lm_tidiers {broom} | R Documentation

## Tidying methods for a linear model

### Description

These methods tidy the coefficients of a linear model into a summary, augment the original data with information on the fitted values and residuals, and construct a one-row glance of the model's statistics.

### Usage

    ## S3 method for class 'lm'
    tidy(x, conf.int = FALSE, conf.level = 0.95,
      exponentiate = FALSE, quick = FALSE, ...)

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

    ## S3 method for class 'lm'
    augment(x, data = stats::model.frame(x), newdata, type.predict,
      type.residuals, ...)

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

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

### Arguments

`x` | lm object
`conf.int` | whether to include a confidence interval
`conf.level` | confidence level of the interval, used only if `conf.int=TRUE`
`exponentiate` | whether to exponentiate the coefficient estimates and confidence intervals (typical for logistic regression)
`quick` | whether to compute a smaller and faster version, containing only the `term` and `estimate` columns.
`...` | extra arguments (not used)
`data` | Original data, defaults to the extracting it from the model
`newdata` | If provided, performs predictions on the new data
`type.predict` | Type of prediction to compute for a GLM; passed on to `predict.glm`
`type.residuals` | Type of residuals to compute for a GLM; passed on to `residuals.glm`

### Details

If you have missing values in your model data, you may need to refit the model with `na.action = na.exclude`.

If `conf.int=TRUE`, the confidence interval is computed with the `confint` function.

While `tidy` is supported for "mlm" objects, `augment` and `glance` are not.

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.

Code and documentation for `augment.lm` originated in the ggplot2 package, where it was called `fortify.lm`

### Value

All tidying methods return a `data.frame` without rownames. The structure depends on the method chosen.

`tidy.lm` returns one row for each coefficient, with five columns:

`term` | The term in the linear model being estimated and tested
`estimate` | The estimated coefficient
`std.error` | The standard error from the linear model
`statistic` | t-statistic
`p.value` | two-sided p-value

If the linear model is an "mlm" object (multiple linear model), there is an additional column:

`response` | Which response column the coefficients correspond to (typically Y1, Y2, etc)

If `conf.int=TRUE`, it also includes columns for `conf.low` and `conf.high`, computed with `confint`.

When `newdata` is not supplied `augment.lm` returns one row for each observation, with seven columns added to the original data:

`.hat` | Diagonal of the hat matrix
`.sigma` | Estimate of residual standard deviation when corresponding observation is dropped from model
`.cooksd` | Cooks distance, `cooks.distance`
`.fitted` | Fitted values of model
`.se.fit` | Standard errors of fitted values
`.resid` | Residuals
`.std.resid` | Standardised residuals

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

When `newdata` is supplied, `augment.lm` returns one row for each observation, with three columns added to the new data:

`.fitted` | Fitted values of model
`.se.fit` | Standard errors of fitted values
`.resid` | Residuals of fitted values on the new data

`glance.lm` returns a one-row data.frame with the columns

`r.squared` | The percent of variance explained by the model
`adj.r.squared` | r.squared adjusted based on the degrees of freedom
`sigma` | The square root of the estimated residual variance
`statistic` | F-statistic
`p.value` | p-value from the F test, describing whether the full regression is significant
`df` | Degrees of freedom used by the coefficients
`logLik` | the data's log-likelihood under the model
`AIC` | the Akaike Information Criterion
`BIC` | the Bayesian Information Criterion
`deviance` | deviance
`df.residual` | residual degrees of freedom

### See Also

`summary.lm`

na.action

### Examples

    library(ggplot2)
    library(dplyr)

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

    tidy(mod)
    glance(mod)

    # coefficient plot
    d <- tidy(mod) %>% mutate(low = estimate - std.error,
                              high = estimate + std.error)
    ggplot(d, aes(estimate, term, xmin = low, xmax = high, height = 0)) +
         geom_point() +
         geom_vline(xintercept = 0) +
         geom_errorbarh()

    head(augment(mod))
    head(augment(mod, mtcars))

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

    au <- augment(mod, data = mtcars)

    plot(mod, which = 1)
    qplot(.fitted, .resid, data = au) +
      geom_hline(yintercept = 0) +
      geom_smooth(se = FALSE)
    qplot(.fitted, .std.resid, data = au) +
      geom_hline(yintercept = 0) +
      geom_smooth(se = FALSE)
    qplot(.fitted, .std.resid, data = au,
      colour = factor(cyl))
    qplot(mpg, .std.resid, data = au, colour = factor(cyl))

    plot(mod, which = 2)
    qplot(sample =.std.resid, data = au, stat = "qq") +
        geom_abline()

    plot(mod, which = 3)
    qplot(.fitted, sqrt(abs(.std.resid)), data = au) + geom_smooth(se = FALSE)

    plot(mod, which = 4)
    qplot(seq_along(.cooksd), .cooksd, data = au)

    plot(mod, which = 5)
    qplot(.hat, .std.resid, data = au) + geom_smooth(se = FALSE)
    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)

    qplot(.hat, .std.resid, data = au, size = .cooksd) +
      geom_smooth(se = FALSE, size = 0.5)

    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()
    qplot(.hat, .cooksd, size = .cooksd / .hat, data = au) + scale_size_area()

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

[Package broom version 0.4.2 Index]