coef.tidyfit.models: Extract coefficients from a 'tidyfit.models' frame

In tidyfit: Regularized Linear Modeling with Tidy Data

Extract coefficients from a tidyfit.models frame

Description

The function extracts and prepares coefficients from all models in a tidyfit.models frame and outputs a tidy frame of estimates.

Usage

## S3 method for class 'tidyfit.models'
coef(
  object,
  ...,
  .add_bootstrap_interval = FALSE,
  .bootstrap_alpha = 0.05,
  .keep_grid_id = FALSE
)

Arguments

object	model.frame created using regress, classify or m
...	currently not used
.add_bootstrap_interval	calculate bootstrap intervals for the parameters. See 'Details'.
.bootstrap_alpha	confidence level used for the bootstrap interval. Default is .bootstrap_alpha = 0.05.
.keep_grid_id	boolean. By default the grid ID column is dropped, if there is only one unique setting per model or group. .keep_grid_id = TRUE ensures that the column is never dropped.

Details

The function uses the 'model_object' column in a tidyfit.model frame to return a data frame of estimated coefficients.

Results are 'tidied' using broom::tidy whenever possible.

All coefficients are transformed to ensure statistical comparability. For instance, standardized coefficients are always transformed back to the original data scale, naming conventions are harmonized etc.

Bootstrap intervals

Bootstrap intervals can be calculated using rsample::int_pctl. Only set .add_bootstrap_interval = TRUE if you are using .cv = "bootstraps" in combination with .return_slices = TRUE to generate the model frame.

Value

A 'tibble'.

Author(s)

Johann Pfitzinger

See Also

predict.tidyfit.models, fitted.tidyfit.models and residuals.tidyfit.models

Examples

data <- tidyfit::Factor_Industry_Returns
fit <- regress(data, Return ~ ., m("lm"), .mask = c("Date", "Industry"))
coef(fit)

tidyfit documentation built on April 4, 2025, 4:38 a.m.