I'm trying to do predict using multiple linear regression in R. I have been able to do the multiple regression bit, by converting raw data to data table. However, when i'm trying to use predict function, i'm unable to do it at multiple variable level, for each SKU ... as given below. SKU Sales Week AP Discount 101451 1308 2010_19 3.48 0.1 101451 1678 2010_20 3.5 0 101451 2003 2010_21 3.5 0.12 495172 168 2012_18 5.36 0 495172 138 2012_19 5.15 0 495172 97 2012_20 4.99 0 495172 377 2012_21 3.5 0.26 586606 130 2012_7 7.24 0 586606 143 2012_8 6.46 0.07 586606 1098 2012_9 4.99 0.28 The code i have used is (mlr is the rawdata) library(data.table) mlrt<-data.table(SKU=mlr$SKU,Sales=mlr$Sales,Week=mlr$Week,AP=mlr$AP,Discount=mlr$Discount) # Run MLR model, by SKU,Display multiple Intercepts and slopes, SKU wise mlrt[,list(intercept=coef(lm(Sales~AP+Discount))[1],SLOPE1=coef(lm(Sales~AP+Discount))[2],SLOPE2=coef(lm(Sales~AP+Discount))[3]),by=SKU] I'm unable to figure out how to predict using predict function here, for each SKU seperately. ( Sales is DV and AP and Discount are IDV) Thank you