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

[Prof Brian D Ripley]

?na.exclude should help you: my guess is that you asked (by using the 
default) na.action = na.omit) for rows with missing values to be excluded 
from the residuals. But since you have not mentioned missing values, we 
have to guess what 'for some reason' was: please note the footer of this 
messag.

On Thu, 14 Sep 2006, Robi Ragan wrote:

> I am running a regression:
>
> ols.reg1 <- lm(y ~ x1 + x2 + x3 + x4)
>
> on a data.frame

Hmm, no data frame is mentioned: you want a data= argument.

> and then generating fitted values:
>
> y.hat <- ols.reg1$fitted.values

Please use the accessor functions and not dive into the internal details, 
e.g.

y.hat <- fitted(ols.reg1)

BTW: where did you get the use of ols.reg1$fitted.values from?

> 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.

fit <- lm(formula, data=data_frame, na.action=na.exclude)
data_frame$fitted <- fitted(fit)

> 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.

The above looks trivial to me.  It was not in R or S when lm was first 
introduced (1991 White Book), but was added last century (thanks to the 
ideas and persistent advocacy of Terry Therneau).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595