Thank you for response. For question 2,
Since I need to know the expectation of Y for new observations, let's say X*. So I need to know the expectation and also the variance of log (Y|X*). I know 'fitted(lin)' will give me the E[log(Y|X*)]. But I do not know how to get var[log(Y|X*)] or say sd[log(Y|X*)]. Thanks. On Wed, Jul 21, 2010 at 3:44 PM, Dennis Murphy <djmu...@gmail.com> wrote: > Hi: > > On Wed, Jul 21, 2010 at 2:29 PM, Yi <liuyi.fe...@gmail.com> wrote: > >> Hi, folks, >> >> Here are the codes: >> >> ############## >> y=1:10 >> x=c(1:9,1) >> lin=lm(log(y)~x) ### log(y) is following Normal distribution >> x=5:14 >> prediction=predict(lin,newdata=x) ##prediction=predict(lin) >> ############### >> > > predict() needs a *data.frame* as the argument of newdata: > > > d <- data.frame(x) > > prediction=predict(lin,newdata=d) > > prediction > 1 2 3 4 5 6 7 8 > 1.574308 1.733976 1.893643 2.053311 2.212979 2.372646 2.532314 2.691981 > 9 10 > 2.851649 3.011316 > > 1. The codes do not work, and give the error message: Error in >> eval(predvars, data, env) : >> numeric 'envir' arg not of length one. But if I use the code after the >> pound sign, it works. I mean the name of the newdata is x, why it does not >> work though? >> >> >> 2. Because the prediction is conducted for log(y). I need to get the >> expected value of y, which is LN distribution, for the new data sets. I >> need >> to know the expectation of log(y) and variance of log(y). >> >> ##### >> mean=mean(prediction) >> sd=sd(prediction) >> mean_y=exp(mean+0.5*sd^2) ### formula from Normal to LN >> ###### >> >> Is sd(prediction) the correct why to calculate the sigma of the >> prediction? >> Or should I just use the value of Residual standard error from >> summary(lin)? >> > > The prediction variance is not the same as the residual variance; consult > your regression text. Which expected value do you want to transform: the > response, or the predicted response? Since the lognormal mean depends on > both the normal mean and variance, this is not an idle question. > > HTH, > Dennis > >> >> Answer to either question will be appreciated! >> >> Thanks >> >> Yi >> >> [[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<http://www.r-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> > > [[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.
