R提取包括NA行的glm系数

Question

我想提取 glm 的系数，不仅是可计算的 p 值，还有不可计算的 p 值，表示为 NA。我如何提取矩阵或 data.frame 形式的包含 NA 行的系数？

我需要提取下面这个，

            Estimate Std. Error z value Pr(>|z|)  
x1           0.10909    0.05552   1.965   0.0494 
x2                NA         NA      NA       NA  
x3                NA         NA      NA       NA  
x4           0.05472    0.12871   0.425   0.6707  
x5          -0.07880    0.17616  -0.447   0.6547

下面不需要这个

coef(outSummary)
           Estimate  Std. Error    z value   Pr(>|z|)
(Intercept) -8.38909359 26.07327652 -0.3217506 0.74764161
x1           0.10908801  0.05551894  1.9648793 0.04942821
x4           0.05471872  0.12871334  0.4251208 0.67074860
x5          -0.07879775  0.17616064 -0.4473062 0.65465396

这是示例代码。

maxRow = 12
maxX = 5
dfA = data.frame(matrix(data = 0, nrow = maxRow, ncol = (maxX+1)) )
colnames(dfA) = c("y", paste0("x", 1:maxX) )
dfA$y = c( rep(0, maxRow*0.5), rep(1, maxRow*0.5))
xWithData = paste0("x", c(1, 4:maxX) )
ctSeed = 384
set.seed(ctSeed)
dfA[, xWithData] = apply(dfA[ , xWithData ], MARGIN = 2, FUN = function(x) ( 1 * seq_len(maxRow) + round(rnorm(n = maxRow, mean = 100, sd = 10) ) ) )
dfA
outGlm = glm( y ~ ., family  = binomial(link='logit'), data=dfA )
(outSummary = summary(outGlm) )
(outCoef =  outSummary$coefficients )

Answer 1

似乎 coef(outSummary) 将始终丢弃 NA 的预测变量。

因此，获得所有预测器估计的完整 table 的一种方法是使用 dplyr::full_join 将来自 attr(outSummary$terms, "term.labels") 的条目与来自 coef(outSummary) 的条目进行匹配和合并。这是一个 tidyverse 方法：

library(tidyverse);
data.frame(coef(outSummary)) %>%
    rownames_to_column("variable") %>%
    full_join(data.frame(variable = attr(outSummary$terms, "term.labels"))) %>%
    arrange(variable);
#    variable    Estimate  Std..Error    z.value   Pr...z..
#1 (Intercept) -8.38909359 26.07327652 -0.3217506 0.74764161
#2          x1  0.10908801  0.05551894  1.9648793 0.04942821
#3          x2          NA          NA         NA         NA
#4          x3          NA          NA         NA         NA
#5          x4  0.05471872  0.12871334  0.4251208 0.67074860
#6          x5 -0.07879775  0.17616064 -0.4473062 0.65465396

R提取包括NA行的glm系数

R extract glm coefficients including NA rows

r

na

coefficients