Bootstrap 使用 grouped/nested 数据重采样和整理回归模型

Bootstrap resampling and tidy regression models with grouped/nested data

我正在尝试使用 bootstrapping 估计回归斜率及其置信区间。我想为分组数据做这件事。我正在按照本网站 (https://www.tidymodels.org/learn/statistics/bootstrap/) 上的示例进行操作,但我无法弄清楚如何让它与 grouped/nested 数据一起使用。我不断收到以下信息:

错误:mutate()model 有问题。 ℹ model = map(splits, ~lm(conc ~ yday, data = .))。 x 对象 'conc' 未找到

library(tidyverse)
library(tidymodels)

dat <- 
  structure(list(site = c("mb", "mb", "mb", "mb", "mb", "mb", "mb", 
  "mb", "sp", "sp", "sp", "sp", "sp", "sp", "sp", "sp"), year = c(2015, 
  2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 
  2015, 2015, 2015, 2015), yday = c(15, 15, 35, 35, 48, 48, 69, 
  69, 15, 15, 37, 37, 49, 49, 69, 69), samp_depth_cat2 = structure(c(1L, 
  1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L), .Label = c("Mid-2", 
  "Bottom"), class = "factor"), analyte = c("NO3", "NO3", "NO3", 
  "NO3", "NO3", "NO3", "NO3", "NO3", "NH4", "NH4", "NH4", "NH4", 
  "NH4", "NH4", "NH4", "NH4"), conc = c(44.8171069465267, 44.7775358035268, 
  33.3678662097523, 33.0710828871279, 25.8427604055115, 26.9309658742058, 
  23.7585524380667, 17.5240386949382, 8.35832733633183, 9.29280745341615, 
  10.0797380595417, 10.2322058970515, 13.7930668951239, 15.6226805882773, 
  25.3003042764332, 16.8723637466981)), row.names = c(NA, -16L), class = c("tbl_df", 
  "tbl", "data.frame"))

set.seed(27)

# This is where I get the error
lm_boot <-
  dat %>% 
  group_by(site, year, samp_depth_cat2, analyte) %>% 
  nest() %>% 
  bootstraps(., times = 1000, apparent = TRUE) %>% 
  mutate(model = map(splits, ~lm(conc ~ yday, data = .)),
         coef_info = map(model, tidy))

boot_coefs <- 
  lm_boot %>% 
  unnest(coef_info)

percentile_intervals <- int_pctl(lm_boot, coef_info)
percentile_intervals

更新

我尝试映射 bootstrap 函数,然后对该列表列中的拆分进行线性回归。它生成了一个名为 model 的新列,但其中似乎没有任何模型元素。

lm_boot <-
  dat %>% 
  group_by(site, year, samp_depth_cat2, analyte) %>% 
  nest() %>% 
  mutate(boots = map(data, ~bootstraps(., times = 1000, apparent = TRUE)),
         model = map(boots, "splits", ~lm(conc ~ yday, data = .x)))

有什么想法吗?

我可以帮你分道扬镳。为了模仿 Bootstrap resampling and tidy regression models 中的示例,我添加了 nest()mutate()unnest() 序列以在每个组中生成引导程序。

您将无法在此结果上直接使用 int_pctl(),因为它不是从 bootstraps().

生成的 rset 对象
library(tidyverse)
library(tidymodels)
#> Registered S3 method overwritten by 'tune':
#>   method                   from   
#>   required_pkgs.model_spec parsnip

dat <- 
  structure(list(site = c("mb", "mb", "mb", "mb", "mb", "mb", "mb", 
  "mb", "sp", "sp", "sp", "sp", "sp", "sp", "sp", "sp"), year = c(2015, 
  2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 
  2015, 2015, 2015, 2015), yday = c(15, 15, 35, 35, 48, 48, 69, 
  69, 15, 15, 37, 37, 49, 49, 69, 69), samp_depth_cat2 = structure(c(1L, 
  1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L), .Label = c("Mid-2", 
  "Bottom"), class = "factor"), analyte = c("NO3", "NO3", "NO3", 
  "NO3", "NO3", "NO3", "NO3", "NO3", "NH4", "NH4", "NH4", "NH4", 
  "NH4", "NH4", "NH4", "NH4"), conc = c(44.8171069465267, 44.7775358035268, 
  33.3678662097523, 33.0710828871279, 25.8427604055115, 26.9309658742058, 
  23.7585524380667, 17.5240386949382, 8.35832733633183, 9.29280745341615, 
  10.0797380595417, 10.2322058970515, 13.7930668951239, 15.6226805882773, 
  25.3003042764332, 16.8723637466981)), row.names = c(NA, -16L), class = c("tbl_df", 
  "tbl", "data.frame"))

set.seed(27)

lm_boot <- dat %>% 
  nest(data = -c(site, year, samp_depth_cat2, analyte)) %>%
  mutate(boots = map(data, ~bootstraps(.x, times = 10, apparent = TRUE))) %>%
  unnest(boots) %>%
  mutate(model = map(splits, ~lm(conc ~ yday, data = analysis(.))),
         coef_info = map(model, tidy))

lm_boot %>% 
  unnest(coef_info)
#> # A tibble: 44 × 13
#>    site   year samp_depth_cat2 analyte data   splits  id    model term  estimate
#>    <chr> <dbl> <fct>           <chr>   <list> <list>  <chr> <lis> <chr>    <dbl>
#>  1 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  (Int…   52.0  
#>  2 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  yday    -0.512
#>  3 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  (Int…   50.5  
#>  4 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  yday    -0.438
#>  5 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  (Int…   50.7  
#>  6 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  yday    -0.462
#>  7 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  (Int…   50.5  
#>  8 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  yday    -0.445
#>  9 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  (Int…   50.0  
#> 10 mb     2015 Mid-2           NO3     <tibb… <split… Boot… <lm>  yday    -0.452
#> # … with 34 more rows, and 3 more variables: std.error <dbl>, statistic <dbl>,
#> #   p.value <dbl>

reprex package (v2.0.1)

于 2021-08-30 创建

您可以将引导程序包装在 group_modify 中以将其应用于每个组。

library(tidyverse)
library(tidymodels)

dat <-
  structure(list(site = c("mb", "mb", "mb", "mb", "mb", "mb", "mb",
  "mb", "sp", "sp", "sp", "sp", "sp", "sp", "sp", "sp"), year = c(2015,
  2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015, 2015,
  2015, 2015, 2015, 2015), yday = c(15, 15, 35, 35, 48, 48, 69,
  69, 15, 15, 37, 37, 49, 49, 69, 69), samp_depth_cat2 = structure(c(1L,
  1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L), .Label = c("Mid-2",
  "Bottom"), class = "factor"), analyte = c("NO3", "NO3", "NO3",
  "NO3", "NO3", "NO3", "NO3", "NO3", "NH4", "NH4", "NH4", "NH4",
  "NH4", "NH4", "NH4", "NH4"), conc = c(44.8171069465267, 44.7775358035268,
  33.3678662097523, 33.0710828871279, 25.8427604055115, 26.9309658742058,
  23.7585524380667, 17.5240386949382, 8.35832733633183, 9.29280745341615,
  10.0797380595417, 10.2322058970515, 13.7930668951239, 15.6226805882773,
  25.3003042764332, 16.8723637466981)), row.names = c(NA, -16L), class = c("tbl_df",
  "tbl", "data.frame"))

set.seed(27)

dat %>%
  group_by(site, year, samp_depth_cat2, analyte) %>%
  group_modify(
    ~ bootstraps(., times = 100, apparent = TRUE) %>%
      mutate(
        model = map(splits, ~ lm(conc ~ yday, data = .)),
        coefs = map(model, tidy)
      ) %>%
      int_pctl(coefs)
  )
#> Warning: Recommend at least 1000 non-missing bootstrap resamples for terms:
#> `(Intercept)`, `yday`.

#> Warning: Recommend at least 1000 non-missing bootstrap resamples for terms:
#> `(Intercept)`, `yday`.
#> # A tibble: 4 × 10
#> # Groups:   site, year, samp_depth_cat2, analyte [2]
#>   site   year samp_depth_cat2 analyte term        .lower .estimate .upper .alpha
#>   <chr> <dbl> <fct>           <chr>   <chr>        <dbl>     <dbl>  <dbl>  <dbl>
#> 1 mb     2015 Mid-2           NO3     (Intercept) 39.1      49.5   53.2     0.05
#> 2 mb     2015 Mid-2           NO3     yday        -0.563    -0.443 -0.241   0.05
#> 3 sp     2015 Bottom          NH4     (Intercept) -5.60      3.40   6.68    0.05
#> 4 sp     2015 Bottom          NH4     yday         0.138     0.236  0.420   0.05
#> # … with 1 more variable: .method <chr>