Question

I am working on developing and optimizing a linear model using the lm() function and subsequently the step() function for optimization. I have added a variable to my dataframe by using a random generator of 0s and 1s (50% chance each). I use this variable to subset the dataframe into a training set and a validation set If a record is not assigned to the training set it is assigned to the validation set. By using these subsets I am able to estimate how good the fit of the model is (by using the predict function for the records in the validation set and comparing them to the original values). I am interested in the coefficients of the optimized model and in the results of the KS-test between the distributions of the predicted and actual results.

All of my code was working fine, but when I wanted to test whether my model is sensitive to the subset that I chose I ran into some problems. To do this I wanted to create a for (i in 1:10) loop, each time using a different random subset. This turned out to be quite a challenge for me (I have never used a for loop in R before).

Here’s the problem (well actually there are many problems, but here is one of them):

I would like to have separate dataframes for each run in the loop with a unique name (for example: Run1, Run2, Run3). I have been able to create a variable with different strings using paste((“Run”,1:10,sep=””), but that just gives you a list of strings. How do I use these strings as names for my (subsetted) dataframes?

Another problem that I expect to encounter:
Subsequently I want to use the fitted coefficients for each run and export these to Excel. By using coef(function) I have been able to retrieve the coefficients, however the number of coefficients included in the model may change per simulation run because of the optimization algorithm. This will almost certainly give me some trouble with pasting them into the same dataframe, any thoughts on that?

Thanks for helping me out.

Answer 1

For your first question:

You can create the strings as before, using

df.names <- paste(("Run",1:10,sep="")

Then, create your for loop and do the following to give the data frames the names you want:

for (i in 1:10){
   d.frame <- # create your data frame here
   assign(df.name[i], d.frame)
}

Now you will end up with ten data frames with ten different names.

For your second question about the coefficients:

As far as I can tell, these don’t naturally fit into your data frame structure. You should consider using lists, as they allow different classes – in other words, for each run, create a list containing a data frame and a numeric vector with your coefficients.