[R] Prediction when using orthogonal polynomials in regression

[Achim Zeileis]

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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