问题
I need to estimate a number of linear models on the same dataset, and put the regression results all into one table. For a reproducible example, here's a simplification using mtcars:
formula_1 = "mpg ~ disp"
formula_2 = "mpg ~ log(disp)"
formula_3 = "mpg ~ disp + hp"
Currently, my approach has been to:
- Create a list that contains all of the formulae.
- use
purrr:map()to estimate all of thelmmodels. - use
stargazer::to produce output tables.
library(tidyverse)
library(stargazer)
formula_1 = "mpg ~ disp"
formula_2 = "mpg ~ log(disp)"
formula_3 = "mpg ~ disp + hp"
lst <- list(formula_1, formula_2, formula_3)
models<- lst %>% map(~lm(., mtcars))
stargazer(models, type = "text")
Which gives me the output I'm looking for:
#>
#> =========================================================================================
#> Dependent variable:
#> ---------------------------------------------------------------------
#> mpg
#> (1) (2) (3)
#> -----------------------------------------------------------------------------------------
#> disp -0.041*** -0.030***
#> (0.005) (0.007)
#>
#> log(disp) -9.293***
#> (0.787)
#>
#> hp -0.025*
#> (0.013)
#>
#> Constant 29.600*** 69.205*** 30.736***
#> (1.230) (4.185) (1.332)
#>
#> -----------------------------------------------------------------------------------------
#> Observations 32 32 32
#> R2 0.718 0.823 0.748
#> Adjusted R2 0.709 0.817 0.731
#> Residual Std. Error 3.251 (df = 30) 2.579 (df = 30) 3.127 (df = 29)
#> F Statistic 76.513*** (df = 1; 30) 139.350*** (df = 1; 30) 43.095*** (df = 2; 29)
#> =========================================================================================
#> Note: *p<0.1; **p<0.05; ***p<0.01
Easy Question:
How can I put all of the formulae into a list when there are many formula? The line below works if there are only 3 formulae, but seems clumsy when there are many models to be estimated.
lst <- list(formula_1, formula_2, formula_3)
Second Question:
Is there a better way to accomplish the entire task, using say broom or another method? Or is purrr:map() a reasonable solution?
回答1:
Here is a workflow I would suggest. We can use nested tibbles to structure our data and use broom to get tidy estimates and fitted values:
library(tidyverse)
library(broom)
# Created nested tibble
nested_df <- tibble(formula = c("mpg ~ disp", "mpg ~ log(disp)", "mpg ~ disp + hp")) %>%
group_by(ID = formula) %>%
group_modify(~ as_tibble(mtcars)) %>%
nest()
# Get model estimates
nested_df %>%
mutate(estimates = data %>% map2(ID, ~ tidy(lm(.y, data = .x)))) %>%
select(-data) %>%
unnest()
# Get fitted values and residuals
nested_df %>%
mutate(model = ID %>% map2(data, lm),
stats = model %>% map(augment)) %>%
select(-data, -model) %>%
unnest()
Output:
> nested_df
# A tibble: 3 x 2
ID data
<chr> <list>
1 mpg ~ disp <tibble [32 x 11]>
2 mpg ~ disp + hp <tibble [32 x 11]>
3 mpg ~ log(disp) <tibble [32 x 11]>
# A tibble: 7 x 6
ID term estimate std.error statistic p.value
<chr> <chr> <dbl> <dbl> <dbl> <dbl>
1 mpg ~ disp (Intercept) 29.6 1.23 24.1 3.58e-21
2 mpg ~ disp disp -0.0412 0.00471 -8.75 9.38e-10
3 mpg ~ disp + hp (Intercept) 30.7 1.33 23.1 3.26e-20
4 mpg ~ disp + hp disp -0.0303 0.00740 -4.10 3.06e- 4
5 mpg ~ disp + hp hp -0.0248 0.0134 -1.86 7.37e- 2
6 mpg ~ log(disp) (Intercept) 69.2 4.19 16.5 1.28e-16
7 mpg ~ log(disp) log(disp) -9.29 0.787 -11.8 8.40e-13
# A tibble: 96 x 12
ID mpg disp .fitted .se.fit .resid .hat .sigma .cooksd .std.resid hp log.disp.
<chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 mpg ~ disp 21 160 23.0 0.664 -2.01 0.0418 3.29 0.00865 -0.630 NA NA
2 mpg ~ disp 21 160 23.0 0.664 -2.01 0.0418 3.29 0.00865 -0.630 NA NA
3 mpg ~ disp 22.8 108 25.1 0.815 -2.35 0.0629 3.28 0.0187 -0.746 NA NA
4 mpg ~ disp 21.4 258 19.0 0.589 2.43 0.0328 3.27 0.00983 0.761 NA NA
5 mpg ~ disp 18.7 360 14.8 0.838 3.94 0.0663 3.22 0.0558 1.25 NA NA
6 mpg ~ disp 18.1 225 20.3 0.575 -2.23 0.0313 3.28 0.00782 -0.696 NA NA
7 mpg ~ disp 14.3 360 14.8 0.838 -0.462 0.0663 3.31 0.000770 -0.147 NA NA
8 mpg ~ disp 24.4 147. 23.6 0.698 0.846 0.0461 3.30 0.00172 0.267 NA NA
9 mpg ~ disp 22.8 141. 23.8 0.714 -0.997 0.0482 3.30 0.00250 -0.314 NA NA
10 mpg ~ disp 19.2 168. 22.7 0.647 -3.49 0.0396 3.24 0.0248 -1.10 NA NA
# ... with 86 more rows
If you prefer a stargazer table, we can also pull the model list-column out:
library(stargazer)
nested_df %>%
mutate(model = ID %>% map2(data, ~ lm(.x, .y))) %>%
pull(model) %>%
stargazer(type = "text")
Output:
=========================================================================================
Dependent variable:
---------------------------------------------------------------------
mpg
(1) (2) (3)
-----------------------------------------------------------------------------------------
disp -0.041*** -0.030***
(0.005) (0.007)
hp -0.025*
(0.013)
log(disp) -9.293***
(0.787)
Constant 29.600*** 30.736*** 69.205***
(1.230) (1.332) (4.185)
-----------------------------------------------------------------------------------------
Observations 32 32 32
R2 0.718 0.748 0.823
Adjusted R2 0.709 0.731 0.817
Residual Std. Error 3.251 (df = 30) 3.127 (df = 29) 2.579 (df = 30)
F Statistic 76.513*** (df = 1; 30) 43.095*** (df = 2; 29) 139.350*** (df = 1; 30)
=========================================================================================
Note: *p<0.1; **p<0.05; ***p<0.01
Note that group_modify is currently experimental, so please use with caution, as its properties and intent may likely change in the future.
Also see my other answer for a related problem: Place results of predict() in a for loop inside a list
回答2:
If you already have the formulas saved in your global environment, then you can make a list like this:
formula_list<-do.call("list",mget(grep("formula",names(.GlobalEnv),value=TRUE)))
which gives you:
#> $formula_1
#> [1] "mpg ~ disp"
#>
#> $formula_2
#> [1] "mpg ~ log(disp)"
#>
#> $formula_3
#> [1] "mpg ~ disp + hp"
I think using purrr::map is a good approach. But others may have better ideas.
来源：https://stackoverflow.com/questions/57011209/estimating-multiple-lm-models-and-returning-output-in-one-table-with-map