[R] predict for mlm does not work properly

[Liaw, Andy]

> From: ZABALZA-MEZGHANI Isabelle 
> 
> Hello,
> 
> I've just fitted a model with multi-responses, and I get an 
> object of class "lm" "mlm". My problem is that as soon as I 
> invoke the predict method for a dataframe "newdata", the 
> methods runs and give me back prediction at the fitting 
> points but not for newdata.

What version of R and on what platform are you doing this?  What were the
commands that you tried?

In R-1.7.1 on WinXPPro, I get:

> df <- data.frame(y1=rnorm(10), y2=rnorm(10), x1=rnorm(10),x2=rnorm(10))
> df2 <- data.frame(y1=rnorm(10), y2=rnorm(10), x1=rnorm(10),x2=rnorm(10))
> try.mlm <- lm(cbind(y1,y2) ~ x1+x2, data=df)
> predict(try.mlm)
            y1          y2
1  -0.84974045 -0.19779627
2  -1.08128909  0.17851648
3   0.23572795  0.23167228
4  -0.65118764  0.09273186
5  -0.06741819  0.10396708
6  -0.88852774 -0.05386359
7  -0.21007585  0.07839343
8  -0.07061706  0.01714900
9  -0.67554077  0.07551119
10 -1.36196165  0.33502943
> predict(try.mlm, df2)
    
              y1            y2
  1  -0.66079093  2.772385e-02
  2  -1.25399169  1.344038e-01
  3  -0.64321234  3.044455e-02
  4   0.29611924 -9.523683e-02
  5  -1.01594522  1.557392e-01
  6  -0.04513806 -1.529740e-01
  7  -0.38954683 -2.780412e-03
  8  -1.21828379 -2.460862e-01
  9  -0.38511937  6.092239e-02
  10 -0.34979146 -9.909837e-05

Seems fine to me.

Andy

 
> Does someone has an explanation for this behavior, and some 
> ideas to make predict.mlm work efficiently.
> 
> Thanks in advance
> 
> Isabelle Zabalza-Mezghani
> IFP-Reservoir Engineering Department
> Rueil-Malmaison - France
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list 
> https://www.stat.math.ethz.ch/mailman/listinfo> /r-help
>