I have a large dataset with several variables, one of which is a state variable, coded 1-50 for each state. I\'d like to run a regression of 28 variables on the remaining 2
I've cleaned up your code slightly:
fm <- z ~ class1+class2+class3+class4+class5+class6+class7+
xtot+e00200+e00300+e00600+e00900+e01000+p04470+e04800+
e09600+e07180+e07220+e07260+e06500+e10300+
e59720+e11900+e18425+e18450+e18500+e19700
PUFsplit <- split(PUF, PUF$state)
mod <- lapply(PUFsplit, function(z) lm(fm, data=z))
Beta <- sapply(mod, coef)
If you wanted, you could even put this all in one line:
Beta <- sapply(lapply(split(PUF, PUF$state), function(z) lm(fm, data=z)), coef)