[R] Translating lm.object to SQL, C, etc function
Frank E Harrell Jr
fharrell at virginia.edu
Fri Feb 14 12:53:02 CET 2003
On Fri, 14 Feb 2003 16:37:42 +1100
j+rhelp at howard.fm wrote:
> This is my first post to this list so I suppose a quick intro is in
> order. I've been using SPLUS 2000 and R1.6.2 for just a couple of days,
> and love S already. I'm reading MASS and also John Fox's book - both have
> been very useful. My background in stat software was mainly SPSS (which
> I've never much liked - thanks heavens I've found S!), and Perl is my
> tool of choice for general-purpose programming (I chaired the
> perl6-language-data working group, responsible for improving the data
> analysis capabilities in Perl).
>
> I have just completed my first S project, and I now have 8 lm.objects.
> The models are all reasonably complex with multiple numeric and factor
> variables and some 2-way and 3-way interactions. I now need to use these
> models in other environments, such as C code, SQL functions (using CASE)
> and in Perl - I can not work out how to do this.
>
> The difficulty I am having is that the output of coef() is not really
> parsable, since there is no marker in the name of an coefficient of
> separate out the components. For instance, in SPSS the name of a
> coefficient might be:
>
> var1=[a]*var2=[b]*var3
>
> ...which is easy to write a little script to pull that apart and turn it
> into a line of SQL, C, or whatever. In S however the name looks like:
>
> var1avar2bvar3
>
> ...which provides no way to pull the bits apart.
>
> So my question is, how do I export an lm.object in some form that I can
> then apply to prediction in C, SQL, or some other language? All I'm
> looking for is some well-structured textual or data frame output that I
> can then manipulate with appropriate tools, whether it be S itself, or
> something like Perl.
>
> Thanks in advance for any suggestions (and apologies in advance if this
> is well documented somewhere!),
>
> Jeremy
>
Some functions that may give you some ideas, from the Design library (http://hesweb1.med.virginia.edu/biostat/s/Design.html).:
Function(fit): generate S function to obtain predicted values from a regression fit that was done with Design in effect (i.e., fit with ols, cph, lrm, psm, glmD)
latex(fit): generate LaTeX code for typesetting the model fit
sascode(Function(fit)): translate formula to SAS notation
What I think would be very useful would be a function like Function that instead symbolically creates the design matrix, and translating that function to SQL etc. This would allow computation of confidence limits.
--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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