On Jan 16, 2009, at 4:30 PM, Marc Schwartz wrote:
on 01/16/2009 02:20 PM VanHezewijk, Brian wrote:
I've recently encountered an issue when trying to use the predict.glm
function.
I've gotten into the habit of using the dataframe$variablename
method of
specifying terms in my model statements. I thought this unambiguous
notation would be acceptable in all situations but it seems models
written this way are not accepted by the predict function. Perhaps
others have encountered this problem as well.
<snip>
The bottom line is "don't do that". :-)
When the predict.*() functions look for the variable names, they use
the
names as specified in the formula that was used in the initial
creation
of the model object.
As per ?predict.glm:
Note
Variables are first looked for in newdata and then searched for in the
usual way (which will include the environment of the formula used in
the
fit). A warning will be given if the variables found are not of the
same
length as those in newdata if it was supplied.
As per your example, using:
x <- 1:100
y <- 2 * x
orig.df <- data.frame(x1 = x, y1 = y)
lm1 <- glm(orig.df$y1 ~ orig.df$x1, data = orig.df)
pred1 <- predict(lm1, newdata = data.frame(x1 = 101:150))
When predict.glm() tries to locate the variable "orig.df$x1" in the
data
frame passed to 'newdata', it cannot be found. The correct name in the
model is "orig.df$x1", not "x1" as you used above.
Thus, since it cannot find that variable in 'newdata', it begins to
look
elsewhere for a variable called "orig.df$x1". Guess what? It finds it
in the global environment as a column the original dataframe
'orig.df'.
Since that column has a length of 100 and the data frame that you
passed
to newdata only has 50, you get an error.
Warning message:
'newdata' had 50 rows but variable(s) found have 100 rows
Mark;
Knowing your skill level, which far exceeds mine, you probably do know
that it was not an error, only a warning, and the assignment to pred1
proceeded (as you described), just not the assignment that VanHezewijk
expected. "newdata" was ignored, orig.df$x1 was found and no
extrapolation occurred.
--
David
There is a "method" to the madness and good reason why the modeling
functions and others that take a formula argument also have a 'data'
argument to specify the location of the variables to be used.
HTH,
Marc Schwartz
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