I would like to partition panel data and preserve the panel nature of the data:
library(caret)
library(mlbench)
#example panel data where id is the persons identifier over years
data <- read.table("http://people.stern.nyu.edu/wgreene/Econometrics/healthcare.csv",
header=TRUE, sep=",", na.strings="NA", dec=".", strip.white=TRUE)
## Here for instance the dependent variable is working
inTrain <- createDataPartition(y = data$WORKING, p = .75,list = FALSE)
# subset into training
training <- data[ inTrain,]
# subset into testing
testing <- data[-inTrain,]
# Here we see some intersections of identifiers
str(training$id[10:20])
str(testing$id)
However I would like, when partitioning or sampling the data, to avoid that the same person (id) is splitted into two data sets.Is their a way to randomly sample/partition from the data an assign indivuals to the corresponding partitions rather then observations?
I tried to sample:
mysample <- data[sample(unique(data$id), 1000,replace=FALSE),]
However, that destroys the panel nature of the data...
I think there's a little bug in the sampling approach using sample()
: It is using the id
variable like a row number. Instead, the function needs to fetch all rows belonging to an ID:
nID <- length(unique(data$id))
p = 0.75
set.seed(123)
inTrainID <- sample(unique(data$id), round(nID * p), replace=FALSE)
training <- data[data$id %in% inTrainID, ]
testing <- data[!data$id %in% inTrainID, ]
head(training[, 1:5], 10)
# id FEMALE YEAR AGE HANDDUM
# 1 1 0 1984 54 0.0000000
# 2 1 0 1985 55 0.0000000
# 3 1 0 1986 56 0.0000000
# 8 3 1 1984 58 0.1687193
# 9 3 1 1986 60 1.0000000
# 10 3 1 1987 61 0.0000000
# 11 3 1 1988 62 1.0000000
# 12 4 1 1985 29 0.0000000
# 13 5 0 1987 27 1.0000000
# 14 5 0 1988 28 0.0000000
dim(data)
# [1] 27326 41
dim(training)
# [1] 20566 41
dim(testing)
# [1] 6760 41
20566/27326
### 75.26% were selected for training
Let's check class balances, because createDataPartition
would keep the class balance for WORKING equal in all sets.
table(data$WORKING) / nrow(data)
# 0 1
# 0.3229525 0.6770475
#
table(training$WORKING) / nrow(training)
# 0 1
# 0.3226685 0.6773315
#
table(testing$WORKING) / nrow(testing)
# 0 1
# 0.3238166 0.6761834
### virtually equal