Returning a vector of attributes shared by a set of objects

Question

I have a list of lm (linear model) objects.

How can I select a particular element (such as the intercept, rank, or residuals) from all the objects in a single call?

Answer 1

First I'll generate some example data:

> set.seed(123)
> x <- 1:10
> a <- 3
> b <- 5
> fit <- c()
> for (i in 1:10) {
+   y <- a + b*x + rnorm(10,0,.3)
+   fit[[i]] <- lm(y ~ x)
+ }

Here's one option for grabbing the estimates from each fit:

> t(sapply(fit, function(x) coef(x)))
      (Intercept)        x
 [1,]    3.157640 4.975409
 [2,]    3.274724 4.961430
 [3,]    2.632744 5.043616
 [4,]    3.228908 4.975946
 [5,]    2.933742 5.011572
 [6,]    3.097926 4.994287
 [7,]    2.709796 5.059478
 [8,]    2.766553 5.022649
 [9,]    2.981451 5.020450
[10,]    3.238266 4.980520

As you mention, other quantities concerning the fit are available. Above I only grabbed the coefficients with the coef() function. Check out the following command for more:

names(summary(fit[[1]]))

Answer 2

I use the plyr package and then if my list of objects was called modelOutput and I want to get out all the predicted values I would do this:

modelPredictions <- ldply(modelOutput, as.data.frame(predict))

if I want all the coefficients I do this:

modelCoef <- ldply(modelOutput, as.data.frame(coef))

Hadley originally showed me how to do this in a previous question.