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Noobie question, regression across levels

NB: Not reply needed (Ben was extremely helpful!)

I've just started using R last week and am still scratching my head.

I have a data set and want to run a separate regression across each level of
a factor (treating each one separately). The data right now is arranged such
that the value of the factor along which I want to "split" my data is one
column among many.
Best way to do this?

Thanks!