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

[Charilaos Skiadas]

Hi Aaron,

if I understand your question correctly, you can use the "." in the  
formula, like so:

dat <- data.frame(x=1:10,y=rnorm(10),z=10:1)
lm(x~., data=dat)


The dot there stands for everything not already specified, so in this  
case that would be y and z (since x is already on the lhs). You can  
even omit things from . with the minus operator:

lm(x~.-y, data=dat)

This will do a regression of x on z only (and a constant of course).

You can see another approach in the examples section of the help  
entry on ?formula (I was led to that entry from reading the Details  
section of ?lm).

Haris Skiadas
Department of Mathematics and Computer Science
Hanover College


On Dec 27, 2007, at 9:20 PM, Aaron Barzilai wrote:

> Tim (and others who responded privately),
>
> Thanks for the help, this approach did work.  I have also reread ? 
> lm a little more closely, I do see the weights functionality.
>
> I have one last question: Now that I understand how to call this  
> function and review the results, I want to extend it to my much  
> larger real problem, with 100s of columns.  Is there a way to call  
> the function in more of a matrix algebra syntax, where I would list  
> the matrix(e.g. personcoeff) rather than the individual column  
> names?  It seems like I might need to use lm.wfit, but per the help  
> I'd rather use lm.
>
> Thanks,
> Aaron
>
>
>
>
> ----- Original Message ----
> From: Tim Calkins <tim.calkins at gmail.com>
> To: Aaron Barzilai <aaron_barzilai at yahoo.com>
> Cc: r-help at r-project.org
> Sent: Thursday, December 27, 2007 6:55:57 PM
> Subject: Re: [R] Help with lm and multiple linear regression?  
> (Plain Text version)
>
> 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'