R-在面板数据中提取每个组变量的拟合值

Question

我有一个带有大量组的面板数据集。我计算了每个组的拟合值，我想将所有拟合值组合到一个新的数据集中。我正在寻找可能避免手动执行此操作的可能快捷方式。

以下数据集类似于我正在从事的数据集(虽然相对于组而言，比例要小得多(。

set.seed(999)
dt <- data.frame("Group"=rep((LETTERS[1:10]), each=15),
  "Year"=2001:2015,"value"=5+rnorm(150, 3,1))
names(dt)
head(dt)
table(dt$Year, dt$Group)
library(reshape2)
dt_tbl1 <- dcast(dt,Year~Group)
dt_tbl1
library(forecast)
tsMat <- ts(dcast(dt, Year ~ Group), start=2001, freq=1)
dt_ses <- lapply(tsMat, function(x) ses(x))

我正在寻找一些帮助来自动执行以下步骤。在数据框架中添加所有剩余的组。

dt_tbl2 <- data.frame("Year"=2001:2015,
data.frame(dt_ses$A$fitted),
data.frame(dt_ses$B$fitted),
data.frame(dt_ses$C$fitted))

并重命名与原始组相关的新数据集中的变量

names(dt_tbl2)[2:4] <- c("A_hat", "B_hat", "C_hat")

完成后，DT_TBL2应具有与DT_TBL1相同的格式。

我尝试使用sapply((和lapply((，但似乎没有任何作用。谢谢TCS

Answer 1

dt_tbl = data.frame(Year = c(tsMat[,1]), 
                    sapply(colnames(tsMat)[-1], function(col) {dt_ses[[col]]$fitted}))
names(dt_tbl)[-1] = paste0(names(dt_tbl)[-1], "_hat")

   Year    A_hat    B_hat    C_hat    D_hat    E_hat    F_hat    G_hat    H_hat    I_hat    J_hat
1  2001 7.618084 7.521736 8.709448 7.967254 8.096049 7.932307 7.997542 7.552510 7.855070 8.136634
2  2002 7.662074 7.521647 9.150131 7.967285 8.095947 7.932320 7.997708 7.552295 7.855037 8.136680
3  2003 7.234079 7.521702 9.005576 7.967083 8.096054 7.932381 7.997711 7.552369 7.855063 8.136535
4  2004 7.919614 7.521760 8.787972 7.967088 8.096149 7.932181 7.997613 7.552552 7.854865 8.136433
5  2005 8.073512 7.521898 8.865025 7.967149 8.096250 7.932232 7.997742 7.552446 7.854703 8.136329
6  2006 7.919455 7.521738 8.572195 7.967149 8.096238 7.932222 7.997629 7.552423 7.854840 8.136423
7  2007 7.706265 7.521663 7.864789 7.967141 8.096114 7.932165 7.997734 7.552438 7.854872 8.136405
8  2008 7.010270 7.521775 7.802812 7.967079 8.095963 7.932270 7.997677 7.552331 7.854913 8.136533
9  2009 6.888603 7.521787 7.992457 7.967257 8.095926 7.932154 7.997648 7.552284 7.854947 8.136511
10 2010 6.951684 7.521864 8.130820 7.967297 8.095874 7.932169 7.997624 7.552245 7.855069 8.136587
11 2011 6.919762 7.521800 7.726980 7.967294 8.095964 7.932056 7.997646 7.552268 7.855106 8.136625
12 2012 7.976188 7.521912 7.670982 7.967325 8.095944 7.932025 7.997481 7.552206 7.855076 8.136553
13 2013 8.045479 7.521849 7.759875 7.967385 8.095928 7.932168 7.997529 7.552346 7.855074 8.136648
14 2014 8.437745 7.521808 7.485442 7.967260 8.096013 7.932149 7.997449 7.552503 7.855118 8.136644
15 2015 8.321283 7.521701 7.328202 7.967307 8.095962 7.932257 7.997381 7.552420 7.855088 8.136548

Answer 2

您可以从purrr软件包中尝试transpose，该软件包转换嵌套列表。

library(purrr)
t_dt_ses <- transpose(dt_ses)
dt_tbl3 <- data.frame(t_dt_ses$fitted)
# update the year column
dt_tbl3$Year<- 2001:2015
head(dt_tbl3)
#   Year        A        B        C        D        E        F        G        H        I        J
# 1 2001 7.618084 7.521736 8.709448 7.967254 8.096049 7.932307 7.997542 7.552510 7.855070 8.136634
# 2 2002 7.662074 7.521647 9.150131 7.967285 8.095947 7.932320 7.997708 7.552295 7.855037 8.136680
# 3 2003 7.234079 7.521702 9.005576 7.967083 8.096054 7.932381 7.997711 7.552369 7.855063 8.136535
# 4 2004 7.919614 7.521760 8.787972 7.967088 8.096149 7.932181 7.997613 7.552552 7.854865 8.136433
# 5 2005 8.073512 7.521898 8.865025 7.967149 8.096250 7.932232 7.997742 7.552446 7.854703 8.136329
# 6 2006 7.919455 7.521738 8.572195 7.967149 8.096238 7.932222 7.997629 7.552423 7.854840 8.136423