我正在对数据框中的某些变量进行线性回归。我希望能够通过分类变量对线性回归进行子集化,对每个分类变量运行线性回归,然后将 t 统计数据存储在数据框中。如果可能的话,我想在没有循环的情况下执行此操作。
这是我正在尝试做的事情的示例:
a<- c("a","a","a","a","a",
"b","b","b","b","b",
"c","c","c","c","c")
b<- c(0.1,0.2,0.3,0.2,0.3,
0.1,0.2,0.3,0.2,0.3,
0.1,0.2,0.3,0.2,0.3)
c<- c(0.2,0.1,0.3,0.2,0.4,
0.2,0.5,0.2,0.1,0.2,
0.4,0.2,0.4,0.6,0.8)
cbind(a,b,c)
我可以首先运行以下线性回归并非常轻松地提取 t 统计量:
summary(lm(b~c))$coefficients[2,3]
但是,我希望能够在 a 列为 a、b 或 c 时运行回归。然后我想将 t-stats 存储在如下表中:
variable t-stat
a 0.9
b 2.4
c 1.1
希望这是有道理的。如果您有任何建议,请告诉我!