### Paul Johnson ### Adapted from ideas in post in r-help by Dave Armstrong May 8, 2006 ###tight means one column per fitted model ###not tight means 2 columns per fitted model ###incoming= either one regression model or a list of regresion models ###title = a string ###modelLabels= a VECTOR of character strings ### varLabels= a LIST of labels linked to variable names (see examples) ### tight= BOOLEAN, indicates results should be on one tight column or two for each model ### showAIC= BOOLEAN should the AIC be displayed for each model? ### lyx=create a table suitable for inclusion in a lyx float. outreg <- function(incoming, title="My Regression", label="", modelLabels=NULL, varLabels=NULL, tight=TRUE, showAIC=TRUE, lyx=TRUE){ modelList <- NULL ## was input just one model, or a list of models? ### if ( "lm" %in% class(incoming)) { ##just one model input nmodels <- 1 modelList <- list(modl1=incoming) } else { nmodels <- length(incoming) modelList <- incoming } ##TODO modelLabels MUST have same number of items as "incoming" ## Get a regression summary object for each fitted model summaryList <- list() fixnames <- vector() myModelClass <- vector() i <- 1 for (model in modelList){ summaryList[[i]] <- summary(model) fixnames <- unique( c( fixnames, names(coef(model)))) myModelClass[i] <- class(model)[1] i <- i+1 } ###If you are just using LaTeX, you need these if (lyx == FALSE){ cat("\\begin{table}\n ") cat("\\caption{",title,"}\\label{",label,"}\n ") } cat("\\begin{center}\n ") nColumns <- ifelse(tight, 1+nmodels, 1 + 2*nmodels) cat(paste("\\begin{tabular}{*{",nColumns,"}{l}}\n ", sep="")) cat("\\hline\n ") ### Put model labels on top of each model column, if modelLabels were given if (!is.null(modelLabels)){ cat(" ") for (modelLabel in modelLabels){ if (tight == T) { cat(paste("&", modelLabel)) }else{ cat(paste("&\\multicolumn{2}{c}{",modelLabel,"}",sep="")) } } cat (" \\\\\n ") } ### Print the headers "Estimate" and "(S.E.)", output depends on tight or other format if (tight == T){ cat(" ") for (i in 1:nmodels) { cat (" & Estimate ") } cat(" \\\\\n") cat(" ") for (i in 1:nmodels) { cat (" & (S.E.) ") } cat(" \\\\\n") }else{ cat(" ") for (i in 1:nmodels) { cat (" & Estimate & S.E.") } cat(" \\\\\n") } cat("\\hline \n \\hline\n ") ### Here come the regression coefficients for (regname in fixnames){ if ( !is.null(varLabels[[regname]]) ) { cat(paste("",varLabels[[regname]]), sep="")} else {cat(paste("", regname), sep="")} for (model in modelList) { est <- coef(model)[regname] se <- sqrt(diag(vcov(model)))[regname] if ( !is.na(est) ) { cat (paste(" & ", round(est,3))) pval <- pt(abs(est/se), lower.tail=F, df = model$df.residual) if (pval < 0.025) cat("*") if (tight == F) { cat (paste(" & (", round(se,3),")",sep="")) } } else { cat (" & . ") if (tight == F) cat (" & " ) } } cat (" \\\\\n ") if (tight == T){ for (model in modelList) { est <- coef(model)[regname] if (!is.na(est)) cat (paste(" & (",round(sqrt(diag(vcov(model)))[regname],3)),")",sep="") else cat(" & ") } cat (" \\\\\n ") } } cat("\\hline \n") ### Print a row for the number of cases cat(paste("N"), sep="") for (model in summaryList) { myDF <- sum( model$df[-3] ) #omit third value from df vector cat (paste(" & ", myDF)) if (tight == F) cat(" &") } cat (" \\\\\n ") ### Print a row for the root mean square error if ("lm" %in% myModelClass) { cat(paste("$RMSE$"),sep="") for (model in summaryList) { cat( paste(" &", if(is.numeric(model$sigma)) round(model$sigma,3))) if (tight == F) cat(" &") } cat (" \\\\\n ") } ### Print a row for the R-square if ("lm" %in% myModelClass) { cat(paste("$R^2$"),sep="") for (model in summaryList) { cat( paste(" &", if(is.numeric(model$r.square))round(model$r.square,3))) if (tight == F) cat(" &") } cat (" \\\\\n ") } ## Print a row for the model residual deviance if ("glm" %in% myModelClass) { cat(paste("$Deviance$"),sep="") for (model in summaryList) { cat (paste(" &", if(is.numeric(model$deviance))round(model$deviance,3))) if (tight == F) cat(" &") } cat (" \\\\\n ") } ### Print a row for the model's fit, as -2LLR if ("glm" %in% myModelClass) { cat (paste("$-2LLR (Model \\chi^2)$"),sep="") for (model in modelList) { if (is.numeric(model$deviance)){ n2llr <- model$null.deviance - model$deviance cat (paste(" &", round(n2llr,3))) gmdf <- model$df.null - model$df.residual + 1 if (pchisq(n2llr, df= gmdf, lower.tail=F) < 0.05) {cat ("*")} } else { cat (" &") } if (tight == F) cat(" &") } cat (" \\\\\n ") } ## Print a row for the model's fit, as -2 LLR ### Can't remember why I was multiplying by -2 if (showAIC == T) { cat(paste("$AIC$"),sep="") for (model in modelList) { cat (paste(" &", if(is.numeric(AIC(model)))round(AIC(model),3))) if (tight == F) cat(" &") } cat (" \\\\\n ") } cat("\\hline\\hline\n") cat ("* $p \\le 0.05$") cat("\\end{tabular}\n") cat("\\end{center}\n") if (lyx == FALSE){ cat("\\end{table}\n") } } x1 <- rnorm(100) x2 <- rnorm(100) y1 <- 5*rnorm(100)+3*x1 + 4*x2 y2 <- rnorm(100)+5*x2 m1 <- lm (y1~x1) m2 <- lm (y1~x2) m3 <- lm (y1 ~ x1 + x2) gm1 <- glm(y1~x1) outreg(m1,title="My One Tightly Printed Regression", lyx=F ) outreg(m1,tight=F,modelLabels=c("Fingers"), title="My Only Spread Out Regressions" ,lyx=F) outreg(list(m1,m2),modelLabels=c("Mine","Yours"),varLabels=list(x1="Billie"), title="My Two Linear Regressions Tightly Printed" ,lyx=F) outreg(list(m1,m2),modelLabels=c("Whatever","Whichever"), title="My Two Linear Regressions Not Tightly Printed", showAIC=F, lyx=F) outreg(list(m1,m2,m3),title="My Three Linear Regressions", lyx=F) outreg(list(m1,m2,m3),tight=F,modelLabels=c("I Love love love really long titles","Hate Long","Medium"), lyx=F) outreg(list(gm1),modelLabels=c("GLM"), lyx=F) outreg(list(m1,gm1),modelLabels=c("OLS","GLM"), lyx=F)