summary many regressions
Hi,
Try:
res <- do.call(rbind,lapply(split(data,data$city),function(z) {fit_city <- lm(y~x,data=z);data.frame(City=unique(z$city),Coefficient=coef(fit_city)[2],Adjusted_R_square= summary(fit_city)$adj.r.squared)}))
A.K.
On Monday, November 25, 2013 6:37 PM, Gary Dong <pdxgary163 at gmail.com> wrote:
Dear R users, I have a large data set which includes data from 300 cities. I want to run a biviriate regression for each city and record the coefficient and the adjusted R square. For example, in the following, I have 10 cities represented by numbers from 1 to 10: x = cumsum(c(0, runif(999, -1, +1))) y = cumsum(c(0, runif(999, -1, +1))) city = rep(1:10,each=100) data<-data.frame(cbind(x,y,city)) I can manually run regressions for each city: fit_city1 <- lm(y ~ x,data=subset(data,data$city==1)) summary(fit_city1) Obvious, it is very tedious to run 300 regressions. I wonder if there is a quicker way to do this. Use for loop?? what I want to see is something like this: City? ? ? ? Coefficient? ? ? Adjusted R square 1? ? ? ? ? ? ? -0.05? ? ? ? ? ? ? ? ? 0.36 2? ? ? ? ? ? ? -0.12? ? ? ? ? ? ? ? ? 0.20 3? ? ? ? ? ? ? -0.05? ? ? ? ? ? ? ? ? 0.32 ..... Any advice is appreciated! Gary ??? [[alternative HTML version deleted]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.