r - Using Lm in dlply while sorting by variable -

r - Using Lm in dlply while sorting by variable -

i have next info called: dataframe

planid (each plan indicated number 1 till 126) us_frac (a value between 0 , 1 each fund in each year) and market.premium (a value indicating market premium every fund in every year)

for every planid want regression regress us_frac against market.premiumas have 10 years of info every planid.

i used next code:

mods=dlply(dataframe,.('planid'),lm,formula=adj_us_frac ~ market.premium)

i need both t-statistic , coefficient every planid in table, find code coefficient. did wrong output 1 value intercept , nil else.

removing quotes in on planid , adj_ before usfrac worked sample data

dataframe <- data.frame(planid=round(runif(1000)*126), us_frac=runif(1000), market.premium=rnorm(1000)) dlply(dataframe,.(planid),lm,formula=us_frac ~ market.premium)

this summary() performs coef t-tests. can create dataframes fits like:

c <- ddply(dataframe,.(planid),function(x) {summary(lm(formula=us_frac ~ market.premium,data=x))$coefficients['(intercept)', ]}) beta <- ddply(dataframe,.(planid),function(x) {summary(lm(formula=us_frac ~ market.premium,data=x))$coefficients['market.premium', ]})

kind greetings

r regression plyr lm