is quite cumbersome.

This defines a model which has a separate intercept and slope for each value of the grouping variable g:

> # sample data
> x <- 1:12
> g <- gl(4,3)
> g
 [1] 1 1 1 2 2 2 3 3 3 4 4 4
Levels: 1 2 3 4
> set.seed(1)
> y <- rnorm(12)

> # now define the model and run the regression
> lm(y ~ g/x - 1)

Call:
lm(formula = y ~ g/x - 1)

Coefficients:

      g1 g2 g3 g4 g1:x g2:x g3:x g4:x -0.21697 6.40748 0.24710 -3.29170 -0.10459 -1.20787 0.04418 0.34762



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