help on regression by subsets in dataset
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