[R] Collection of lm()s

[Prof Brian Ripley]

On Mon, 12 May 2008, Chip Barnaby wrote:

> Hello,
>
> I would like to create a subscriptable collection (presumably a list) of lm() 
> models.
>
> I have a data frame DX containing 6 groups of data.  The general idea is (NOT 
> RUN) ...
>
> for (i in 1:6)
> {       DXS = subset( DX, <whatever>);
>        LMX[ i] = lm( <formula>, data = DXS);
> }
>
> Now access model results by subscript ... e.g. coefficients( LMX[ 2]).  Or 
> would it be [[ 2]]?
>
> I have experimented with various schemes, attempting to "pre-allocate" a list 
> etc. without success.

You want

LMX <- list(6)
...
LMX[[1]] <- lm( <formula>, data = DX, subset=<whatever>)

(No trailing ';' needed, [[]] not [] for list elements.)


> Also, I assume that lm() does not make a copy of input data?

It may.  This is controlled by the 'model' argument which defaults to TRUE 
(in recent versions of R: I think it once defaulted to FALSE).

> That is, if I 
> want "predict( LMX[ i])", I would have to retain a copy the associated DXS 
> subsets?

It does retain the fitted values:  see the 'Value' section of ?lm.

>
> TIA,
>
> Chip Barnaby
>
>
>
> ---------------------------------------------------------
> Chip Barnaby                   cbarnaby at wrightsoft.com
> Vice President of Research
> Wrightsoft Corp.               781-862-8719 x118 voice
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>
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-- 
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)
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