[R] How to use lm.predict to obtain fitted values?
Richard Lawn
chestnut_smiley at hotmail.com
Fri May 19 18:32:27 CEST 2006
I am writing a function to assess the out of sample predictive capabilities
of a time series regression model. However lm.predict isn't behaving as I
expect it to. What I am trying to do is give it a set of explanatory
variables and have it give me a single predicted value using the lm fitted
model.
> model = lm(y~x)
> newdata=matrix(1,1,6)
> pred = predict.lm(model,data.frame(x=newData));
Warning message:
'newdata' had 6 rows but variable(s) found have 51 rows.
> pred = predict.lm(model,data.frame(newData));
Warning message:
'newdata' had 6 rows but variable(s) found have 51 rows.
y is a vector of length 51.
x is a 6x51 matrix
newdata is a matrix of the explanatory variables I'd like a prediction for.
The predict.lm function is giving me 51 (=number of observations I had)
numbers, rather than the one number I do want - the predicted value of y,
given the values of x I have supplied it.
Many thanks,
R
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