'Efficiently extract fitted values from linear regression with many groups
How can I efficiently extract the fitted values from several linear regression models and append them to the original data used to build the models?
Example Data:
library(dplyr)
# Fit several (3 in this case) linear regression models
fitted_models <- iris %>%
group_by(Species) %>%
do(model = lm(Petal.Length~Sepal.Length+Sepal.Width, data = .))
I can extract the fitted values for each group (see below) but this is cumbersome and would be inefficient if you have 10's or 100's of models. How can I more efficiently extract the fitted data from the models and append them back to the dataset used to build the models?
df2 <- iris[,c(5,3)]
df2$predicted <- NA
df2[1:50,3] <- fitted_models$model[[1]]$fitted.values
df2[51:100,3] <- fitted_models$model[[2]]$fitted.values
df2[101:150,3] <- fitted_models$model[[3]]$fitted.values
df2
Solution 1:[1]
With the model created, there is rowwise grouping, so we can directly extract in a list and unnest the list column
library(dplyr)
library(tidyr)
fitted_models %>%
transmute(Species, fitted.values = list(model$fitted.values)) %>%
ungroup %>%
unnest(fitted.values)
-output
# A tibble: 150 × 2
Species fitted.values
<fct> <dbl>
1 setosa 1.47
2 setosa 1.46
3 setosa 1.42
4 setosa 1.41
5 setosa 1.46
6 setosa 1.51
7 setosa 1.40
8 setosa 1.46
9 setosa 1.38
10 setosa 1.45
# … with 140 more rows
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|---|
| Solution 1 | akrun |
