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rlistmodelregression

how to unlist a list of regression models in R


I fitted a several models on a single variable (a) as a mod1. Output mod1 contains regression fitting list of the 5 models. I did several operation in the list of models. Now I want to unlist mod1 into a single regression model output like fit1, fit2,...fit5 etc.

func <-function(z){
  fit1 <- lm( y~ x + z )
  fit2 <- lm( y~x + I(z^2))
  fit3 <- lm( y~poly(x,3) + z)
  fit4 <- lm( y~ns(x, 3) + z)
  fit5 <- lm( y~ns(x, 9) + z)
  return(list(fit1, fit2, fit3, fit4, fit5))
}

mod1 <- func(data$a) 

test <- unlist(mod1, recursive = TRUE, use.names = TRUE)

When I used unlist(), output turned very long un-understandable strings. Even when I tried this following, it is still a list of 1 model.

fit1 <- mod1[1]

Does anyone have any idea about how to separate models one by one from a list of regression model output?

Thanks in advance!


Solution

  • I'd recommend a combination of using broom to tidy the output of lm, and standard list methods lapply and [[ indexing to work with lists.

    Read more about working with lists in R here.

    library(splines)
    
    # create some example data
    d <- data.frame(x = rnorm(100, 0, 1),
                    y = rnorm(100, 0, 1),
                    z = rnorm(100, 0, 1))
    
    # function to fit 5 models
    func <-function(d){
      fit1 <- lm( y~ x + z, data = d)
      fit2 <- lm( y~x + I(z^2), data = d)
      fit3 <- lm( y~poly(x,3) + z, data = d)
      fit4 <- lm( y~ns(x, 3) + z, data = d)
      fit5 <- lm( y~ns(x, 9) + z, data = d)
    
      # store models in a list
      l <- list(fit1, fit2, fit3, fit4, fit5)
    
      # name the models
      names(l) <- paste0("fit", 1:5) 
    
      return(l)
    }
    
    # run the function
    mods <- func(d) 
    

    Access each element of the list with double brackets [[

    mods[[1]]
    
    Call:
      lm(formula = y ~ x + z, data = d)
    
    Coefficients:
      (Intercept)            x            z  
    0.03339     -0.05128     -0.15288  
    
    mods[[2]]
    
    Call:
      lm(formula = y ~ x + I(z^2), data = d)
    
    Coefficients:
      (Intercept)            x       I(z^2)  
    0.01739     -0.04490      0.01258  
    
    

    Use broom to "tidy" model output

    library(broom)
    tidy(mods[[1]])
    
    # A tibble: 3 x 5
    term        estimate std.error statistic p.value
    <chr>          <dbl>     <dbl>     <dbl>   <dbl>
      1 (Intercept)   0.0334    0.0985     0.339   0.735
    2 x            -0.0513    0.103     -0.499   0.619
    3 z            -0.153     0.102     -1.50    0.138
    
    

    Use lapply (or purrr::map) to tidy the list of model output.

    tidy_mods <- lapply(mods, tidy) 
    
    # add names to each data frame and combine into one big data frame
    for(i in 1:length(tidy_mods)) tidy_mods[[i]]$mod <- names(tidy_mods[i])
    do.call(rbind.data.frame, tidy_mods)
    
    # A tibble: 27 x 6
    term        estimate std.error statistic p.value mod  
    * <chr>          <dbl>     <dbl>     <dbl>   <dbl> <chr>
      1 (Intercept)   0.0334    0.0985     0.339  0.735  fit1 
    2 x            -0.0513    0.103     -0.499  0.619  fit1 
    3 z            -0.153     0.102     -1.50   0.138  fit1 
    4 (Intercept)   0.0174    0.130      0.134  0.894  fit2 
    5 x            -0.0449    0.105     -0.429  0.669  fit2 
    6 I(z^2)        0.0126    0.0894     0.141  0.888  fit2 
    7 (Intercept)   0.0309    0.0975     0.317  0.752  fit3 
    8 poly(x, 3)1  -0.493     0.975     -0.505  0.614  fit3 
    9 poly(x, 3)2  -0.569     0.975     -0.584  0.561  fit3 
    10 poly(x, 3)3   1.78      0.976      1.83   0.0709 fit3