[R] Prediction when using orthogonal polynomials in regression
Achim Zeileis
Achim.Zeileis at wu-wien.ac.at
Fri Jan 27 12:31:41 CET 2006
On Thu, 26 Jan 2006 22:10:23 +0530 Ajay Narottam Shah wrote:
> Folks,
>
> I'm doing fine with using orthogonal polynomials in a regression
> context:
>
> # We will deal with noisy data from the d.g.p. y = sin(x) + e
> x <- seq(0, 3.141592654, length.out=20)
> y <- sin(x) + 0.1*rnorm(10)
> d <- lm(y ~ poly(x, 4))
> plot(x, y, type="l"); lines(x, d$fitted.values, col="blue")
fitted(d) is usually the preferred way of accessing the fitted values
(although equivalent in this particular case).
> great! all.equal(as.numeric(d$coefficients[1] + m %*% d$coefficients
> [2:5]), as.numeric(d$fitted.values))
>
> What I would like to do now is to apply the estimated model to do
> prediction for a new set of x points e.g.
> xnew <- seq(0,5,.5)
>
> We know that the predicted values should be roughly sin(xnew). What I
> don't know is: how do I use the object `d' to make predictions for
> xnew?
Use predict:
predict(d, data.frame(x = xnew))
which is pretty evocative.
Best,
Z
> --
> Ajay Shah
> http://www.mayin.org/ajayshah
> ajayshah at mayin.org
> http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the
> answer.
>
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