我有一个包含许多Y和X变量的数据帧。我想通过迭代所有的X和Y变量,用lm()
拟合多个线性模型。我正在努力包括其他Y变量,但我很难只遍历X变量。
我的数据看起来像这样:
set.seed(200)
df <- data.frame(y1 = c(rnorm(n=20, mean = 5)),
y2 = c(rnorm(n=20, mean = 5)),
x1 = c(rnorm(n=20, mean = 13)),
x2 = c(rnorm(n=20, mean = 14)),
x3 = c(rnorm(n=20, mean = 15)))
我尝试了多种方法来拟合这些模型,但最好的方法似乎是使用for循环。
models <- list() #creating an empty list
for (i in names(df)[3:5]){ #choosing just the x-variables from the df
models[[i]] <- lm(y1 ~ get(i), df)
}
我的输出在models
列表中,我可以通过summary(models[[1]]
访问我想要的统计信息,但我不想为每个适合的模型都这样做。有没有一种方法可以使用do.call
或map_df
或其他东西提取我想要的统计信息?具体来说,我想要r.squared
、residual standard error
、p-value
和f.statistic
。
这个例子是基于Wickham&Grolemund的";R代表数据科学。读一读解释。
library(dplyr)
library(modelr)
library(tidyverse)
set.seed(200)
df <- data.frame(y1 = c(rnorm(n=20, mean = 5)),
y2 = c(rnorm(n=20, mean = 5)),
x1 = c(rnorm(n=20, mean = 13)),
x2 = c(rnorm(n=20, mean = 14)),
x3 = c(rnorm(n=20, mean = 15)))
#Set up your data so that you nest each set of variables as dataframe within a dataframe
dfy <- df %>% select(starts_with("y"))
dfx <- df %>% select(starts_with("x"))
dat_all <- data.frame()
for (y in names(dfy)){
for(x in names(dfx)){
r <- paste(x,"_",y)
data = (data.frame(x = dfx[x], y = dfy[y]))
names(data) <- c("x", "y")
dd <- data.frame(vars = r, data = data) %>%
group_by(vars) %>%
nest()
dat_all <- rbind(dat_all, dd)
}
}
myModel <- function(df) {
lm(data.x ~ data.y, data = df)
}
dat_all <- dat_all %>%
mutate(model = map(data, myModel))
glance <- dat_all %>%
mutate(glance = map(model, broom::glance)) %>%
unnest(glance, .drop = TRUE)
glance %>%
select(r.squared, p.value)
#vars r.squared p.value
#<chr> <dbl> <dbl>
#1 x1 _ y1 0.00946 0.683
#2 x2 _ y1 0.00474 0.773
#3 x3 _ y1 0.00442 0.781
#4 x1 _ y2 0.106 0.162
#5 x2 _ y2 0.0890 0.201
#6 x3 _ y2 0.0000162 0.987