Combining several regression tables into one for use in xtable with Sweave in R

Question

xtable in Sweave works awesome, but does one table per regression. You can feed it a data frame, too, so I have been manually rbinding and pasteing results into data frames, but that doesn't seem very scalable.

Is there a more automated/robust solution that works like xtable, but on multiple lm objects? Are all of the tables that I see in papers/books generated manually? Is there a better solution to my janky code that generates a data frame to feed to xtable?

    library(reshape2)

    data <- data.frame(matrix(rnorm(50), 10, 5))
    names(data) <- letters[1:5]
    l.raw <- list()
    l.raw[["a"]] <- lm(a ~ d + e, data=data)
    l.raw[["b"]] <- lm(b ~ d + e, data=data)
    l.raw[["c"]] <- lm(c ~ d + e, data=data)

    form.table.from.lm <- function(l.raw) {
    summ <- list()

    for (i in names(l.raw)) {
        temp <- coef(summary(l.raw[[i]]))
        summ[[i]] <- data.frame(param=rownames(temp), test=i, temp)
    }

    df.res <- do.call("rbind", summ)
    df.res <- transform(df.res, t.value = paste("(", signif(t.value), ")", sep=""), Estimate = signif(Estimate))
    df.res.long <- melt(df.res, id.vars=c("test", "param"))
    df.res.wide <- dcast(df.res.long, test + variable ~ param)

    temp <- subset(df.res.wide, variable %in% c("Estimate", "t.value"))
    df.res <- temp[, -2]
    df.res[, 1] <- as.vector(rbind(names(l.raw), ""))
    colnames(df.res)[1] <- "regressor"
    return(df.res)
}

Which produces data frame:

   regressor (Intercept)          d          e
1          a    0.393996  -0.666721   0.159508
2             (0.573926) (0.422125) (0.526446)
5          b    0.611077  0.0288942   -0.70033
6              (0.32696)  (0.24048) (0.299911)
9          c   -0.101033  -0.287821    0.14581
10            (0.203193) (0.149449) (0.186383)

Given the amazing plotting packages for R, I feel like google and rseek are hiding something from me.

Answer 1

A while ago I stumbled across the outreg function by Paul Johnson.

You can directly apply outreg to your lm object and combine several lm outputs into one, nice latex table.

Here you find an example .pdf

outreg examples

and the code for the function

outreg code

general homepage by Paul Johnson

Paul Johnson

Answer 2

Your code threw errors for me at the dcast call, so I simply read in the output that you offered and adjusted the colnames to match up. This code produces a well formed pdf file on my system after passing it through my LaTex processor. (I assume you have an appropriate LaTeX installation if you are already using Sweave.)

require(Hmisc)
latex(df.res)

When I passed the example in help(lmList) in the lme4 package latex() also produce a fairly large and unweildy 4 page display that would need some adjustments to widen the page on my machine but may also be worth examination.

require(lme4)
(fm1 <- lmList(Reaction ~ Days | Subject, sleepstudy))
latex(fm1)

Answer 3

The outreg link in the accepted answer is broken now. The new link is

http://pj.freefaculty.org/stat/ps706/outreg-worked.R

There is also an accompanying PDF in the parent folder.