R help - Jun 2009 - how to obtain lm statistics for multiple subsets

Hi everyone, my data is in a dataframe similar to this but 
with more firms, more industries, more years and variables 
that correspond to financial information:
>firm<-c(rep(1,4),rep(2,4),rep(3,4),rep(4,4))
>year<-c(rep(2000:2003,4))
>industry<-c(rep(10,4),rep(20,4),rep(10,4),rep(30,4))
>X1<-c(10,14,18,16,20,45,23,54,24,67,98,58,76,34,23,89)
>X2<-c(11,46,89,36,72,78,55,44,22,78,53,25,12,45,87,23)
>Y<-c(12,45,32,69,87,54,33,22,89,66,35,23,15,54,67,87)
>data<-data.frame(firm, industry,year,Y,X1,X2)
>data
>firm industry year  Y X1 X2
  1       10 2000 12 10 11
1       10 2001 45 14 46
1       10 2002 32 18 89
1       10 2003 69 16 36
2       20 2000 87 20 72
2       20 2001 54 45 78
2       20 2002 33 23 55
2       20 2003 22 54 44
3       10 2000 89 24 22
3       10 2001 66 67 78
  3       10 2002 35 98 53
3       10 2003 23 58 25
4       30 2000 15 76 12
4       30 2001 54 34 45
4       30 2002 67 23 87
4       30 2003 87 89 23

I need to obtain the coefficients and the statistics by 
year and by industry, for the lm function:
ff<-Y~b1 + b2.X1 + b3.X3

So what I?ve done was: subset the dataframe by year, so I 
have 3 dataframes corresponding to the 3 years 
(dataframe2000, dataframe2001, 
 ) and then I applied a 
function that I?ve found in R-help mails:
coef2000<-as.data.frame(t(sapply(split(dataframe2000,dataframe2000$industry),function(x){coef(lm(ff,data=x))})))

I need help in two ways:
First: I?d like to have in the dataframe of the 
coefficients more statistics information that helps me to 
understand the significance of the coefficients; and
Second: Is that possible to obtain this output for all 
years at once?
Thanks in advance,
Cec?lia Carmo (Universidade de Aveiro ? Portugal)

Check out:
http://tolstoy.newcastle.edu.au/R/e2/help/07/05/17714.html

On Mon, Jun 15, 2009 at 9:26 AM, Cecilia Carmo<cecilia.carmo at ua.pt>
wrote:
> Hi everyone, my data is in a dataframe similar to this but with more firms,
> more industries, more years and variables that correspond to financial
> information:
>
>> firm<-c(rep(1,4),rep(2,4),rep(3,4),rep(4,4))
>> year<-c(rep(2000:2003,4))
>> industry<-c(rep(10,4),rep(20,4),rep(10,4),rep(30,4))
>> X1<-c(10,14,18,16,20,45,23,54,24,67,98,58,76,34,23,89)
>> X2<-c(11,46,89,36,72,78,55,44,22,78,53,25,12,45,87,23)
>> Y<-c(12,45,32,69,87,54,33,22,89,66,35,23,15,54,67,87)
>> data<-data.frame(firm, industry,year,Y,X1,X2)
>> data
>> firm industry year ?Y X1 X2
>
> ?1 ? ? ? 10 2000 12 10 11
> 1 ? ? ? 10 2001 45 14 46
> 1 ? ? ? 10 2002 32 18 89
> 1 ? ? ? 10 2003 69 16 36
> 2 ? ? ? 20 2000 87 20 72
> 2 ? ? ? 20 2001 54 45 78
> 2 ? ? ? 20 2002 33 23 55
> 2 ? ? ? 20 2003 22 54 44
> 3 ? ? ? 10 2000 89 24 22
> 3 ? ? ? 10 2001 66 67 78
> ?3 ? ? ? 10 2002 35 98 53
> 3 ? ? ? 10 2003 23 58 25
> 4 ? ? ? 30 2000 15 76 12
> 4 ? ? ? 30 2001 54 34 45
> 4 ? ? ? 30 2002 67 23 87
> 4 ? ? ? 30 2003 87 89 23
>
> I need to obtain the coefficients and the statistics by year and by
> industry, for the lm function:
> ff<-Y~b1 + b2.X1 + b3.X3
>
> So what I?ve done was: subset the dataframe by year, so I have 3 dataframes
> corresponding to the 3 years (dataframe2000, dataframe2001, ? ) and then I
> applied a function that I?ve found in R-help mails:
>
coef2000<-as.data.frame(t(sapply(split(dataframe2000,dataframe2000$industry),function(x){coef(lm(ff,data=x))})))
>
> I need help in two ways:
> First: I?d like to have in the dataframe of the coefficients more
statistics
> information that helps me to understand the significance of the
> coefficients; and
> Second: Is that possible to obtain this output for all years at once?
> Thanks in advance,
> Cec?lia Carmo (Universidade de Aveiro ? Portugal)
>
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