glance.lm: Glance at a(n) lm object

View source: R/stats-lm-tidiers.R

glance.lmR Documentation

Glance at a(n) lm object

Description

Glance accepts a model object and returns a tibble::tibble() with exactly one row of model summaries. The summaries are typically goodness of fit measures, p-values for hypothesis tests on residuals, or model convergence information.

Glance never returns information from the original call to the modeling function. This includes the name of the modeling function or any arguments passed to the modeling function.

Glance does not calculate summary measures. Rather, it farms out these computations to appropriate methods and gathers the results together. Sometimes a goodness of fit measure will be undefined. In these cases the measure will be reported as NA.

Glance returns the same number of columns regardless of whether the model matrix is rank-deficient or not. If so, entries in columns that no longer have a well-defined value are filled in with an NA of the appropriate type.

Usage

## S3 method for class 'lm'
glance(x, ...)

Arguments

x

An lm object created by stats::lm().

...

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.

Value

A tibble::tibble() with exactly one row and columns:

adj.r.squared

Adjusted R squared statistic, which is like the R squared statistic except taking degrees of freedom into account.

AIC

Akaike's Information Criterion for the model.

BIC

Bayesian Information Criterion for the model.

deviance

Deviance of the model.

df.residual

Residual degrees of freedom.

logLik

The log-likelihood of the model. [stats::logLik()] may be a useful reference.

nobs

Number of observations used.

p.value

P-value corresponding to the test statistic.

r.squared

R squared statistic, or the percent of variation explained by the model. Also known as the coefficient of determination.

sigma

Estimated standard error of the residuals.

statistic

Test statistic.

df

The degrees for freedom from the numerator of the overall F-statistic. This is new in broom 0.7.0. Previously, this reported the rank of the design matrix, which is one more than the numerator degrees of freedom of the overall F-statistic.

See Also

glance(), glance.summary.lm()

Other lm tidiers: augment.glm(), augment.lm(), glance.glm(), glance.summary.lm(), glance.svyglm(), tidy.glm(), tidy.lm(), tidy.lm.beta(), tidy.mlm(), tidy.summary.lm()

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.