> -----Original Message-----
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Stephan Kolassa
> Sent: Tuesday, August 17, 2010 5:25 AM
> To: R-help@r-project.org
> Subject: [R] predict.lm, matrix in formula and newdata
>
> Dear all,
>
> I am stumped at what should be a painfully easy task:
> predicting from an lm object. A toy example would be this:
>
> XX <- matrix(runif(8),ncol=2)
> yy <- runif(4)
> model <- lm(yy~XX)
> XX.pred <- data.frame(matrix(runif(6),ncol=2))
> colnames(XX.pred) <- c("XX1","XX2")
> predict(model,newdata=XX.pred)
>
> I would have expected the last line to give me the
> predictions from the model based on the new data given in
> XX.pred... but all I get are in-sample fits along with a
> warning "'newdata' had 3 rows but variable(s) found have 4
> rows". Why would predict.lm worry about the number of rows in
> the model matrix?
Note that the formula in the model is y~XX so predict()
is going to look for a variable called 'XX', not 'XX1' and 'XX2'.
XX.pred doesn't have a variable called XX so predict() uses
the one in the global environment. Put an XX of the appropriate
type in your newdata argument and it will work. E.g.,
> XX.predMatrix <- data.frame(XX=I(matrix(runif(6),ncol=2)))
> predict(model,newdata=XX.predMatrix)
1 2 3
0.8864115 0.3825788 0.4744272
> # no warnings
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> Unfortunately, ?predict.lm does not seem to be helpful, and
> neither RSiteSearch nor rseek.org have been useful. I'm sure
> that I am making an elementary error somewhere (am I
> misunderstanding the lm(yy~XX) part?) and would appreciate a
> gentle nudge in the right direction.
>
> Thank you,
> Stephan
>
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