lm() called within mutate()

Question

I wonder if it is possible to use lm() within mutate() of dplyr package. Currently I have a dataframe of \"date\", \"company\", \"return\" and \"market.ret\" reproducible as

Answer 1

This seems to work for me:

group_by(x, company) %>%
    do(data.frame(beta = coef(lm(return ~ market.ret,data = .))[2])) %>%
    left_join(x,.)