R help - Aug 2010 - coef(summary) and plyr

Dear all,

I?m having trouble getting a list of regression variables back into a dataframe.

mydf <- data.frame(x1=rnorm(100), x2=rnorm(100), x3=rnorm(100))

mydf$fac<-factor(sample((0:2),replace=T,100))

 mydf$y<- mydf$x1+0.01+mydf$x2*3-mydf$x3*19+rnorm(100)

dlply(mydf,.(fac),function(df) lm(y~x1+x2+x3,data=df))->dl

here I?d like to use 

ldply(dl,coef(summary)) or something similar but I cant figure it out...



Best,

M

On Aug 9, 2010, at 7:51 AM, moleps wrote:
> Dear all,
>
> I?m having trouble getting a list of regression variables back into  
> a dataframe.
>
> mydf <- data.frame(x1=rnorm(100), x2=rnorm(100), x3=rnorm(100))
>
> mydf$fac<-factor(sample((0:2),replace=T,100))
>
> mydf$y<- mydf$x1+0.01+mydf$x2*3-mydf$x3*19+rnorm(100)
>
> dlply(mydf,.(fac),function(df) lm(y~x1+x2+x3,data=df))->dl
>
> here I?d like to use
>
> ldply(dl,coef(summary)) or something similar but I cant figure it  
> out...
dfdl <- ldply(dl, function(x) coef(summary(x)) )

Doesn't create a grouping variable, so:

dfdl$group=rep(0:2, each=4)


David Winsemius, MD
West Hartford, CT

On Mon, Aug 9, 2010 at 4:30 PM, Matthew Dowle <mdowle at mdowle.plus.com>
wrote:
>
>
> Another option for consideration :
>
> library(data.table)
> mydt = as.data.table(mydf)
>
> mydt[,as.list(coef(lm(y~x1+x2+x3))),by=fac]
> ? ? fac X.Intercept. ? ? ? x1 ? ? ? x2 ? ? ? ?x3
> [1,] ? 0 ?-0.16247059 1.130220 2.988769 -19.14719
> [2,] ? 1 ? 0.08224509 1.216673 2.847960 -19.16105
> [3,] ? 2 ? 0.02052320 1.135421 3.134154 -19.22555
>
> mydt[,data.table(coef(summary(lm(y~x1+x2+x3))),keep.rownames=TRUE),
?by=fac]
> ? ? fac ? ? ? ? ?rn ? ? Estimate Std..Error ? ? ?t.value ? ? Pr...t..
> [1,] ? 0 (Intercept) ?-0.16247059 ?0.1521507 ? -1.0678269 2.929087e-01
> [2,] ? 0 ? ? ? ? ?x1 ? 1.13021985 ?0.1374020 ? ?8.2256414 1.079035e-09
> [3,] ? 0 ? ? ? ? ?x2 ? 2.98876920 ?0.1404903 ? 21.2738533 1.325909e-21
> [4,] ? 0 ? ? ? ? ?x3 -19.14719151 ?0.1335139 -143.4096890 4.520371e-50
> [5,] ? 1 (Intercept) ? 0.08224509 ?0.2360664 ? ?0.3483981 7.313719e-01
> [6,] ? 1 ? ? ? ? ?x1 ? 1.21667349 ?0.2723201 ? ?4.4678058 2.637743e-04
> [7,] ? 1 ? ? ? ? ?x2 ? 2.84796003 ?0.2232960 ? 12.7541904 9.192555e-11
> [8,] ? 1 ? ? ? ? ?x3 -19.16104669 ?0.2394431 ?-80.0233818 1.707058e-25
> [9,] ? 2 (Intercept) ? 0.02052320 ?0.1902526 ? ?0.1078734 9.147302e-01
> [10,] ? 2 ? ? ? ? ?x1 ? 1.13542085 ?0.1786333 ? ?6.3561559 ?2.980475e-07
> [11,] ? 2 ? ? ? ? ?x2 ? 3.13415398 ?0.1894404 ? 16.5442781 ?7.827178e-18
> [12,] ? 2 ? ? ? ? ?x3 -19.22554984 ?0.1708307 -112.5415605 ?2.536686e-45
That reminds me:

library(reshape)
ldply(dl, function(x) namerows(as.data.frame(coef(summary(x)))))

I think both Matthew and I would agree that row names are a pain.

Hadley

-- 
Assistant Professor / Dobelman Family Junior Chair
Department of Statistics / Rice University
http://had.co.nz/