Regression and summary statistics by group within a data.table

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予麋鹿
予麋鹿 2021-01-01 23:48

I would like to calculate some summary statistics and perform different regressions by group within a data table, and have the results in \"wide\" format (i.e. one row per g

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  • 2021-01-02 00:33
    dt[,c(y.med = median(y),
          reg.1 = as.list(coef(lm(y ~ x))),
          reg.2 = as.list(coef(lm(y ~ x + z)))), by=ID]
    #      ID     y.med reg.1.(Intercept)   reg.1.x reg.2.(Intercept)      reg.2.x   reg.2.z
    #1:    Ed 0.7280448        0.75977555 0.1132509        0.83322290 -0.484348116 0.7655563
    #2: Frank 0.6100339       -0.07830664 0.2700846        0.04720686  0.004027939 0.7168521
    #3:  Tony 0.2710623       -0.78319379 0.9166601       -0.35836990  0.622822617 0.4161102
    
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