[R] Help with lm and multiple linear regression? (Plain Text version)

[Tim Calkins]

consider merging everything into a singe dataframe.  i haven't tried
it, but something like the following could work:

> reg.data <- cbind(margin, personcoeff)
> names(reg.data) <- c('margin', 'p1', 'p2')
> lm(margin~p1+p2, data = reg.data)

the idea here is that by specifying the data frame with the data
argument in lm, R looks for the columns of the names specified in the
formula.

for weights, see ?lm and look for the weights argument.

cheers,
tc

On Dec 28, 2007 10:22 AM, Aaron Barzilai <aaron_barzilai at yahoo.com> wrote:
> (Apologies the previous version was sent as rich text)
>
> Hello,
> I'm new to R, but I've read the intro to R and successfully connected it to an instance of mysql.  I'm trying to perform multiple linear regression, but I'm having trouble using the lm function.  To start, I have read in a simply y matrix of values(dependent variable) and x matrix of independent variables.  It says both are data frames, but lm is giving me an error that my y variable is a list.
>
> Any suggestions on how to do this?  It's not clear to me what the problem is as they're both data frames.  My actual problem will use a much wider matrix of coefficients, I've only included two for illustration.
>
> Additionally, I'd actually like to weight the observations.  How would I go about doing that?  I also have that as a separate column vector.
>
> Thanks,
> Aaron
>
> Here's my session:
> > margin
>     margin
> 1    66.67
> 2   -58.33
> 3   100.00
> 4   -33.33
> 5   200.00
> 6   -83.33
> 7  -100.00
> 8     0.00
> 9   100.00
> 10  -18.18
> 11  -55.36
> 12 -125.00
> 13  -33.33
> 14 -200.00
> 15    0.00
> 16 -100.00
> 17   75.00
> 18    0.00
> 19 -200.00
> 20   35.71
> 21  100.00
> 22   50.00
> 23  -86.67
> 24  165.00
> > personcoeff
>    Person1 Person2
> 1       -1       1
> 2       -1       1
> 3       -1       1
> 4       -1       1
> 5       -1       1
> 6       -1       1
> 7        0       0
> 8        0       0
> 9        0       1
> 10      -1       1
> 11      -1       1
> 12      -1       1
> 13      -1       1
> 14      -1       0
> 15       0       0
> 16       0       0
> 17       0       1
> 18      -1       1
> 19      -1       1
> 20      -1       1
> 21      -1       1
> 22      -1       1
> 23      -1       1
> 24      -1       1
> > class(margin)
> [1] "data.frame"
> > class(personcoeff)
> [1] "data.frame"
> > lm(margin~personcoeff)
> Error in model.frame(formula, rownames, variables, varnames, extras, extranames,  :
>         invalid type (list) for variable 'margin'
>
>
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-- 
Tim Calkins
0406 753 997