[R] Adding predicted values as a new variable in a data frame

[Robi Ragan]

I am running a regression:

ols.reg1 <- lm(y ~ x1 + x2 + x3 + x4)

on a data.frame

and then generating fitted values:

y.hat <- ols.reg1$fitted.values

Then I would like to add these fitted values to the data.frame as a
new variable. The problem is that when the values are predicted the
resulting output has too few rows. for some reason certian
observations do not get predicted values. So this shrinks the column
down and I then cannot combine the output into the original
data.frame.

If someone could please help I would apreciate it. Stata automatically
adds a new column to the data set when you find the fitted values. So
having to fight with R just to do something I used to routimely do has
made me think of turning back to the dark side. I hope I have just
missed something trival in all the help files I have been
looking through.

Thanks,


--

Robi Ragan
Graduate Student
Department of Economics
Department of Political Science
The University of Georgia