Hundreds of linear regressions that run by group in R [closed] - r

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I have a table with 3,000+ rows and 10+ variables. I am trying to run a linear regression using one variables as the predictor and another as the response for 300 different groups. I need the slope, p-value, and r-squared for each of these regressions. To do each regression individually and record the summary variables would take hours if not days.
I have used the following package to get the intercept and slope for each group, but I do not know how to also get the corresponding p-value and r-squared for each group:
library(lme4)
groupreg<-lmList(logpop ~ avgp | id, data=data)
groupreg
I achieved a list sample below, where "Adams #" is the id value. NAs exist because not all groups have multiple points to plot and compare:
Coefficients:
(Intercept) avgp
Adams 6 4.0073332 NA
Adams 7 6.5177389 -7.342443e+00
Adams 8 4.7449321 NA
Adams 9 NA NA
This table does not include any significance statistics, however. I still need the p-value and r-squared statistic. If there is a code to do it all in one go for all group values, or a code to just pull the remaining values, it would be helpful.
Is there are way also to exponentiate the slope output for all groups? My outcome was log-transformed.
Thank you all!!

Answer 1

I thinks the easiest answer is still missing. You can use a combination of nesting and mapping. I'll show you how it works for linear regression. I think you're able to apply the same principle to models of the lme4 package.
Lets create a toy data set, where we've measured the IQ score for three different groups at two different points of time.
library(tidyverse)
library(broom)
df <- tibble(
id = seq_len(90),
IQ = rnorm(90, 100, 15),
group = rep(c("A", "B", "C"), each = 30),
time = rep(c("T1", "T2"), 45)
)
If we want to build a regression model for each group, investigating the relation between the IQ score and the point of time, we only need five lines of code.
df %>%
nest(-group) %>%
mutate(fit = map(data, ~ lm(IQ ~ time, data = .)),
results = map(fit, glance)) %>%
unnest(results) %>%
select(group, r.squared, p.value)
Which will return
# A tibble: 3 x 3
group r.squared p.value
<chr> <dbl> <dbl>
1 A 0.0141 0.532
2 B 0.0681 0.164
3 C 0.00432 0.730
where nest(-group) creates tibbles within your tibble for each group, containing the corresponding variables of id, IQ and time. Then you add a new column fit with mutate() where you apply a regression model for each group and a new column containing the results, which we unnest() shortly after to access the values glance() returned properly. In the last step we select() the three values of interest.
To get the slope you need to call tidy() in addition. Maybe it's possible to shorten the code somehow, but one solution would be
df %>%
nest(-group) %>%
mutate(fit = map(data, ~ lm(IQ ~ time, data = .)),
results1 = map(fit, glance),
results2 = map(fit, tidy)) %>%
unnest(results1) %>%
unnest(results2) %>%
select(group, term, estimate, r.squared, p.value) %>%
mutate(estimate = exp(estimate))
To exponentiate the slope, you can just add another mutate() statement. Finally it returns
# A tibble: 6 x 5
group term estimate r.squared p.value
<chr> <chr> <dbl> <dbl> <dbl>
1 A (Intercept) 3.34e+46 0.0141 0.532
2 A timeT2 3.31e- 2 0.0141 0.532
3 B (Intercept) 1.17e+47 0.0681 0.164
4 B timeT2 1.34e- 3 0.0681 0.164
5 C (Intercept) 8.68e+43 0.00432 0.730
6 C timeT2 1.25e- 1 0.00432 0.730
Note that the estimates are exponentiated already. Without the exponentiation you can double check the slope and p value with base R calling
summary(lm(IQ ~ time, data = filter(df, group == "A")))
If you work with more complex models (lme4), there is a package called lmerTest which offers wrapper functions for lme4 which return p-values (at least for mixed models, with which I already worked with).
A word of warning towards using glance() for lme4 models should be spoken, because the maintainers of the broom package, will try a new concept where they outsource the summary statistics to the particular package developer responsible for the model.

Answer 2

If I am understanding your question correctly, you want to run multiple regressions over lots of groups. Here is an example of how to do so with the mtcars data.
library(dplyr)
mtcars %>% group_by(cyl) %>%
summarise_at(vars(disp:wt), funs(
r.sqr = summary(lm(mpg~.))$r.squared,
intercept = summary(lm(mpg~.))$coefficients[[1]],
slope = summary(lm(mpg~.))$coefficients[[2]],
p.value = summary(lm(mpg~.))$coefficients[[8]]
))
This will run a regression per group per variable and extract the info you asked for. If your formula is always the same, you could simplify as follows.
mtcars %>% group_by(cyl) %>%
summarise(
r.sqr = summary(lm(mpg~wt))$r.squared,
intercept = summary(lm(mpg~wt))$coefficients[[1]],
slope = summary(lm(mpg~wt))$coefficients[[2]],
p.value = summary(lm(mpg~wt))$coefficients[[8]]
)
This is actually running the regression 4 times(once per value of interest). If that takes too long for your real data, you could try this:
df <- mtcars %>% group_by(cyl) %>% summarise(model = list(summary(lm(mpg~wt))))
which simply runs the model once per group and then extract out the info you want. The problem is that extracting values this way can be a pain
df$model[[1]]$coefficients[[1]]
[1] 39.5712

Answer 3

While the code given by AndS will work, it will run lm function 4 times for each group which makes it a bit inefficient. You can use the following. I am trying to break it into simpler steps:
Assuming your data frame(df) has three variables: "Group", "Dep", "Indep":
#Getting the unique list of groups
groups <- unique(df$Group)
#Creating a model summary list to combine the model summary of each model
model_summaries = list()
#Running the models
for(i in 1:length(groups)){
model <- lm(Dep ~ Indep, df[df$Group == Groups[i], c("Dep", "Indep")])
model_summaries[i] <- summary(model)
}
In each model summary you have following elements RSQ, coefficients(contains p-values and intercept too)
Let me know if this helps.