系数 table 在秩亏拟合中没有 NA 行；如何插入它们？

Question

library(lmPerm)
x <- lmp(formula = a ~ b * c + d + e, data = df, perm = "Prob")

summary(x)  # truncated output, I can see `NA` rows here!

#Coefficients: (1 not defined because of singularities)
#                 Estimate Iter Pr(Prob)
#b                   5.874   51    1.000
#c                -30.060   281    0.263
#b:c                   NA    NA       NA
#d1               -31.333    60    0.633
#d2                33.297   165    0.382
#d3               -19.096    51    1.000
#e                  1.976    NA       NA

我想提取所有内容的 Pr(Prob) 结果，但是

y <- summary(x)$coef[, "Pr(Prob)"]

#(Intercept)           b            c           d1           d2 
# 0.09459459  1.00000000   0.26334520   0.63333333   0.38181818 
#         d3           e 
# 1.00000000          NA

这不是我想要的。我也需要 b:c 行，在正确的位置。

我希望从上面得到的输出示例是：

# (Intercept)           b            c    b:c           d1           d2 
#  0.09459459  1.00000000   0.26334520     NA   0.63333333   0.38181818 
#         d3            e 
# 1.00000000           NA

我也想拉出每个变量对应的Iter列。谢谢。

Answer 1

lmp是基于lm，summary.lmp的行为也和summary.lm一样，所以我先用lm来说明，然后证明我们可以为 lmp.

做同样的事情

lm 和 summary.lm

阅读 ?summary.lm 并注意以下返回值：

coefficients: a p x 4 matrix with columns for the estimated
              coefficient, its standard error, t-statistic and
              corresponding (two-sided) p-value.  Aliased coefficients are
              omitted.

     aliased: named logical vector showing if the original coefficients are
              aliased.

当你有排名不足的模型时，NA 系数在系数 table 中被省略，它们被称为 aliased 变量。考虑以下可重现的小示例：

set.seed(0)
zz <- xx <- rnorm(10)
yy <- rnorm(10)
fit <- lm(yy ~ xx + zz)

coef(fit)  ## we can see `NA` here
#(Intercept)          xx          zz 
#  0.1295147   0.2706560          NA 

a <- summary(fit)  ## it is also printed to screen
#Coefficients: (1 not defined because of singularities)
#            Estimate Std. Error t value Pr(>|t|)
#(Intercept)   0.1295     0.3143   0.412    0.691
#xx            0.2707     0.2669   1.014    0.340
#zz                NA         NA      NA       NA

b <- coef(a)  ## but no `NA` returned in the matrix / table
#             Estimate Std. Error   t value  Pr(>|t|)
#(Intercept) 0.1295147  0.3142758 0.4121051 0.6910837
#xx          0.2706560  0.2669118 1.0140279 0.3402525

d <- a$aliased
#(Intercept)          xx          zz 
#      FALSE       FALSE        TRUE

如果你想填充 NA 行到系数 table / 矩阵，我们可以做

## an augmented matrix of `NA`
e <- matrix(nrow = length(d), ncol = ncol(b),
            dimnames = list(names(d), dimnames(b)[[2]]))
## fill rows for non-aliased variables
e[!d] <- b

#             Estimate Std. Error   t value  Pr(>|t|)
#(Intercept) 0.1295147  0.3142758 0.4121051 0.6910837
#xx          0.2706560  0.2669118 1.0140279 0.3402525
#zz                 NA         NA        NA        NA

lmp 和 summary.lmp

无需更改。

library(lmPerm)
fit <- lmp(yy ~ xx + zz, perm = "Prob")
a <- summary(fit)  ## `summary.lmp`
b <- coef(a)

#              Estimate Iter  Pr(Prob)
#(Intercept) -0.0264354  241 0.2946058
#xx           0.2706560  241 0.2946058

d <- a$aliased
#(Intercept)          xx          zz 
#      FALSE       FALSE        TRUE 

e <- matrix(nrow = length(d), ncol = ncol(b),
            dimnames = list(names(d), dimnames(b)[[2]]))
e[!d] <- b

#              Estimate Iter  Pr(Prob)
#(Intercept) -0.0264354  241 0.2946058
#xx           0.2706560  241 0.2946058
#zz                  NA   NA        NA

如果您想要提取 Iter 和 Pr(Prob)，只需执行

e[, 2]  ## e[, "Iter"]
#(Intercept)          xx          zz 
#        241         241          NA 

e[, 3]  ## e[, "Pr(Prob)"]
#(Intercept)          xx          zz 
#  0.2946058   0.2946058          NA

系数 table 在秩亏拟合中没有 NA 行；如何插入它们？

Coefficient table does not have NA rows in rank-deficient fit; how to insert them?

regression

r

permutation

linear-regression

lm