As of mid 2020 (and updated to fit dplyr
1.0+ as of 2022-04), tchakravarty's answer will fail. In order to circumvent the new approach of broom
and dpylr
seem to interact, the following combination of broom::tidy
, broom::augment
and broom::glance
can be used. We just have to use them in conjunvtion with nest_by()
and summarize()
(previously inside do()
and later unnest()
the tibble).
library(dplyr)
library(broom)
library(tidyr)
set.seed(42)
df.h = data.frame(
hour = factor(rep(1:24, each = 21)),
price = runif(504, min = -10, max = 125),
wind = runif(504, min = 0, max = 2500),
temp = runif(504, min = - 10, max = 25)
)
df.h %>%
nest_by(hour) %>%
mutate(mod = list(lm(price ~ wind + temp, data = data))) %>%
summarize(tidy(mod))
# # A tibble: 72 × 6
# # Groups: hour [24]
# hour term estimate std.error statistic p.value
# <fct> <chr> <dbl> <dbl> <dbl> <dbl>
# 1 1 (Intercept) 87.4 15.8 5.55 0.0000289
# 2 1 wind -0.0129 0.0120 -1.08 0.296
# 3 1 temp 0.588 0.849 0.693 0.497
# 4 2 (Intercept) 92.3 21.6 4.27 0.000466
# 5 2 wind -0.0227 0.0134 -1.69 0.107
# 6 2 temp -0.216 0.841 -0.257 0.800
# 7 3 (Intercept) 61.1 18.6 3.29 0.00409
# 8 3 wind 0.00471 0.0128 0.367 0.718
# 9 3 temp 0.425 0.964 0.442 0.664
# 10 4 (Intercept) 31.6 15.3 2.07 0.0529
df.h %>%
nest_by(hour) %>%
mutate(mod = list(lm(price ~ wind + temp, data = data))) %>%
summarize(augment(mod))
# # A tibble: 504 × 10
# # Groups: hour [24]
# hour price wind temp .fitted .resid .hat .sigma .cooksd .std.resid
# <fct> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
# 1 1 113. 288. -1.75 82.7 30.8 0.123 37.8 0.0359 0.877
# 2 1 117. 2234. 18.4 69.5 47.0 0.201 36.4 0.165 1.40
# 3 1 28.6 1438. 4.75 71.7 -43.1 0.0539 37.1 0.0265 -1.18
# 4 1 102. 366. 9.77 88.5 13.7 0.151 38.4 0.00926 0.395
# 5 1 76.6 2257. -4.69 55.6 21.0 0.245 38.2 0.0448 0.644
# 6 1 60.1 633. -3.18 77.4 -17.3 0.0876 38.4 0.00749 -0.484
# 7 1 89.4 376. -4.16 80.1 9.31 0.119 38.5 0.00314 0.264
# 8 1 8.18 1921. 19.2 74.0 -65.9 0.173 34.4 0.261 -1.93
# 9 1 78.7 575. -6.11 76.4 2.26 0.111 38.6 0.000170 0.0640
# 10 1 85.2 763. -0.618 77.2 7.94 0.0679 38.6 0.00117 0.219
# # … with 494 more rows
df.h %>%
nest_by(hour) %>%
mutate(mod = list(lm(price ~ wind + temp, data = data))) %>%
summarize(glance(mod))
# # A tibble: 24 × 13
# # Groups: hour [24]
# hour r.squared adj.r.squared sigma statistic p.value df logLik AIC
# <fct> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
# 1 1 0.0679 -0.0357 37.5 0.655 0.531 2 -104. 217.
# 2 2 0.139 0.0431 42.7 1.45 0.261 2 -107. 222.
# 3 3 0.0142 -0.0953 43.1 0.130 0.879 2 -107. 222.
# 4 4 0.0737 -0.0293 36.7 0.716 0.502 2 -104. 216.
# 5 5 0.213 0.126 37.8 2.44 0.115 2 -104. 217.
# 6 6 0.0813 -0.0208 33.5 0.796 0.466 2 -102. 212.
# 7 7 0.0607 -0.0437 40.7 0.582 0.569 2 -106. 220.
# 8 8 0.153 0.0592 36.3 1.63 0.224 2 -104. 215.
# 9 9 0.166 0.0736 36.5 1.79 0.195 2 -104. 216.
# 10 10 0.110 0.0108 40.0 1.11 0.351 2 -106. 219.
# # … with 14 more rows, and 4 more variables: BIC <dbl>, deviance <dbl>,
# # df.residual <int>, nobs <int>
Credits to Bob Muenchen's Blog for inspiration on that.