R help - Aug 2005 - help on regression by subsets in dataset

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.

Thank you for your kind attention and help

rgds

krishna

you could use function lmList() from the nlme package, i.e.,

dat <- data.frame(y = rnorm(120), x = runif(120, -3, 3), g = rep(1:3, 
each = 40))
############
library(nlme)
m <- lmList(y ~ x | g, data = dat)
m
summary(m)

I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Krishna" <snvk4u at gmail.com>
To: <r-help at stat.math.ethz.ch>
Sent: Monday, August 08, 2005 12:20 PM
Subject: [R] help on regression by subsets in dataset

> 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.
>
> Thank you for your kind attention and help
>
> rgds
>
> krishna
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>

On 8/8/05, Krishna <snvk4u at 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