【发布时间】:2017-12-16 13:15:08
【问题描述】:
在运行模型之前,我正在运行别名函数来检查多重共线性。 我的代码是:
>ss<-lm(final_res~.,data = dev1)
>summary(ss)
Output:
Call:
lm(formula = final_res ~ ., data = dev1)
Residuals:
Min 1Q Median 3Q Max
-0.32213 -0.02461 -0.01624 -0.00899 1.00588
Coefficients: (5 not defined because of singularities)
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.226e-02 6.156e-03 10.113 < 2e-16 ***
avg_dp_6month 1.344e-06 3.866e-06 0.348 0.72808
dp_increase 6.861e-03 6.973e-03 0.984 0.32519
dp_decrease -9.699e-03 1.222e-02 -0.794 0.42723
GrossMarginCR60 1.188e-03 3.005e-04 3.953 7.72e-05 ***
ClientCity -4.589e-06 8.414e-06 -0.545 0.58544
Gender -3.789e-03 8.908e-04 -4.254 2.10e-05 ***
ClientSubcategory -5.518e-03 1.399e-03 -3.943 8.04e-05 ***
FinalSegment 1.257e-02 1.485e-03 8.464 < 2e-16 ***
mob_201512 -6.363e-05 9.237e-06 -6.889 5.68e-12 ***
age_201512 -4.555e-04 3.603e-05 -12.641 < 2e-16 ***
wm_channel_flag -2.006e-02 7.122e-03 -2.816 0.00486 **
broking_activity_indicator 3.010e-03 7.209e-04 4.176 2.97e-05 ***
dp_status_flag 1.257e-02 3.130e-03 4.015 5.94e-05 ***
non_mf_tran_avg_6month -1.773e-03 3.170e-04 -5.592 2.25e-08 ***
non_mf_delivery_trade_avg_6month 1.866e-04 8.196e-05 2.276 0.02284 *
non_mf_trading_trade_avg_6month NA NA NA NA
non_mf_buy_tran_avg_6month 4.153e-03 6.389e-04 6.501 8.04e-11 ***
non_mf_sell_tran_avg_6month NA NA NA NA
non_mf_revenue_avg_6month -2.727e-07 8.693e-08 -3.136 0.00171 **
non_mf_quantity_avg_6month -2.143e-09 3.622e-09 -0.592 0.55410
non_mf_volume_avg_6month 2.585e-11 1.530e-11 1.689 0.09123 .
non_mf_normal_terminal_avg_6month 4.665e-03 2.662e-03 1.752 0.07973 .
non_mf_exe_offline_terminal_avg_6month NA NA NA NA
switcher_flag 5.557e-03 2.693e-03 2.064 0.03905 *
only_mf_flag NA NA NA NA
only_non_mf_flag -4.302e-02 3.669e-03 -11.726 < 2e-16 ***
only_mf_and_non_mf_flag NA NA NA NA
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.1348 on 76943 degrees of freedom
(1427 observations deleted due to missingness)
Multiple R-squared: 0.01321, Adjusted R-squared: 0.01293
F-statistic: 46.84 on 22 and 76943 DF, p-value: < 2.2e-16
> alias(ss)
Model :
final_res ~ avg_dp_6month + dp_increase + dp_decrease + GrossMarginCR60 +
ClientCity + Gender + ClientSubcategory + FinalSegment +
mob_201512 + age_201512 + wm_channel_flag + broking_activity_indicator +
dp_status_flag + non_mf_tran_avg_6month + non_mf_delivery_trade_avg_6month +
non_mf_trading_trade_avg_6month + non_mf_buy_tran_avg_6month +
non_mf_sell_tran_avg_6month + non_mf_revenue_avg_6month +
non_mf_quantity_avg_6month + non_mf_volume_avg_6month + non_mf_normal_terminal_avg_6month +
non_mf_exe_offline_terminal_avg_6month + switcher_flag +
only_mf_flag + only_non_mf_flag + only_mf_and_non_mf_flag
Complete :
(Intercept) avg_dp_6month dp_increase dp_decrease GrossMarginCR60 ClientCity Gender ClientSubcategory FinalSegment mob_201512
non_mf_trading_trade_avg_6month 0 0 0 0 0 0 0 0 0 0
non_mf_sell_tran_avg_6month 0 0 0 0 0 0 0 0 0 0
non_mf_exe_offline_terminal_avg_6month 0 0 0 0 0 0 0 0 0 0
only_mf_flag 0 0 0 0 0 0 0 0 0 0
only_mf_and_non_mf_flag 1 0 0 0 0 0 0 0 0 0
age_201512 wm_channel_flag broking_activity_indicator dp_status_flag non_mf_tran_avg_6month non_mf_delivery_trade_avg_6month
non_mf_trading_trade_avg_6month 0 0 0 0 1 -1
non_mf_sell_tran_avg_6month 0 0 0 0 1 0
non_mf_exe_offline_terminal_avg_6month 0 0 0 0 1 0
only_mf_flag 0 0 0 0 0 0
only_mf_and_non_mf_flag 0 0 0 0 0 0
non_mf_buy_tran_avg_6month non_mf_revenue_avg_6month non_mf_quantity_avg_6month non_mf_volume_avg_6month
non_mf_trading_trade_avg_6month 0 0 0 0
non_mf_sell_tran_avg_6month -1 0 0 0
non_mf_exe_offline_terminal_avg_6month 0 0 0 0
only_mf_flag 0 0 0 0
only_mf_and_non_mf_flag 0 0 0 0
non_mf_normal_terminal_avg_6month switcher_flag only_non_mf_flag
non_mf_trading_trade_avg_6month 0 0 0
non_mf_sell_tran_avg_6month 0 0 0
non_mf_exe_offline_terminal_avg_6month -1 0 0
only_mf_flag 0 0 0
only_mf_and_non_mf_flag 0 0 -1
如何将别名输出(完整部分)保存在数据框中? 我尝试过使用 tidy(来自 broom 库)。我以前使用它来将模型摘要存储为数据框。但它在这里不起作用。那么有什么建议或想法如何做到这一点?
【问题讨论】:
标签: r