[R] Puzzled in utilising summary.lm() to obtain Var(x)

Gabor Grothendieck ggrothendieck at gmail.com
Tue Jun 14 23:59:37 CEST 2005


On 6/14/05, Ajay Narottam Shah <ajayshah at mayin.org> 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.




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