[R] How do I obtain the design matrix of an lm()?

Prof Brian Ripley ripley at stats.ox.ac.uk
Wed Oct 10 12:36:57 CEST 2007


On Tue, 9 Oct 2007, Ajay Shah wrote:

> I am using the clever formula notation of R to first do an OLS. E.g. I
> say
>  m <- lm(y ~ x + f)
> where f is a factor, and R automatically constructs the dummy
> variables. Very nice.
> I need to then go on to do some other ML estimation using the same
> design matrix that's used for the OLS. I could, of course, do this
> manually. But it seems that lm() has done all this hard work. I wonder
> if there's a way to ask him nicely so as to get it. :-)

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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