[R] predict assistance
Michaell Taylor
pols1oh at bestweb.net
Wed May 1 23:24:34 CEST 2002
I have a question regarding application of model coefficients between
datasets. In particular, I have several datasets which I would like to apply
a model estimated from only a single dataset (sort of a crude - out of sample
application - to show the variances).
lets say,
names(a)
[1] "stdnoi" "momentum" "tbm3" "metcons" "premium" "STDrfa" "t10"
"Y"
attach(a)
mymodel <- lm(Y ~ stdnoi+momentum+tbm3+metcons+premium+ STDrfa + t10)
detach(a)
load('b')
names(b)
[1] "stdnoi" "momentum" "tbm3" "metcons" "premium" "STDrfa" "t10"
"Y"
attach(b)
b$hat <- predict(mymodel)
The question really is, is b$hat properly defined in terms of (a)coefficients
* (b)variables?
I have attempted this, and was surprised to see b$hat of the appropriate
length for the a dataset - but not the b (which is much larger)
Obviously I could save out the coefficients, but there are actually several
such models and datasets. Besides, I am generally curious if model objects
can be used in such a manner.
=========================================
Michaell Taylor, PhD
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