Reputation: 967
I'm writing a function for getting diagnostics and test error from a series of linear regression models.
My input is a list of lists. Each list carries the information for its own model.
model.1 <- list("medv","~.","Boston_Ready")
names(model.1) <- c("response", "input","dataset")
model.2 <- list("medv","~lstat","Boston_Ready")
names(model.2) <- c("response", "input","dataset")
models <- list(model.1,model.2)
My function calculates regression diagnostics when given one list that has the dataframe, response variable and inputs.
TestError <- function(model){
library('boot')
df <- get(model$dataset)
formula <- paste(model$response,model$input)
response <- model$response
##Diagnostics
fit <- lm(formula,data=df)
fit_summ <- summary(fit)
F_Stat <- fit_summ$fstatistic[1]
Adj_R_Sq <- fit_summ$adj.r.squared
RSS <- with(fit_summ, df[2] * sigma^2)
AIC <- AIC(fit)
BIC <- BIC(fit)
##Cross-Validation
#5-fold cross validation
glm.fit <- glm(formula, data=df)
cv.err <- cv.glm(df, glm.fit, K=5)
Five.Fold_MSE <- cv.err$delta[1]
#10-fold cross validation
glm.fit <- glm(formula, data=df)
cv.err <- cv.glm(df, glm.fit, K=10)
Ten.Fold_MSE <- cv.err$delta[1]
#LOOCV
glm.fit <- glm(formula, data=df)
cv.err <- cv.glm(df, glm.fit)
LOOCV_MSE <- cv.err$delta[1]
#Output
label <- c("lm","formula =",paste(model$response,model$input), "data= ",model$dataset)
print(paste(label))
Results <- (c(LOOCV_MSE,Five.Fold_MSE,Ten.Fold_MSE,F_Stat,Adj_R_Sq, RSS, AIC, BIC))
names(Results) <- c("LOOCV MSE", "5-Fold MSE", "10-Fold MSE","F-Stat","Adjusted R^2","RSS","AIC","BIC")
print(Results)
}
For some reason, the output generates the same thing twice
lapply(models,TestError)
> lapply(models,TestError)
[1] "lm" "formula =" "medv ~." "data= " "Boston_Ready"
LOOCV MSE 5-Fold MSE 10-Fold MSE F-Stat Adjusted R^2 RSS AIC BIC
0.3250332 0.3288020 0.3251508 114.3744328 0.6918372 152.5405737 853.2181335 903.9365735
[1] "lm" "formula =" "medv ~lstat" "data= " "Boston_Ready"
LOOCV MSE 5-Fold MSE 10-Fold MSE F-Stat Adjusted R^2 RSS AIC BIC
0.4597660 0.4622565 0.4593045 601.6178711 0.5432418 230.2061197 1043.4596316 1056.1392416
[[1]]
LOOCV MSE 5-Fold MSE 10-Fold MSE F-Stat Adjusted R^2 RSS AIC BIC
0.3250332 0.3288020 0.3251508 114.3744328 0.6918372 152.5405737 853.2181335 903.9365735
[[2]]
LOOCV MSE 5-Fold MSE 10-Fold MSE F-Stat Adjusted R^2 RSS AIC BIC
0.4597660 0.4622565 0.4593045 601.6178711 0.5432418 230.2061197 1043.4596316 1056.1392416
Is that due to a quirk with lapply()?
Upvotes: 1
Views: 213
Reputation: 666
Because at the end of your function, you have print(result)
, so it is actually printing out your model then return it as list value.
Upvotes: 1