Generating prediction intervals for more than 1 linear model in R?

Question

I am attempting to generate prediction intervals using the function predict() for a new set of data, but across more than one model that I have generated for a dataset. I am relatively inexperienced at using lapply, but figure it should be helpful in this process:

#Calling in my libraries:
library(dplyr)

#Creating dataset:

DNase <- DNase

#Generating models, one for each "Run" in DNAse:
model_dna <- DNase %>% 
  group_by(Run) %>% 
  do(model_dna_group = lm(log(density) ~ log(conc), data = .)) %>%   ungroup()

#Creating a new data set to be used to generate predictions:
new_dna <- as.data.frame(DNase$conc) %>% 
  mutate(conc = DNase$conc * 2) %>% select(conc)

#Attempting to apply predict to these models for a new data frame:
new_dna_w_predictions <- lapply(
                           X = model_dna, 
                           FUN = predict, 
                           newdata = new_dna, 
                           interval = "prediction", 
                           level = 0.9
                          )

However, this draws the following error:

Error in get(as.character(FUN), mode = "function", envir = envir) : object 'model_dna' of mode 'function' was not found

I am not sure how best to structure this lapply function, especially when being used across more than one model. Is there a generally cleaner way to approach this?

Answer 1

Here you have a full tidyverse solution:

# Calling in my libraries:
library(dplyr)
library(purrr)

# Creating dataset:
DNase <- DNase

# Creating a new data set to be used to generate predictions:
new_dna <- DNase %>% transmute(conc = conc * 2)  # simplified

# Generating models, one for each "Run" in DNAse:
model_dna <- DNase %>% 
  group_by(Run) %>% 
  summarise(model_dna_group = list(lm(log(density) ~ log(conc))))
  
model_dna
#> # A tibble: 11 x 2
#>    Run   model_dna_group
#>    <ord> <list>         
#>  1 10    <lm>           
#>  2 11    <lm>           
#>  3 9     <lm>           
#>  4 1     <lm>           
#>  5 4     <lm>           
#>  6 8     <lm>           
#>  7 5     <lm>           
#>  8 7     <lm>           
#>  9 6     <lm>           
#> 10 2     <lm>           
#> 11 3     <lm>


# Run predictions
model_dna %>%
  group_by(Run) %>% 
  summarise(map(model_dna_group, predict, newdata = new_dna, interval = "prediction", level = 0.9) %>% map_dfr(as_tibble),
            .groups = "drop")

#> # A tibble: 1,936 x 4
#>    Run       fit    lwr    upr
#>    <ord>   <dbl>  <dbl>  <dbl>
#>  1 10    -2.16   -2.48  -1.85 
#>  2 10    -2.16   -2.48  -1.85 
#>  3 10    -1.33   -1.64  -1.03 
#>  4 10    -1.33   -1.64  -1.03 
#>  5 10    -0.918  -1.22  -0.617
#>  6 10    -0.918  -1.22  -0.617
#>  7 10    -0.503  -0.804 -0.201
#>  8 10    -0.503  -0.804 -0.201
#>  9 10    -0.0873 -0.392  0.217
#> 10 10    -0.0873 -0.392  0.217
#> # ... with 1,926 more rows

^{Created on 2021-11-19 by the reprex package (v2.0.0)}

Notice:

• after dplyr 1.0 you don't need to use do anymore for this kind of cases
• with map and map_dfr you can calculate your predictions and fit them nicely in your tibble