[R] Strange scope problem
Roger D. Peng
rpeng at jhsph.edu
Thu Oct 16 14:18:18 CEST 2003
I believe this was fixed in 1.7.0, although I'm not sure of all the
details. The NEWS file says
o step(), add1.default() and drop1.default() now work somewhat
better if called from a function.
-roger
Angelo Canty wrote:
>Hi,
>
>I have come across the following problem which seems to be a scoping
>issue but I'm at a loss to see why this is so or to find a good
>workaround.
>
>Suppose I have a function to get a prediction after model selection
>using the step function.
>
>step.pred <- function(dat, x0) {
> fit.model <- step(lm(y~., data=dat), trace=F)
> predict(fit.model, x0, se.fit=T)
>}
>
>This function works sometimes for example
>
>set.seed(1)
>X.1 <- data.frame(x1=rnorm(20), x2=rnorm(20), x3=rnorm(20))
>y.1 <- 5+as.matrix(X.1[,1:2])%*%matrix(c(1,1))+rnorm(20)
>Xy.1 <- data.frame(X.1,y=y.1)
>x0.1 <- data.frame(x1=-1,x2=-1, x3=-1)
>step.pred(Xy.1, x0.1)
>
>$fit
>[1] 3.359540
>
>$se.fit
>[1] 0.523629
>
>$df
>[1] 16
>
>$residual.scale
>[1] 1.093526
>
>but most often it crashes as in
>
>set.seed(2)
>X.2 <- data.frame(x1=rnorm(20), x2=rnorm(20), x3=rnorm(20))
>y.2 <- 5+as.matrix(X.2[,1:2])%*%matrix(c(1,1))+rnorm(20)
>Xy.2 <- data.frame(X.2,y=y.2)
>x0.2 <- data.frame(x1=-1,x2=-1, x3=-1)
>step.pred(Xy.2, x0.2)
>Error in model.frame.default(formula = y ~ x1 + x2, data = dat,
>drop.unused.levels = TRUE) :
> Object "dat" not found
>
>The difference seems to be that for the first dataset, step retains
>all three variables whereas for the second it drops one of them.
>
>
>
>>step(lm(y~.,data=Xy.1), trace=F)
>>
>>
>
>Call:
>lm(formula = y ~ x1 + x2 + x3, data = Xy.1)
>
>Coefficients:
>(Intercept) x1 x2 x3
> 4.8347 0.8937 1.0331 -0.4516
>
>
>
>>step(lm(y~.,data=Xy.2), trace=F)
>>
>>
>
>Call:
>lm(formula = y ~ x1 + x2, data = Xy.2)
>
>Coefficients:
>(Intercept) x1 x2
> 5.0802 0.9763 1.1369
>
>
>One possible workaround is to explicitely assign the local variable
>dat in the .GlobalEnv as in
>
>step.pred1 <- function(dat, x0) {
> assign("dat",dat, envir=.GlobalEnv)
> fit.model <- step(lm(y~., data=dat), trace=F)
> predict(fit.model, x0, se.fit=T)
>}
>
>I don't like this method since it would overwrite anything else called
>dat in .GlobalEnv. I realize that I could give it an obscure name but
>the potential for damage still remains. Am I missing something obvious
>here? If not, is it possible to work around this problem in such a way
>that .GlobalEnv does not need to be touched?
>
>In S-Plus I would use
>assign("dat",dat, frame=1)
>which works but that is not available (AFAIK) in R. Is there
>something similar that I can use?
>
>I am using R 1.6.1 for Unix on a Sun Workstation. I know that I need
>to upgrade but our sysadmin doesn't regard it as priority!
>
>Thanks for any help you can give for this.
>Angelo
>
>------------------------------------------------------------------
>| Angelo J. Canty Email: cantya at mcmaster.ca |
>| Mathematics and Statistics Phone: (905) 525-9140 x 27079 |
>| McMaster University Fax : (905) 522-0935 |
>| 1280 Main St. W. |
>| Hamilton ON L8S 4K1 |
>
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