[R] minimal attributes to get se.fit

Bond, Stephen Stephen.Bond at cibc.com
Mon Apr 4 16:18:16 CEST 2016

Does anybody know what are the attributes of a glm fit object that will allow the "predict call" to produce an se.fit?

I am deleting most of the attributes as the size of the final object is 5Gb and I want to reduce it to under 20Mb, but that causes as error when I ask for an se.fit .

mod.b$fitted.values <- 1:10
mod.b$prior.weights <- 1:10
mod.b$data <-mod.b$data[1:10,]
mod.b$residuals <- 1:10
mod.b$linear.predictors <- 1:10
mod.b$qr$qr <- mod.b$qr$qr[1:10,]
mod.b$effects <- mod.b$effects[1:100]
mod.b$weights <- mod.b$weights[1:100]
mod.b$model <- mod.b$model[1:10,]
mod.b$y <- mod.b$y[1:10]

p1 <- predict(mod.b,new=newdata,type="link",se.fit=T)
Error in Qr$qr[p1, p1, drop = FALSE] : subscript out of bounds

I believe the covariance matrix of the coefficients is all that should be needed and that is quite small. However, the covariance matrix is not an attribute of the model object.

Thanks everybody.

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