Does rxLinMod() have the capability to run several regressions for a "by" group?
rxLinMod() does not have this capability directly. One approach to do this would be to use the rxSplit() function to create separate XDF files, one for each unique group value and then call rxLinMod() in a loop to compute different regressions for each split XDF file.
For example, using the big Airline data, downloadable from here http://packages.revolutionanalytics.com/datasets/
Create 7 different XDF files, one for each day of the week. Then compute a linear regression model for each day in the week.
rxGetVarInfo( "C:/MyRData/AirlineData87to08.xdf")
Var 1: Year
22 factor levels: 1987 1988 1989 1990 1991 ... 2004 2005 2006 2007 2008
Var 2: Month
12 factor levels: January February March April May ... August September October November December
Var 3: DayofMonth
31 factor levels: 1 2 3 4 5 ... 27 28 29 30 31
Var 4: DayOfWeek
7 factor levels: Monday Tuesday Wednesday Thursday Friday Saturday Sunday
Var 5: DepTime, Type: integer, Low/High: (0, 29)
Var 6: CRSDepTime, Type: integer, Low/High: (0, 24)
Var 7: ArrTime, Type: integer, Low/High: (0, 29)
Var 8: CRSArrTime, Type: integer, Low/High: (0, 24)
Var 9: UniqueCarrier
29 factor levels: PS TW UA WN EA ... HA OH F9 YV 9E
Var 10: FlightNum
8160 factor levels: 1451 1453 1454 1455 1457 ... 9742 9743 6813 6913 6513
Var 11: TailNum
13537 factor levels: NA N7298U N7449U N7453U N7288U ... N516AS N763JB N766JB N75428 N75429
Var 12: ActualElapsedTime, Type: integer, Low/High: (-719, 1883)
Var 13: CRSElapsedTime, Type: integer, Low/High: (-1240, 1613)
Var 14: AirTime, Type: integer, Low/High: (-3818, 3508)
Var 15: ArrDelay, Type: integer, Low/High: (-1437, 2598)
Var 16: DepDelay, Type: integer, Low/High: (-1410, 2601)
Var 17: Origin
347 factor levels: SAN SFO BUR OAK LAX ... ROW GCC RKS MKG OTH
Var 18: Dest
352 factor levels: SFO RNO OAK BUR LAX ... PIR GCC RKS MKG OTH
Var 19: Distance, Type: integer, Low/High: (0, 4983)
Var 20: TaxiIn, Type: integer, Low/High: (0, 1523)
Var 21: TaxiOut, Type: integer, Low/High: (0, 3905)
Var 22: Cancelled, Type: logical, Low/High: (0, 1)
Var 23: CancellationCode
4 factor levels: A B C D
Var 24: Diverted, Type: logical, Low/High: (0, 1)
Var 25: CarrierDelay, Type: integer, Low/High: (0, 2580)
Var 26: WeatherDelay, Type: integer, Low/High: (0, 1510)
Var 27: NASDelay, Type: integer, Low/High: (-60, 1392)
Var 28: SecDelay, Type: integer, Low/High: (0, 533)
Var 29: LateAircraftDelay, Type: integer, Low/High: (0, 1407)
Var 30: Late, Type: logical, Low/High: (0, 1)
Var 31: LateNew
2 factor levels: 1 0
rxSplit(inData = "C:/MyRData/AirlineData87to08.xdf", splitByFactor = "DayOfWeek", outFilesBase = "")
lmresults <- vector("list", length = 0L)
for (i in 1:length(myinfo$DayOfWeek)[[5]]
{
dataFile = paste("C:/MyRData/AirlineData87to08-ByDay.DayOfWeek.",myfac[i],".xdf", sep = "")
lmresults[[i]] <- rxLinMod(ArrDelay ~ CRSDepTime, data = dataFile)
assign("lmresults", lmresults, pos = 1)
}
