How to perform group-wise linear regression for a data frame in R

[zeeshan0112]

@nirgrahamuk

groupLM <- data_5 |> 
  nest_by(bank_year,
          .key = "nested_data") |> 
  mutate(lm_model = list(lm(nse_returns ~auto +
                            consumer_durables +
                            FMCG +
                            healthcare +
                            IT +
                            media +
                            metal +
                            oil_gas +
                            pharma +
                            reality +
                            finance +
                            Mkt.RF +
                            SMB +
                            HML, d = nested_data)))

groupLM |> reframe(glance(lm_model))

groupLM |> reframe(tidy(lm_model))

Thank you very very much this worked.