如何从R中的glm模型中检索相关矩阵

时间:2014-04-13 05:53:25

标签: r glm variance

我正在使用nlme包中的gls函数。您可以复制并粘贴以下代码以重现我的分析。

library(nlme)  # Needed for gls function

# Read in wide format
tlc = read.table("http://www.hsph.harvard.edu/fitzmaur/ala2e/tlc.dat",header=FALSE)
names(tlc) = c("id","trt","y0","y1","y4","y6")
tlc$trt = factor(tlc$trt, levels=c("P","A"), labels=c("Placebo","Succimer"))

# Convert to long format
tlc.long = reshape(tlc, idvar="id", varying=c("y0","y1","y4","y6"), v.names="y", timevar="time", direction="long")

# Create week numerical variable
tlc.long$week = tlc.long$time-1
tlc.long$week[tlc.long$week==2] = 4
tlc.long$week[tlc.long$week==3] = 6

tlc.long$week.f = factor(tlc.long$week, levels=c(0,1,4,6))

真正的分析从这里开始:

# Including group main effect assuming unstructured covariance:
mod1 = gls(y ~ trt*week.f, corr=corSymm(, form= ~ time | id), 
       weights = varIdent(form = ~1 | time), method = "REML", data=tlc.long)
summary(mod1)

在摘要(mod1)中,我希望检索结果的以下部分。

Correlation Structure: General
 Formula: ~time | id 
 Parameter estimate(s):
 Correlation: 
  1     2     3    
2 0.571            
3 0.570 0.775      
4 0.577 0.582 0.581
Variance function:
 Structure: Different standard deviations per stratum
 Formula: ~1 | time 
 Parameter estimates:
       1        2        3        4 
1.000000 1.325880 1.370442 1.524813 

我最接近的是使用以下方法。

temp = mod1$modelStruct$varStruct
Variance function structure of class varIdent representing
       1        2        3        4 
1.000000 1.325880 1.370442 1.524813 

然而,无论你用temp存储什么,我都无法得到五个数字。我试过as.numeric(temp)和unclass(temp),但它们都没有用。我无法将五个数字作为干净的数字向量。

提前致谢!

1 个答案:

答案 0 :(得分:2)

在R控制台中运行mod1$modelStruct$varStruct时,R首先检查它的类

> class(mod1$modelStruct$varStruct)
[1] "varIdent" "varFunc" 

然后调度相应的print函数。在这种情况下,它是nlme:::print.varFunc。即,实际运行的命令是nlme:::print.varFunc(mod1$modelStruct$varStruct)

如果你运行nlme:::print.varFunc,你可以看到它的功能主体

function (x, ...) 
{
    if (length(aux <- coef(x, uncons = FALSE, allCoef = TRUE)) > 
        0) {
        cat("Variance function structure of class", class(x)[1], 
            "representing\n")
        print(aux, ...)
    }
    else {
        cat("Variance function structure of class", class(x)[1], 
            "with no parameters, or uninitialized\n")
    }
    invisible(x)
}
<bytecode: 0x7ff4bf688df0>
<environment: namespace:nlme>

它的作用是评估coef并打印它,并且无价值地返回未评估的x

因此,为了得到cor / var,你需要

coef(mod1$modelStruct$corStruct, uncons = FALSE, allCoef = TRUE)
coef(mod1$modelStruct$varStruct, uncons = FALSE, allCoef = TRUE)