使用Data.Table包按组拟合模型

Question

如何使用data.table语法按组拟合多个模型？我希望我的输出是一个数据框，其中每个“by group”都有一列，每个模型都有一列。目前我能够使用dplyr包来完成此操作，但无法在data.table中实现。

# example data frame
df <- data.table(
   id = sample(c("id01", "id02", "id03"), N, TRUE),     
   v1 = sample(5, N, TRUE),                          
   v2 = sample(round(runif(100, max = 100), 4), N, TRUE) 
)

# equivalent code in dplyr
group_by(df, id) %>%
do( model1= lm(v1 ~v2, .),
    model2= lm(v2 ~v1, .)
  )

# attempt in data.table
df[, .(model1 = lm(v1~v2, .SD), model2 = lm(v2~v1, .SD) ), by = id ]

# Brodie G's solution
df[, .(model1 = list(lm(v1~v2, .SD)), model2 = list(lm(v2~v1, .SD))), by = id ]

- k13

---

很好的例子，说明了语法等价性。别忘了给BrodieG打勾。 - IRTFM

Answer 1

尝试：

df[, .(model1 = list(lm(v1~v2, .SD)), model2 = list(lm(v2~v1, .SD))), by = id ]

或者稍微更通俗些：

formulas <- list(v1~v2, v2~v1)
df[, lapply(formulas, function(x) list(lm(x, data=.SD))), by=id]

- BrodieG