[R] A couple of little R things I can't figure out (column percents, regression with lagged variables)
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Tue Feb 12 08:14:51 CET 2002
Paul Johnson <pauljohn at ku.edu> writes:
> y
>
> x 1 2 4
> 1 100 66.67 0
> 3 0 0 80
> 4 0 33.33 20
>
> Pointers appreciated.
prop.table(hmm,2) * 100
> 2. A student said here's y, a vector representing a time series, and
> here's x, a vector representing a time series. I want to do a
> conventional regression of y on the lag of x. In sas you do
> xlag=lag(x) and then use xlag in a regresson. I just want something
> simple like lm(y~lag(x)). But in R base there's no lag.
>
> So I can get it the old fashioned way:
> > xx <- c(NA,x)
> > modl <- lm(y~xx[1:length(y)])
> > summary(modl)
>
> One sidenote is that summary does not include any mention of the fact
> that 1 observation was lost due to missing value. That seems bad to me.
>
> I see the lag function in ts, but when I use it, it doesn't change x,
> so obviously I don't see the point of that.
>
> > z <- lag (x)
> > z
> [1] 1 3 1 3 1 3 1 3 4 4
This stuff only works for time series, e.g. cbind(ts(x),lag(ts(x))).
Notice that even then, lag() works in the opposite direction (for
historical reasons).
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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