On Wed, 15 Jun 2005, Ajay Narottam Shah wrote: >>> I have a program which is doing a few thousand runs of lm(). Suppose >>> it is a simple model >>> y = a + bx1 + cx2 + e >>> >>> I have the R object "d" where >>> d <- summary(lm(y ~ x1 + x2)) >>> >>> I would like to obtain Var(x2) out of "d". How might I do it? >>> >>> I can, of course, always do sd(x2). But it would be much more >>> convenient if I could snoop around the contents of summary.lm and >>> extract Var() out of it. I couldn't readily see how. Would you know >>> what would click? >> >> Is the question how to get the variance of a column of the >> model matrix for a model that is the sum of terms given only >> summary output and the column name but not the name of the >> data frame? If that is it then try this: >> >> d <- summary(lm(Sepal.Length ~ Sepal.Width, iris)) # test data >> var(model.matrix(eval(d$call))[,"Sepal.Width"]) > > Yes, this is indeed exactly what I was looking for :-) Thanks, > > The eval() pays the full cost of running d$call?
A better way is > d0 <- lm(Sepal.Length ~ Sepal.Width, iris) > var(model.matrix(d0)[,"Sepal.Width"]) but if you really only have the summary (it's wasteful to keep the summary here, as it is larger than the fit) > var(model.matrix(structure(d, class="lm"))[,"Sepal.Width"]) -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@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