R/stats-lm-tidiers.R

Defines functions glance.lm augment.lm tidy.lm

Documented in augment.lm glance.lm tidy.lm

#' @templateVar class lm
#' @template title_desc_tidy
#'
#' @param x An `lm` object created by [stats::lm()].
#' @template param_confint
#' @template param_exponentiate
#' @template param_unused_dots
#'
#' @evalRd return_tidy(regression = TRUE)
#'
#' @details If the linear model is an `mlm` object (multiple linear model),
#'   there is an additional column `response`. See [tidy.mlm()].
#'
#' @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)
#' 
#' @aliases lm_tidiers
#' @export
#' @seealso [tidy()], [stats::summary.lm()]
#' @family lm tidiers
tidy.lm <- function(x, conf.int = FALSE, conf.level = 0.95, 
                    exponentiate = FALSE, ...) {
  warn_on_subclass(x, "tidy")

  ret <- as_tibble(summary(x)$coefficients, rownames = "term")
  colnames(ret) <- c("term", "estimate", "std.error", "statistic", "p.value")

  coefs <- stats::coef(x)

  if (length(coefs) != nrow(ret)) {
    # summary(x)$coefficients misses rank deficient rows (i.e. coefs that
    # summary.lm() sets to NA), catch them here and add them back. This join is
    # costly, so only do it when necessary.
    coefs <- tibble::enframe(coefs, name = "term", value = "estimate")
    ret <- left_join(coefs, ret, by = c("term", "estimate"))
  }

  if (conf.int) {
    ci <- broom_confint_terms(x, level = conf.level)
    ret <- dplyr::left_join(ret, ci, by = "term")
  }
  
  if (exponentiate) {
    ret <- exponentiate(ret)
  }

  ret
}


#' @templateVar class lm
#' @template title_desc_augment
#'
#' @template augment_NAs
#'
#' @inherit tidy.lm params examples
#' @template param_data
#' @template param_newdata
#' @template param_se_fit
#' @template param_interval
#'
#' @evalRd return_augment(
#'   ".hat",
#'   ".lower",
#'   ".upper", 
#'   ".sigma",
#'   ".cooksd",
#'   ".se.fit",
#'   ".std.resid"
#' )
#'
#' @details 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.
#'
#' @export
#' @seealso [augment()], [stats::predict.lm()]
#' @family lm tidiers
augment.lm <- function(x, data = model.frame(x), newdata = NULL,
                       se_fit = FALSE, interval =  c("none", "confidence", "prediction"), ...) {
  
  warn_on_subclass(x, "augment")
  
  interval <- match.arg(interval)
  df <- augment_newdata(x, data, newdata, se_fit, interval)

  if (is.null(newdata)) {
    tryCatch({
        infl <- influence(x, do.coef = FALSE)
        df <- add_hat_sigma_cols(df, x, infl)
      },
      error = data_error
    )
  }

  df
}


#' @templateVar class lm
#' @template title_desc_glance
#'
#' @inherit tidy.lm params examples
#'
#' @evalRd return_glance(
#'   "r.squared",
#'   "adj.r.squared",
#'   "sigma",
#'   "statistic",
#'   "p.value",
#'   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.",
#'   "logLik",
#'   "AIC",
#'   "BIC",
#'   "deviance",
#'   "df.residual",
#'   "nobs"
#' )
#'
#'
#' @export
#' @seealso [glance()], [glance.summary.lm()]
#' @family lm tidiers
glance.lm <- function(x, ...) {
  
  warn_on_subclass(x, "glance")
  
  # check whether the model was fitted with only an intercept, in which
  # case drop the fstatistic related columns
  int_only <- nrow(summary(x)$coefficients) == 1
  
  with(
    summary(x),
    tibble(
      r.squared = r.squared,
      adj.r.squared = adj.r.squared,
      sigma = sigma,
      statistic = if (!int_only) {fstatistic["value"]} else {NA_real_},
      p.value = if (!int_only) {
        pf(
          fstatistic["value"],
          fstatistic["numdf"],
          fstatistic["dendf"],
          lower.tail = FALSE
          )
        } else {NA_real_},
      df = if (!int_only) {fstatistic["numdf"]} else {NA_real_},
      logLik = as.numeric(stats::logLik(x)),
      AIC = stats::AIC(x),
      BIC = stats::BIC(x),
      deviance = stats::deviance(x),
      df.residual = df.residual(x),
      nobs = stats::nobs(x)
    )
  )
}

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broom documentation built on Aug. 30, 2022, 1:07 a.m.