[R] still problems with predict!

Uwe Ligges ligges at statistik.uni-dortmund.de
Fri Jul 16 18:00:13 CEST 2004


Anne wrote:

> Hi all,
> 
> I still have problems with the predict function by setting up the values on
> which I want to predict
> 
> ie:
> original df: p1 (193 obs) variates y x1 x2
> 
> rm(list=ls())
> x1<-rnorm(193)
> x2<-runif(193,-5,5)
> y<-rnorm(193)+x1+x2
> p1<-as.data.frame(cbind(y,x1,x2))
> p1
>              y         x1         x2
> 1   -0.6056448 -0.1113607 -0.5859728
> 2   -4.2841793 -1.0432688 -3.3116807
> ......
> 192 -1.3228239  1.0263013 -2.7801324
> 193  1.8736683  1.0480632  0.4746959
> 
> newdf<-data.frame(x1= seq(min( p1$x1),max( p1$x1),length=10),
>                               x2=rep(median( p1$x2),10) )
> pr<-predict(g<-lm(p1$y~p1$x1+p1$x2) ,newdf, se.fit = TRUE)

Anne, predict cannot replace the data set properly, because you have 
specified fixed values in

   g <- lm(p1$y ~ p1$x1 + p1$x2)

Instead, use:

   g <- lm(y ~ x1 + x2, data = p1)

and all the stuff will work.



Please insert some blanks in your code to make it readable, and try to 
give reproducable examples by, e.g., setting the seed as in:

   set.seed(123)
   rm(list=ls())
   x1 <- rnorm(193)
   x2 <- runif(193, -5, 5)
   y  <- rnorm(193) + x1 + x2
   p1 <- data.frame(y = y, x1 = x1, x2 = x2)

   newdf <- data.frame(x1 = seq(min(p1$x1), max(p1$x1), length = 10),
                       x2 = rep(median(p1$x2), 10))

   g <- lm(y ~ x1 + x2, data = p1)

   pr1 <- predict(g, se.fit = TRUE)
   pr2 <- predict(g, newdata = newdf, se.fit = TRUE)


Uwe Ligges



> newdf
>            x1         x2
> 1  -2.3844149 -0.2594991
> 2  -1.8388635 -0.2594991
> ...
> 9   1.9799963 -0.2594991
> 10  2.5255477 -0.2594991
> 
> pr$fit
> 1   -0.6766906
> 2   -4.4198864
> .....
> 192 -1.6531906
> 193  1.6395442
> 
> so apparently the predict() function did not take up the new data.frame
> 
> 
> I looked up with conflicts() to see if I had masked objects in the search
> path potentially causing this problem
> but found none
> 
> 
> 
> Thanks and a good week end! (I for one need it)
> Anne
> ----------------------------------------------------
> Anne Piotet
> Tel: +41 79 359 83 32 (mobile)
> Email: anne.piotet at m-td.com
> ---------------------------------------------------
> M-TD Modelling and Technology Development
> PSE-C
> CH-1015 Lausanne
> Switzerland
> Tel: +41 21 693 83 98
> Fax: +41 21 646 41 33
> 
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