[R] glm.fit and predict.glm: error ' no terms component'

Thomas Lumley tlumley at u.washington.edu
Wed Sep 29 16:55:40 CEST 2004


On Wed, 29 Sep 2004, Christoph Lehmann wrote:

> Hi
>
> when I fit a glm by
>
> 	glm.fit(x,y,family = binomial())
> 	and then try to use the object for prediction of newdata by:
>
> 	predict.glm(object, newdata)
>
> I get the error:
>
> Error in terms.default(object) : no terms component
>
> I know I can use glm() and a formula, but for my case I prefer 
> glm.fit(x,y)...

Well, you can't use predict.glm that way.  As the function name suggests, 
it is a predict method for objects of class "glm", which in your case you 
do not have.

There are two reasons why it won't work.  For type="terms" the formula is 
needed to identify terms, and for any type of prediction the formula is 
needed to convert the data frame newdata into a model matrix.

You would need to write a function where the new data was a model matrix. 
If you only need point predictions then

predict_glm_fit<-function(glmfit, newmatrix, addintercept=TRUE){
    if (addintercept)
 	newmatrix<-cbind(1,newmatrix)
    eta<-glmfit$coef %*% newmatrix
    family$linkinv(eta)
}

would work.

 	-thomas




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