Young Cho wrote: > I am trying to extract coefficients from lars fit and can't find how to get > intercept. E.g.
Are we talking about the function lars() from package "lars"? > y = rnorm(10) > x = matrix(runif(50),nrow=10) > X = data.frame(y,x) > fit1 = lars(as.matrix(X[,2:6]),as.matrix(X[,1])) > fit2 = lm(y~.,data=X) > > Then, if I do: >> predict(fit1,s=1,mode='fraction',type='coefficients')$coef > X1 X2 X3 X4 X5 > 0.3447570 0.7715479 -1.1224714 1.0841587 -1.6259571 >> coef(fit2) > (Intercept) X1 X2 X3 X4 X5 > 0.3979150 0.3447570 0.7715479 -1.1224714 1.0841587 -1.6259571 > > I expect them to be the same but can't find the intercept. How to extract > intercept from lars fit object? No idea, perhaps a question for the package author/maintainer? > Also, if I do: >> mean(X$y) > [1] 0.2596246 > > This is not intercept from lm fit. what am I missing here? You are missing how lm() works! For the model y ~ x, consider x=c(0,1) and y=c(0,1) then the fit has intercept 0 but mean(X$y) is 0.5 ... Uwe Ligges > Thanks so much. > > Young > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
