lmList: Fit List of lm or glm Objects with a Common Model

Description Usage Arguments Details Value See Also Examples

View source: R/lmList.R

Description

Fit a list of lm or glm objects with a common model for different subgroups of the data.

Usage

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Arguments

formula

a linear formula object of the form y ~ x1+...+xn | g. In the formula object, y represents the response, x1,...,xn the covariates, and g the grouping factor specifying the partitioning of the data according to which different lm fits should be performed.

family

an optional family specification for a generalized linear model (glm).

data

an optional data frame containing the variables named in formula. By default the variables are taken from the environment from which lmer is called. See Details.

subset

an optional expression indicating the subset of the rows of data that should be used in the fit. This can be a logical vector, or a numeric vector indicating which observation numbers are to be included, or a character vector of the row names to be included. All observations are included by default.

weights

an optional vector of ‘prior weights’ to be used in the fitting process. Should be NULL or a numeric vector.

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.omit, inherited from the ‘factory fresh’ value of getOption("na.action")) strips any observations with any missing values in any variables.

offset

this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases. One or more offset terms can be included in the formula instead or as well, and if more than one is specified their sum is used. See model.offset.

pool

logical scalar indicating if the variance estimate should pool the residual sums of squares. By default true if the model has a scale parameter (which includes all linear, lmer(), ones).

warn

indicating if errors in the single fits should signal a “summary” warning.

...

additional, optional arguments to be passed to the model function or family evaluation.

Details

Value

an object of class lmList4 (see there, notably for the methods defined).

See Also

lmList4

Examples

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fm.plm  <- lmList(Reaction ~ Days | Subject, sleepstudy)
coef(fm.plm)
fm.2  <- update(fm.plm, pool = FALSE)
## coefficients are the same, "pooled or unpooled":
stopifnot( all.equal(coef(fm.2), coef(fm.plm)) )

(ci <- confint(fm.plm)) # print and rather *see* :
plot(ci)                # how widely they vary for the individuals

Example output

Loading required package: Matrix
    (Intercept)      Days
308    244.1927 21.764702
309    205.0549  2.261785
310    203.4842  6.114899
330    289.6851  3.008073
331    285.7390  5.266019
332    264.2516  9.566768
333    275.0191  9.142045
334    240.1629 12.253141
335    263.0347 -2.881034
337    290.1041 19.025974
349    215.1118 13.493933
350    225.8346 19.504017
351    261.1470  6.433498
352    276.3721 13.566549
369    254.9681 11.348109
370    210.4491 18.056151
371    253.6360  9.188445
372    267.0448 11.298073
An object of class "lmList4.confint"
, , (Intercept)

       2.5 %   97.5 %
308 179.4339 308.9515
309 193.0264 217.0834
310 186.7857 220.1827
330 259.4656 319.9046
331 253.9831 317.4948
332 181.7151 346.7882
333 258.1329 291.9053
334 212.3016 268.0243
335 247.5990 278.4704
337 267.9833 312.2249
349 196.1192 234.1043
350 192.8172 258.8520
351 230.3022 291.9919
352 241.7849 310.9592
369 233.5099 276.4264
370 177.7602 243.1379
371 219.6541 287.6179
372 251.7509 282.3387

, , Days

           2.5 %    97.5 %
308  9.634266613 33.895138
309  0.008641467  4.514929
310  2.986982693  9.242815
330 -2.652558845  8.668704
331 -0.682394612 11.214432
332 -5.893742346 25.027278
333  5.978973800 12.305117
334  7.034230035 17.472052
335 -5.772399880  0.010332
337 14.882372150 23.169576
349  9.936302154 17.051563
350 13.319294525 25.688739
351  0.655729402 12.211266
352  7.087781175 20.045317
369  7.328617389 15.367601
370 11.932968572 24.179333
371  2.823051508 15.553838
372  8.433264432 14.162882

lme4 documentation built on June 22, 2021, 9:07 a.m.