Purrr and several multiple regressions in R

Question

I know there are several ways to compare regression models. One way it to create models (from linear to multiple) and compare R2, Adjusted R2, etc:

Mod1: y=b0+b1
Mod2: y=b0+b1+b2
Mod3: y=b0+b1+b2+b3 (etc)

I´m aware that some packages could perform a stepwise regression, but I'm trying to analyze that with purrr. I could create several simple linear models (Thanks for this post here), and now I want to Know how can create regression models adding a specific IV to equation:

reproducible code

data(mtcars)
library(tidyverse)
library(purrr)
library(broom)
iv_vars <- c("cyl", "disp", "hp")
make_model <- function(nm) lm(mtcars[c("mpg", nm)])
fits <- Map(make_model, iv_vars)
glance_tidy <- function(x) c(unlist(glance(x)), unlist(tidy(x)[, -1]))
t(iv_vars %>% Map(f = make_model) %>% sapply(glance_tidy))

Output

What I want:

Mod1: mpg ~cyl
Mod2: mpg ~cly + disp
Mod3: mpg ~ cly + disp + hp

Thanks much.

Barca

Answer 1

You could cumulatively paste over your vector of id_vars to get the combinations you want. I used the code in this answer to do this.

I use the plus sign as the separator between variables to get ready for the formula notation in lm.

cumpaste = function(x, .sep = " ") {
     Reduce(function(x1, x2) paste(x1, x2, sep = .sep), x, accumulate = TRUE)
}

( iv_vars_cum = cumpaste(iv_vars, " + ") )

[1] "cyl"             "cyl + disp"      "cyl + disp + hp"

Then switch the make_model function to use a formula and a dataset. The explanatory variables, separated by the plus sign, get passed to the function after the tilde in the formula. Everything is pasted together, which lm conveniently interprets as a formula.

make_model = function(nm) {
     lm(paste0("mpg ~", nm), data = mtcars)
}

Which we can see works as desired, returning a model with both explanatory variables.

make_model("cyl + disp")

Call:
lm(formula = as.formula(paste0("mpg ~", nm)), data = mtcars)

Coefficients:
(Intercept)          cyl         disp  
   34.66099     -1.58728     -0.02058  

You'll likely need to rethink how you want to combine the info together, as you will now how differing numbers of columns due to the increased number of coefficients.

A possible option is to add dplyr::bind_rows to your glance_tidy function and then use map_dfr from purrr for the final output.

glance_tidy = function(x) {
     dplyr::bind_rows( c( unlist(glance(x)), unlist(tidy(x)[, -1]) ) )
}

iv_vars_cum %>% 
     Map(f = make_model) %>% 
     map_dfr(glance_tidy, .id = "model")

# A tibble: 3 x 28

            model r.squared adj.r.squared    sigma statistic      p.value    df    logLik      AIC
            <chr>     <dbl>         <dbl>    <dbl>     <dbl>        <dbl> <dbl>     <dbl>    <dbl>
1             cyl 0.7261800     0.7170527 3.205902  79.56103 6.112687e-10     2 -81.65321 169.3064
2      cyl + disp 0.7595658     0.7429841 3.055466  45.80755 1.057904e-09     3 -79.57282 167.1456
3 cyl + disp + hp 0.7678877     0.7430186 3.055261  30.87710 5.053802e-09     4 -79.00921 168.0184 ...

Ophiology

Answer 2

I would begin by creating a list tibble storing your formulae. Then map the model over the formula, and map glance over the models.

library(tidyverse)
library(broom)

mtcars %>% as_tibble()

formula <- c(mpg ~ cyl, mpg ~ cyl + disp)

output <-
  tibble(formula) %>% 
  mutate(model = map(formula, ~lm(formula = .x, data = mtcars)),
         glance = map(model, glance))

output$glance

output %>% unnest(glance)

Auramine