Re: [R] Puzzled in utilising summary.lm() to obtain Var(x)
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, UKFax: +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
Re: [R] Puzzled in utilising summary.lm() to obtain Var(x)
Prof Brian Ripley [EMAIL PROTECTED] writes: 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? [snip] 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]) Allow me to interject a little lateral thinking: solve(vcov(d)[-1,-1]/d$sigma)[2,2] should give the requested variance,I think. -- O__ Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ 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
[R] Puzzled in utilising summary.lm() to obtain Var(x)
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? -- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi __ 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
Re: [R] Puzzled in utilising summary.lm() to obtain Var(x)
On 6/14/05, Ajay Narottam Shah [EMAIL PROTECTED] 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$call))[,Sepal.Width]) If that's not the question, try examining the contents of d using str(d) and examine the output of lm via str(eval(d$call)) and perhaps that will suggest the answer. __ 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
Re: [R] Puzzled in utilising summary.lm() to obtain Var(x)
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? -ans. -- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi __ 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
Re: [R] Puzzled in utilising summary.lm() to obtain Var(x)
On 6/14/05, Ajay Narottam Shah [EMAIL PROTECTED] 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? Yes. It reruns it. If we can assume that the second arg to lm is data= then we could do this which simply grabs the indicated column from the data frame: f - function(d, name) eval(substitute(with(eval(d$call[[3]]), name))) f(d, Sepal.Width) # same as iris$Sepal.Width # or f - function(d, charname) eval(d$call[[3]])[[charname]] f(d, Sepal.Width) __ 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
