What if the size of the newdata is different from the previous one used to generate the regression model?
Let's say pdat <- data.frame(x1 = rnorm(5, 2), x2 = rnorm(5)) predict(lin, pdat) It comes up with warning and the result is not correct. Thanks! 2010/6/23 Gavin Simpson <gavin.simp...@ucl.ac.uk> > On Tue, 2010-06-22 at 23:11 -0700, cc super wrote: > > Hi, everyone, > > > > Night. I have three questions about multiple linear regression in R. > > > > Q1: > > > > y=rnorm(10,mean=5) > > x1=rnorm(10,mean=2) > > x2=rnorm(10) > > lin=lm(y~x1+x2) > > summary(lin) > > > > ## In the summary, 'Residual standard error: 1.017 on 7 degrees of > freedom', > > 1.017 is the estimate of the constance variance? > > Yes, it is sigma. > > Just a note, in order for the above code to yield the same results as > you quote, you need a call to set.seed() to fix the pseudo random number > generator. > > > Q2: > > > > beta0=lin$coefficients[1] > > beta1=lin$coefficients[2] > > beta2=lin$coefficients[3] > > > > y_hat=beta0+beta1*x1+beta2*x2 > > > > ## Is there any built-in function in R to obtain y_hat directly? > > fitted(lin) > > Note that there are quite a few standard extractor functions like fitted > available for modelling functions in R. coef() for example should be > used to extract the coefficients, resid() will extract residuals etc. > > > Q3: > > > > If I want to apply this regression result to another dataset, that is, > new > > x1 and x2. Is the built-in function in 2 still available? > > It is called predict() (although if you called predict(lin) above > instead of fitted(lin) it would have produced the same answer; the > fitted values for the observations). > > One gotcha that catches people out is that in the new dataset, the > variables (used in the model) must have the same names as the data frame > used to fit it. So we could do: > > pdat <- data.frame(x1 = rnorm(10, 2), x2 = rnorm(10)) > predict(lin, pdat) > > to get predictions at the new values of x1 an x2. > > > Thank you in advance! > > HTH > > G > > -- > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% > Dr. Gavin Simpson [t] +44 (0)20 7679 0522 > ECRC, UCL Geography, [f] +44 (0)20 7679 0565 > Pearson Building, [e] > gavin.simpsonATNOSPAMucl.ac.uk<http://gavin.simpsonatnospamucl.ac.uk/> > Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ > UK. WC1E 6BT. [w] http://www.freshwaters.org.uk > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% > > [[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.
