[R] safe prediction from lm

Gabor Grothendieck ggrothendieck at gmail.com
Thu Sep 28 18:30:51 CEST 2006


Yes.

On 9/28/06, Spencer Jones <ssj1364 at gmail.com> wrote:
> Sorry to be dense, I am somewhat new to R. But does that mean that
> SafePrediction is automatically incorporated into lm.predict?
>
>
> On 9/28/06, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
> > See ?SafePrediction for how it works in R.
> >
> > Also the example here:
> > http://www.mayin.org/ajayshah/KB/R/html/o9.html
> >
> > On 9/28/06, Spencer Jones < ssj1364 at gmail.com> wrote:
> > > I am fitting a regression model with a bs term and then making
> predictions
> > > based on the model. According to some info on the internet at
> > >
> http://www.stat.auckland.ac.nz/~yee/smartpred/DummiesGuide.txt
> > >
> > > there are some problems with using predict.lm when you have a model with
> > > terms such as bs,ns,or poly. However when I used one of the examples
> they
> > > said would illustrate the problems I get virtually the same results
> using
> > > the standard predict function and "safe prediction" method they propose.
> Has
> > > lm been updated so that it can handle terms such as bs,ns, and poly
> > > automatically? I am using R 2.3.0
> > >
> > > this is their example:
> > >
> > > n <- 100
> > > set.seed(86) # For reproducibility of the random numbers
> > > x <- sort(runif(n))
> > > y <- sort(runif(n))
> > > fit <- lm(y ~ bs(x, df=5))
> > > plot(x, y,col="blue")
> > > lines(x, fitted(fit), col="black")
> > > newx <- seq(0, 1, len=n)
> > > points(newx, predict(fit, data.frame(x=newx)), type="l", col=red,
> err=-1)
> > >
> > >
> > > thanks,
> > >
> > > Spencer
> > >
> > >        [[alternative HTML version deleted]]
> > >
> > > ______________________________________________
> > > R-help at stat.math.ethz.ch 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.
> > >
> >
>
>



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