[Rd] model.matrix and subset
pd@|gd @end|ng |rom gm@||@com
Tue Mar 22 15:04:54 CET 2022
AFAICT, predict.lm does effectively this:
Terms <- delete.response(terms(fit))
m <- model.frame(Terms, data2)
except for some embellishments that I can't quite grasp at this point.
I expect that this is to circumvent similar issues.
> On 21 Mar 2022, at 17:43 , Therneau, Terry M., Ph.D. via R-devel <r-devel using r-project.org> wrote:
> I've found the following unexpected behaviour from the model.matrix function, namely that
> the "subset" argument carries forward when I would not expect it to.
> Here is an example using lm:
> # Data set modified from the lm help file
> test <- data.frame(weight= c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14,
> group = gl(2, 10, 20, labels = c("Ctl","Trt")),
> zed = rep (1:2, 10))
> fit <- lm( weight ~ group, test, subset= (zed==1))
> data2 <- data.frame( weight= 1:6, group= rep(c("Ctl", "Trt"), 3))
> model.matrix (fit, data=data2)
> Error in eval(substitute(subset), data, env) : object 'zed' not found
> This arises out a user's bug report for survival::concordance; which has methods for
> formula, lm, glm, and coxph. I have been using model.frame and model.matrix to create
> the new response and linear predictor when a 'newdata' argument is used. The above
> issue makes it fail for all of lm, glm, and coxph when the initial model includes a subset.
> I think that the user is correct: if someone asks for model.matrix(fit, data=new) they
> almost certainly want the model matrix for exactly that data. But it leaves me in a bit
> of a quandry. I don't want to write private model.matrix methods for glm and lm, and if
> I fix the coxph methods then they will disagree with the standard ones.
> Terry M Therneau, PhD
> Department of Quantitative Health Sciences
> Mayo Clinic
> therneau using mayo.edu
> "TERR-ree THUR-noh"
> [[alternative HTML version deleted]]
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