1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261
|
#' Align and combine fixed-effect coefficients from multiple models
#'
#' @description
#' Extracts and aligns the fixed-effect estimates from a list of fitted model objects,
#' returning them in a single tidy data frame with consistent columns for easy comparison.
#' Works with a mix of model types such as `lm`, `glm`, `gls`, `lmer`, etc.
#'
#' For models without p-values (e.g., `lmer`), the function computes approximate
#' Wald statistics and two-sided normal p-values.
#'
#' @param models A named list of fitted model objects. Each element should be a
#' model that can be passed to `broom::tidy()`.
#'
#' @return A tibble with columns:
#' \describe{
#' \item{model}{The name of the model (from the list).}
#' \item{term}{The term name (coefficient).}
#' \item{estimate}{The estimated coefficient.}
#' \item{std.error}{The standard error.}
#' \item{statistic}{The Wald statistic (estimate / std.error).}
#' \item{p.value}{Two-sided normal p-value.}
#' }
#'
#'
#' @examples
#' # Example using the built-in CO2 dataset
#' data(CO2)
#'
#' # Fit models
#' lm_fit <- lm(uptake ~ conc + Type + Treatment, data = CO2)
#' glm_fit <- glm(uptake ~ conc + Type + Treatment, family = Gamma(identity), data = CO2)
#'
#' # Combine estimates
#' models_list <- list(lm = lm_fit, glm = glm_fit)
#' result <- align_coefs(models_list)
#' print(result)
#'
#' @importFrom purrr imap_dfr
#' @export
align_coefs <- function(models) {
purrr::imap_dfr(models, function(mod, label) {
out <- broom::tidy(mod)
# Filter to fixed effects only if 'effect' column exists
if ("effect" %in% names(out)) {
out <- out |> dplyr::filter(.data$effect == "fixed")
}
# Add missing columns with NA
if (!"std.error" %in% names(out)) out$std.error <- NA_real_
if (!"statistic" %in% names(out)) out$statistic <- NA_real_
if (!"p.value" %in% names(out)) out$p.value <- NA_real_
# Compute missing statistic and p.value if possible
out |>
dplyr::mutate(
statistic = ifelse(is.na(.data$statistic) & !is.na(.data$estimate) & !is.na(.data$std.error),
.data$estimate / .data$std.error, .data$statistic),
p.value = ifelse(is.na(.data$p.value) & !is.na(.data$statistic),
2 * (1 - pnorm(abs(.data$statistic))),
.data$p.value),
model = label
) |>
dplyr::select(dplyr::all_of(c("model", "term", "estimate", "std.error", "statistic", "p.value")))
})
}
##' @title Add predicted values of different types to dataframe
##'
##' @param data dataframe or tibble
##' @param model model object
##' @param var name of new variable in dataframe / tibble
##' @param type type of predicted value
##' @param transformation A possible transformation of predicted variable, e.g. reciprocal(), log() etc
##' @return dataframe / tibble
##' @author Søren Højsgaard
##' @examples
##' data(cars)
##' lm1 <- lm(dist ~ speed + I(speed^2), data=cars)
##' lm1 |> response() |> head()
##' cars <- cars |> add_pred(lm1)
##' cars |> head()
##' cars <- cars |> add_resid(lm1)
##' cars
##'
##' @export
add_pred <- function (data, model, var = "pred", type = NULL, transformation=NULL)
{
pred2 <- function (model, data, type = NULL)
{
if (is.null(type)) {
stats::predict(model, data)
}
else {
stats::predict(model, data, type = type)
}
}
pp <- pred2(model, data, type = type)
if (!is.null(transformation)){
pp <- transformation(pp)
}
data[[var]] <- pp
data
}
## ##' @title Reciprocal function
## ##' @description A function returning the reciprocal of its argument
## ##' @param x An R object for which 1/x makes sense
## ##' @author Søren Højsgaard
## ##' @export
## reciprocal <- function(x){
## 1/x
## }
## ##' @title Power function
## ##' @description A function returning x raised to the power p.
## ##' @param x An object for which x^p makes sense
## ##' @param p A power
## ##' @author Søren Højsgaard
## ##' @export
## pow <- function(x, p){
## x^p
## }
##' @title Add residuals of different types to dataframe
##'
##' @param data dataframe or tibble
##' @param model model object
##' @param var name of new variable in dataframe / tibble
##' @param type type of residual value
##' @return dataframe / tibble
##' @author Søren Højsgaard
##' @examples
##' data(cars)
##' lm1 <- lm(dist ~ speed + I(speed^2), data=cars)
##' lm1 |> response() |> head()
##' cars <- cars |> add_pred(lm1)
##' cars |> head()
##' cars <- cars |> add_resid(lm1)
##' cars
##'
##' @export
add_resid <- function (data, model, var = "resid", type) {
resid2 <- function(model, type){
UseMethod("resid2")
}
resid2.lm <- function(model,
type=c("working", "response", "deviance",
"pearson", "partial", "rstandard", "rstudent")){
type <- match.arg(type)
if (identical(type, "rstandard")){
return(stats::rstandard(model))
}
if (identical(type, "rstudent")){
return(stats::rstudent(model))
}
return(stats::residuals(model, type=type))
}
resid2.merMod <- function(model,
type=c("deviance", "response")){
return(residuals(model, type=type))
}
if (missing(type))
type="working"
data[[var]] <- resid2(model, type)
data
}
##' @title Get response variable from model
##' @param object lm or glm object
## ' @param data dataframe or tibble
## ' @param model model object
## ' @param var name of new variable in dataframe / tibble
## ' @param type type of residual value
##' @examples
##' data(cars)
##' lm1 <- lm(dist ~ speed + I(speed^2), data=cars)
##' lm1 |> response() |> head()
##' cars <- cars |> add_pred(lm1)
##' cars |> head()
##' cars <- cars |> add_resid(lm1)
##' cars
##' @export
response <- function(object){
is_lm <- function(object) {
identical(class(object), "lm")
}
is_glm <- function(object) {
cls <- class(object)
(all(c("lm", "glm") %in% cls)) && (length(cls) == 2)
}
obs <- function(object){
UseMethod("obs")
}
obs.lm <- function(object) {
obs <- model.response(model.frame(object))
if (is_glm(object)){
wgt <- unname(model.weights(model.frame(object)))
if (!is.null(wgt)) {
obs <- obs * wgt
}
}
return(obs)
}
return(obs(object))
}
##' @title Add interaction columns to data frame
##' @param .data dataframe
##' @param .formula right hand sided formula
##' @return dataframe
##' @author Søren Højsgaard
##' @export
add_int <- function(.data, .formula) {
ff <- rhsf2list(.formula)
lapply(ff, function(g){
if (length(g)>1){
var <- paste(g, collapse="_")
ia <- apply(.data[,g], 1, function(r) paste(r, collapse="_"))
.data[[var]] <<- ia
}})
.data
}
rhsf2list <- function (.formula) {
if (is.character(.formula))
return(list(.formula))
if (is.numeric(.formula))
return(lapply(list(.formula), "as.character"))
if (is.list(.formula))
return(lapply(.formula, "as.character"))
.formula0 <- .formula[[length(.formula)]]
.formula1 <- unlist(strsplit(paste(deparse(.formula0), collapse = ""),
" *\\+ *"))
.formula2 <- unlist(lapply(.formula1, strsplit, " *\\* *| *: *| *\\| *"),
recursive = FALSE)
.formula2
}
|