Hi
r-help-boun...@r-project.org napsal dne 21.07.2009 09:18:51:
>
> Hi Daniel,
> Thanks for the insight. My apologies for the unclearness of my original
> question.
> I have calculated the fit and se.fit values, see below
> predict(fm,newdata=test, se.fit=TRUE, type=c("response"))
> If I wasn't mistaking, this would give me the fit values and the
standard
> errors.
> I just have one more question: based on my data, how might I calculate
the
> expected value of M of the original data set, so that I could compare it
to
> the M of all the data?
Maybe
predict(fm) or fitted(fm)
Regards
Petr
>
>
>
> Daniel Malter wrote:
> >
> > Hi, first, your initial statement of what you wanted to do was
obviously
> > ambiguous enough to confuse the responders. Therefore, clarity helps
> > greatly
> > in getting an accurate response. If I understand correctly, you have
run
> > ONE
> > model on whatever data (also often called testing sample). Now you
want to
> > assess how well this ONE estimate derived from the testing sample
predicts
> > data from five (or any other arbitrary number of) holdout samples.
> >
> > In order to do that, the example I have provided works perfectly fine.
The
> > only thing you do not do is run multiple regressions in the first
place.
> > Instead you run only one initial regression on the testing sample and
> > predict into the holdout samples. This, however, is only a slight
change
> > of
> > the procedure I have outlined. The fit to the holdout samples is
assessed
> > with measures that any statistics/econometrics book deals with if it
has a
> > section on prediction.
> >
> > Best,
> > Daniel
> > -------------------------
> > cuncta stricte discussurus
> > -------------------------
> >
> > -----Ursprüngliche Nachricht-----
> > Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org
] Im
> > Auftrag von Rbeginner
> > Gesendet: Monday, July 20, 2009 10:50 PM
> > An: r-help@r-project.org
> > Betreff: Re: [R] Re gression for loop test HELP! URGENT!
> >
> >
> > I think the problem is that I've been getting replies about how to
make
> > new
> > regressions, when in fact, I need to use the one I've produced already
to
> > fit new data, 5 rows at a time, to see if it is also a good
representation
> > of further data. From the replies, I'm getting the impression that the
> > only
> > way I can do that is bye producing more regressions and calculating
the
> > error, but I'm not sure how I should do that, if I get hundreds of new
> > regressions. I'm thinking, in my primitive programming terms, that I
> > should
> > ask the system to run through the new data 5 rows at a time and
produce
> > some
> > indication of deviation (error) from the original regression, which
would
> > help me decide whether the original regression is is a good
representation
> > of the new data. Does this make sense?
> >
> > fm <- lm(M ~ D + O + S) #this is my original regression,
and I
> > need to use this to fit the test data.
> > test = data.frame(Mtest,Dtest,Otest,Stest) #data frame of the test
data
> > attach(test)
> > for (i in 1:1184){
> > fmtest <- lm(Mtest ~ Dtest + Otest + Stest, subset=(1:5), data=test)
> > print(summary(fmtest)) }
> >
> > #this would only produce a long string of summaries.
> > My data is in the form of
> > M D O S
> > 1
> > 2
> > ...
> > 1184
> >
> > Any suggestions?
> >
> >
> >
> > Richard Cotton wrote:
> >>
> >>> I'm new to R, and I've sent this message as a non-member, but since
> >>> it's pretty urgent, I'm sending it again now I'm on the mailing list
> >>> (Thanks Daniel for your suggestion nevertheless).
> >>>
> >>> I have calculated a regression in the form of M ~ D + O + S, and I
> >>> would like to take this regression and test it with other samples, 5
> >>> sets of
> >> M, D,
> >>> O, and S at a time(I actually have 2000 sets, so it's probably not
> >> efficient
> >>> to make each a separate set and then index). Since I'll need to test
> >>> the regression for 400 groups, I thought a for loop might be
> >>> necessary. I've
> >> put
> >>> everything into a data frame already. Can anyone tell me how to
write
> >> the
> >>> code? I'm especially not sure about how to do the for loop.
> >>> And then how would I calculate the error of how well the test
samples
> >> fit
> >>> the original regression?
> >>> This is for my internship, so it's very urgent.
> >>
> >> Take a deep breath, and think calm thoughts. Take a look at the
> >> posting guide (http://www.r-project.org/posting-guide.html) - it has
> >> useful ideas on thinking through your problem. If you can provide
> >> some code then we can see what you want more clearly.
> >>
> >> Show us how you've done your regression what form your data is in.
> >> Tell us which tests you'd like to do on the samples.
> >>
> >> If you are stuck with for loops, then take a look at section 9.2.2 in
> >> the Intro to R guide that comes with R. (Click Help -> Manuals -> an
> >> Introduction to R in RGui.)
> >>
> >> Regards,
> >> Richie.
> >>
> >> Mathematical Sciences Unit
> >> HSL
> >>
> >>
> >>
----------------------------------------------------------------------
> >> --
> >> ATTENTION:
> >>
> >> This message contains privileged and confidential
> >> inform...{{dropped:22}}
> >>
> >> ______________________________________________
> >> 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.
> >>
> >>
> >> -----
> >> Regards,
> >> Richie.
> >>
> >> Mathematical Sciences Unit
> >> HSL
> >>
> >
> > --
> > View this message in context:
> >
http://www.nabble.com/Regression-for-loop-test-HELP%21-URGENT%21-tp24564236p
> > 24580889.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
> > 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.
> >
> >
>
> --
> View this message in context:
http://www.nabble.com/Regression-for-loop-test-
> HELP%21-URGENT%21-tp24564236p24582852.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
