Stargazer lm (ve) diğer nesneler için çok güzel lateks tablolar üretir. En çok olabilirlik tarafından uygun bir model buldum sanırım. Benim tahminler için lm-gibi bir tablo üretmek için stargazer istiyorum. Bunu nasıl yapabilirim?

Biraz hacky olsa da, bir şekilde "sahte" -- benim tahminler bunun işe yarayacağını düşünüyorum içeren Özet(benim.sürece ben bir nesne oluşturmak için olabilir sahte.lm.nesne) çalışır. Bu kadar kolay yapılabilir mi?

Bir örnek:

library(stargazer)

N <- 200
df <- data.frame(x=runif(N, 0, 50))
df$y <- 10   2 * df$x   4 * rt(N, 4)  # True params
plot(df$x, df$y)

model1 <- lm(y ~ x, data=df)
stargazer(model1, title="A Model")  # I'd like to produce a similar table for the model below

ll <- function(params) {
    ## Log likelihood for y ~ x   student's t errors
    params <- as.list(params)
    return(sum(dt((df$y - params$const - params$beta*df$x) / params$scale, df=params$degrees.freedom, log=TRUE) -
               log(params$scale)))
}

model2 <- optim(par=c(const=5, beta=1, scale=3, degrees.freedom=5), lower=c(-Inf, -Inf, 0.1, 0.1),
                fn=ll, method="L-BFGS-B", control=list(fnscale=-1), hessian=TRUE)
model2.coefs <- data.frame(coefficient=names(model2$par), value=as.numeric(model2$par),
                           se=as.numeric(sqrt(diag(solve(-model2$hessian)))))

stargazer(model2.coefs, title="Another Model", summary=FALSE)  # Works, but how can I mimic what stargazer does with lm objects?

Daha hassas: lm nesneler, stargazer güzel baskılar bağımlı değişken üstündeki tabloyu içerir SEs parantez aşağıda ilgili tahminler ve R^2 ve sayıda gözlem altında tablo. Orada bir "" model en çok olabilirlik tahmini, yukarıdaki gibi? özel ile aynı davranışı elde etmek için(n kolay bir yoludur

Burada ben bir nesne olarak optim benim çıkış soyunma: cılız çalışır

model2.lm <- list()  # Mimic an lm object
class(model2.lm) <- c(class(model2.lm), "lm")
model2.lm$rank <- model1$rank  # Problematic?
model2.lm$coefficients <- model2$par
names(model2.lm$coefficients)[1:2] <- names(model1$coefficients)
model2.lm$fitted.values <- model2$par["const"]   model2$par["beta"]*df$x
model2.lm$residuals <- df$y - model2.lm$fitted.values
model2.lm$model <- df
model2.lm$terms <- model1$terms  # Problematic?
summary(model2.lm)  # Not working

Biraz zorluk sonuçlarını çoğaltmak yaşıyorum.

Kodunuzu aldım:

• bu konsol uygulaması tek başına yaptı
• (release) optimize edilmiş bir yapı inşa etti
• artan "boyut" 10 2,5 M faktör
• komut satırı (IDE dışında) koştu

Bu yüzden ne zaman, sizinkinden çok farklı olan şu zamanlamalar var. Şüpheye mahal vermemek için, tam olarak kullandığım kod göndeririz.

Burada zamanlamamı

Populating List<Element> took 527ms.
The PlusEqual() method took 450ms.
The 'same'  = operator took 386ms.
The 'same' -= operator took 446ms.
The PlusEqual(double, double) method took 413ms.
The do nothing loop took 229ms.
The ratio of operator with constructor to method is 85%.
The ratio of operator without constructor to method is 99%.
The ratio of PlusEqual(double,double) to PlusEqual(Element) is 91%.
If we remove the overhead time for the loop accessing the elements from the List...
The ratio of operator with constructor to method is 71%.
The ratio of operator without constructor to method is 98%.
The ratio of PlusEqual(double,double) to PlusEqual(Element) is 83%.

Ve bu kod benim için düzenler

namespace OperatorVsMethod
{
  public struct Element
  {
    public double Left;
    public double Right;

    public Element(double left, double right)
    {
      this.Left = left;
      this.Right = right;
    }    

    public static Element operator  (Element x, Element y)
    {
      return new Element(x.Left   y.Left, x.Right   y.Right);
    }

    public static Element operator -(Element x, Element y)
    {
      x.Left  = y.Left;
      x.Right  = y.Right;
      return x;
    }    

    /// <summary>
    /// Like the  = operator; but faster.
    /// </summary>
    public void PlusEqual(Element that)
    {
      this.Left  = that.Left;
      this.Right  = that.Right;
    }    

    /// <summary>
    /// Like the  = operator; but faster.
    /// </summary>
    public void PlusEqual(double thatLeft, double thatRight)
    {
      this.Left  = thatLeft;
      this.Right  = thatRight;
    }    
  }    

  public class UnitTest1
  {
    public static void Main()
    {
      Stopwatch stopwatch = new Stopwatch();

      // Populate a List of Elements to multiply together
      int seedSize = 4;
      List<double> doubles = new List<double>(seedSize);
      doubles.Add(2.5d);
      doubles.Add(100000d);
      doubles.Add(-0.5d);
      doubles.Add(-100002d);

      int size = 10000000 * seedSize;
      List<Element> elts = new List<Element>(size);

      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        int di = ii % seedSize;
        double d = doubles[di];
        elts.Add(new Element(d, d));
      }
      stopwatch.Stop();
      long populateMS = stopwatch.ElapsedMilliseconds;

      // Measure speed of  = operator (calls ctor)
      Element operatorCtorResult = new Element(1d, 1d);
      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        operatorCtorResult  = elts[ii];
      }
      stopwatch.Stop();
      long operatorCtorMS = stopwatch.ElapsedMilliseconds;

      // Measure speed of -= operator ( = without ctor)
      Element operatorNoCtorResult = new Element(1d, 1d);
      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        operatorNoCtorResult -= elts[ii];
      }
      stopwatch.Stop();
      long operatorNoCtorMS = stopwatch.ElapsedMilliseconds;

      // Measure speed of PlusEqual(Element) method
      Element plusEqualResult = new Element(1d, 1d);
      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        plusEqualResult.PlusEqual(elts[ii]);
      }
      stopwatch.Stop();
      long plusEqualMS = stopwatch.ElapsedMilliseconds;

      // Measure speed of PlusEqual(double, double) method
      Element plusEqualDDResult = new Element(1d, 1d);
      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        Element elt = elts[ii];
        plusEqualDDResult.PlusEqual(elt.Left, elt.Right);
      }
      stopwatch.Stop();
      long plusEqualDDMS = stopwatch.ElapsedMilliseconds;

      // Measure speed of doing nothing but accessing the Element
      Element doNothingResult = new Element(1d, 1d);
      stopwatch.Reset();
      stopwatch.Start();
      for (int ii = 0; ii < size;   ii)
      {
        Element elt = elts[ii];
        double left = elt.Left;
        double right = elt.Right;
      }
      stopwatch.Stop();
      long doNothingMS = stopwatch.ElapsedMilliseconds;

      // Report speeds
      Console.WriteLine("Populating List<Element> took {0}ms.", populateMS);
      Console.WriteLine("The PlusEqual() method took {0}ms.", plusEqualMS);
      Console.WriteLine("The 'same'  = operator took {0}ms.", operatorCtorMS);
      Console.WriteLine("The 'same' -= operator took {0}ms.", operatorNoCtorMS);
      Console.WriteLine("The PlusEqual(double, double) method took {0}ms.", plusEqualDDMS);
      Console.WriteLine("The do nothing loop took {0}ms.", doNothingMS);

      // Compare speeds
      long percentageRatio = 100L * operatorCtorMS / plusEqualMS;
      Console.WriteLine("The ratio of operator with constructor to method is {0}%.", percentageRatio);
      percentageRatio = 100L * operatorNoCtorMS / plusEqualMS;
      Console.WriteLine("The ratio of operator without constructor to method is {0}%.", percentageRatio);
      percentageRatio = 100L * plusEqualDDMS / plusEqualMS;
      Console.WriteLine("The ratio of PlusEqual(double,double) to PlusEqual(Element) is {0}%.", percentageRatio);

      operatorCtorMS -= doNothingMS;
      operatorNoCtorMS -= doNothingMS;
      plusEqualMS -= doNothingMS;
      plusEqualDDMS -= doNothingMS;
      Console.WriteLine("If we remove the overhead time for the loop accessing the elements from the List...");
      percentageRatio = 100L * operatorCtorMS / plusEqualMS;
      Console.WriteLine("The ratio of operator with constructor to method is {0}%.", percentageRatio);
      percentageRatio = 100L * operatorNoCtorMS / plusEqualMS;
      Console.WriteLine("The ratio of operator without constructor to method is {0}%.", percentageRatio);
      percentageRatio = 100L * plusEqualDDMS / plusEqualMS;
      Console.WriteLine("The ratio of PlusEqual(double,double) to PlusEqual(Element) is {0}%.", percentageRatio);
    }
  }
}