augment.lm: Augment data with information from a(n) lm object
In broom: Convert Statistical Objects into Tidy Tibbles

augment.lm

R Documentation

Augment data with information from a(n) lm object

Description

Augment accepts a model object and a dataset and adds information about each observation in the dataset. Most commonly, this includes predicted values in the .fitted column, residuals in the .resid column, and standard errors for the fitted values in a .se.fit column. New columns always begin with a . prefix to avoid overwriting columns in the original dataset.

Users may pass data to augment via either the data argument or the newdata argument. If the user passes data to the data argument, it must be exactly the data that was used to fit the model object. Pass datasets to newdata to augment data that was not used during model fitting. This still requires that at least all predictor variable columns used to fit the model are present. If the original outcome variable used to fit the model is not included in newdata, then no .resid column will be included in the output.

Augment will often behave differently depending on whether data or newdata is given. This is because there is often information associated with training observations (such as influences or related) measures that is not meaningfully defined for new observations.

For convenience, many augment methods provide default data arguments, so that augment(fit) will return the augmented training data. In these cases, augment tries to reconstruct the original data based on the model object with varying degrees of success.

The augmented dataset is always returned as a tibble::tibble with the same number of rows as the passed dataset. This means that the passed data must be coercible to a tibble. If a predictor enters the model as part of a matrix of covariates, such as when the model formula uses splines::ns(), stats::poly(), or survival::Surv(), it is represented as a matrix column.

We are in the process of defining behaviors for models fit with various na.action arguments, but make no guarantees about behavior when data is missing at this time.

Usage

## S3 method for class 'lm'
augment(
  x,
  data = model.frame(x),
  newdata = NULL,
  se_fit = FALSE,
  interval = c("none", "confidence", "prediction"),
  conf.level = 0.95,
  ...
)

Arguments

`x`	An `lm` object created by `stats::lm()`.
`data`	A base::data.frame or `tibble::tibble()` containing the original data that was used to produce the object `x`. Defaults to `stats::model.frame(x)` so that `augment(my_fit)` returns the augmented original data. Do not pass new data to the `data` argument. Augment will report information such as influence and cooks distance for data passed to the `data` argument. These measures are only defined for the original training data.
`newdata`	A `base::data.frame()` or `tibble::tibble()` containing all the original predictors used to create `x`. Defaults to `NULL`, indicating that nothing has been passed to `newdata`. If `newdata` is specified, the `data` argument will be ignored.
`se_fit`	Logical indicating whether or not a `.se.fit` column should be added to the augmented output. For some models, this calculation can be somewhat time-consuming. Defaults to `FALSE`.
`interval`	Character indicating the type of confidence interval columns to be added to the augmented output. Passed on to `predict()` and defaults to "none".
`conf.level`	The confidence level to use for the interval created if `interval` is `"confidence"` or `"prediction"`. Must be strictly greater than 0 and less than 1. Defaults to 0.95, which corresponds to a 95 percent confidence/prediction interval.
`...`	Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in `...`, where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass `conf.lvel = 0.9`, all computation will proceed using `conf.level = 0.95`. Two exceptions here are: `tidy()` methods will warn when supplied an `exponentiate` argument if it will be ignored. `augment()` methods will warn when supplied a `newdata` argument if it will be ignored.

Details

When the modeling was performed with na.action = "na.omit" (as is the typical default), rows with NA in the initial data are omitted entirely from the augmented data frame. When the modeling was performed with na.action = "na.exclude", one should provide the original data as a second argument, at which point the augmented data will contain those rows (typically with NAs in place of the new columns). If the original data is not provided to augment() and na.action = "na.exclude", a warning is raised and the incomplete rows are dropped.

Some unusual lm objects, such as rlm from MASS, may omit .cooksd and .std.resid. gam from mgcv omits .sigma.

When newdata is supplied, only returns .fitted, .resid and .se.fit columns.

Value

A tibble::tibble() with columns:

`.cooksd`	Cooks distance.
`.fitted`	Fitted or predicted value.
`.hat`	Diagonal of the hat matrix.
`.lower`	Lower bound on interval for fitted values.
`.resid`	The difference between observed and fitted values.
`.se.fit`	Standard errors of fitted values.
`.sigma`	Estimated residual standard deviation when corresponding observation is dropped from model.
`.std.resid`	Standardised residuals.
`.upper`	Upper bound on interval for fitted values.

Examples



library(ggplot2)
library(dplyr)

mod <- lm(mpg ~ wt + qsec, data = mtcars)

tidy(mod)
glance(mod)

# coefficient plot
d <- tidy(mod, conf.int = TRUE)

ggplot(d, aes(estimate, term, xmin = conf.low, xmax = conf.high, height = 0)) +
  geom_point() +
  geom_vline(xintercept = 0, lty = 4) +
  geom_errorbarh()

# aside: There are tidy() and glance() methods for lm.summary objects too.
# this can be useful when you want to conserve memory by converting large lm
# objects into their leaner summary.lm equivalents.
s <- summary(mod)
tidy(s, conf.int = TRUE)
glance(s)

augment(mod)
augment(mod, mtcars, interval = "confidence")

# predict on new data
newdata <- mtcars %>%
  head(6) %>%
  mutate(wt = wt + 1)
augment(mod, newdata = newdata)

# ggplot2 example where we also construct 95% prediction interval

# simpler bivariate model since we're plotting in 2D
mod2 <- lm(mpg ~ wt, data = mtcars)

au <- augment(mod2, newdata = newdata, interval = "prediction")

ggplot(au, aes(wt, mpg)) +
  geom_point() +
  geom_line(aes(y = .fitted)) +
  geom_ribbon(aes(ymin = .lower, ymax = .upper), col = NA, alpha = 0.3)

# predict on new data without outcome variable. Output does not include .resid
newdata <- newdata %>%
  select(-mpg)

augment(mod, newdata = newdata)

au <- augment(mod, data = mtcars)

ggplot(au, aes(.hat, .std.resid)) +
  geom_vline(size = 2, colour = "white", xintercept = 0) +
  geom_hline(size = 2, colour = "white", yintercept = 0) +
  geom_point() +
  geom_smooth(se = FALSE)

plot(mod, which = 6)

ggplot(au, aes(.hat, .cooksd)) +
  geom_vline(xintercept = 0, colour = NA) +
  geom_abline(slope = seq(0, 3, by = 0.5), colour = "white") +
  geom_smooth(se = FALSE) +
  geom_point()

# column-wise models
a <- matrix(rnorm(20), nrow = 10)
b <- a + rnorm(length(a))
result <- lm(b ~ a)

tidy(result)

broom documentation built on Sept. 30, 2024, 9:29 a.m.