[R] How to use lm.predict to obtain fitted values?
Larry Howe
larry.howe at comjet.com
Fri May 19 20:30:36 CEST 2006
I have had a similar issue recently, and looking at the archives of this list,
I see other cases of it as well. It took me a while to figure out that the
variable name in the data frame must be identical to the variable name in the
model. I don't see this mentioned in the documentation of predict.lm, and R
issues no warning in this case.
How would I go about officially requesting that this is mentioned, either in
the documentation, or as a warning?
Sincerely,
Larry Howe
On Friday May 19 2006 13:26, Prof Brian Ripley wrote:
> data.frame(x=newData) will not have any entries called x: You supplied
> newdata, so assuming you means newdata,
>
> > data.frame(x=newdata)
>
> x.1 x.2 x.3 x.4 x.5 x.6
> 1 1 1 1 1 1 1
>
> has 6 columns none of which is labelled x.
>
> If you read the help for lm, it does not mention having a matrix on the
> rhs of a formula, and the help for data.frame does explain how it works.
>
> predict(model, data.frame(x=I(newData)))
>
> might work.
>
> On Fri, 19 May 2006, Richard Lawn wrote:
> > I am writing a function to assess the out of sample predictive
> > capabilities of a time series regression model. However lm.predict isn't
> > behaving as I expect it to. What I am trying to do is give it a set of
> > explanatory variables and have it give me a single predicted value using
> > the lm fitted model.
> >
> >> model = lm(y~x)
> >> newdata=matrix(1,1,6)
> >> pred = predict.lm(model,data.frame(x=newData));
> >
> > Warning message:
> > 'newdata' had 6 rows but variable(s) found have 51 rows.
> >
> >> pred = predict.lm(model,data.frame(newData));
> >
> > Warning message:
> > 'newdata' had 6 rows but variable(s) found have 51 rows.
> >
> > y is a vector of length 51.
> > x is a 6x51 matrix
> > newdata is a matrix of the explanatory variables I'd like a prediction
> > for.
> >
> > The predict.lm function is giving me 51 (=number of observations I had)
> > numbers, rather than the one number I do want - the predicted value of y,
> > given the values of x I have supplied it.
> >
> > Many thanks,
> > R
> >
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