R：按组进行线性回归（2 个变量）

Question

I have a dataset of corporate fundamentals. I want to regress variable SALE on XOPR and PPEGT by industry-year (industry is SIC ).

So I need the coefficients (and the coefficients only) on the following: SALE ~ XOPR, PPEGT by SIC and date . I am really not sure how to do this in R. I tried using the data.table package but I'm having trouble figuring out how to regress by two variables.

Can anyone help me out?

Thanks very much!

Answer 1

Use dplyr package to group by

library(dplyr)
##rough-syntax is as follows
grouped_data = orginal_data %>% group_by(SIC, Date)  

library(forecast)
pred <- lm(SALE ~ XOPR + PPEGT)
pred #should give you the output of coefficients