[R] Fitting linear models

[Dimitri Liakhovitski]

Are they of the same length?

On Tue, Apr 21, 2009 at 11:31 AM, Vemuri, Aparna <avemuri at epri.com> wrote:
> The variables are all in separate vectors.
>
> -----Original Message-----
> From: Dimitri Liakhovitski [mailto:ld7631 at gmail.com]
> Sent: Tuesday, April 21, 2009 8:26 AM
> To: Vemuri, Aparna
> Cc: David Winsemius; r-help at r-project.org
> Subject: Re: [R] Fitting linear models
>
> Aparna,
>
> I should have been more explicit. Run ?lm . You'll see this:
>
> "lm(formula, data, subset, weights, na.action,
>   method = "qr", model = TRUE, x = FALSE, y = FALSE, qr = TRUE,
>   singular.ok = TRUE, contrasts = NULL, offset, ...)"
>
> So, in addition to specifying the formula, you have to specify the
> data frame in which you keep your variables. I assume they are in a
> data frame? (unless for some reasons you keep all variables as
> separate vectors).
> So, after you wrote the formula, you have to indicate the name of the
> data frame, for example "MyData":
>
> model1<-lm(PBW~SO4+NO3+NH4, MyData)
>
> Dimitri
>
> On Tue, Apr 21, 2009 at 11:12 AM, Vemuri, Aparna <avemuri at epri.com> wrote:
>> David,
>> Thanks for the suggestions. No, I did not label my dependent variable "function".
>>
>> My dependent variable PBW and all the independent variables are continuous variables. It is especially troubling since the order in which I input independent variables determines whether or not it gets a coefficient.  Like I already mentioned, I checked the correlation matrix and picked the variables with moderate to high correlation with the independent variable. . So I guess it is not so naïve to expect a regression coefficient on all of them.
>>
>> Dimitri
>> model1<-lm(PBW~SO4+NO3+NH4), gives me the same result as before.
>>
>> Bert:
>>  This is not homework. But I will remember to do my research before posting here.
>>
>> Aparna
>>
>>
>> -----Original Message-----
>> From: David Winsemius [mailto:dwinsemius at comcast.net]
>> Sent: Monday, April 20, 2009 5:35 PM
>> To: Vemuri, Aparna
>> Cc: r-help at r-project.org
>> Subject: Re: [R] Fitting linear models
>>
>>
>> On Apr 20, 2009, at 7:26 PM, Vemuri, Aparna wrote:
>>
>>> I am not sure if this is an R-users question, but since most of you
>>> here
>>> are statisticians, I decided to give it a shot.
>>
>> You can omit the unnecessary preambles.
>>>
>>>
>>> I am using the lm() function in R to fit a dependent variable to a set
>>> of 3 to 5 independent variables. For this, I used the following
>>> commands:
>>>
>>>> model1<-lm(function=PBW~SO4+NO3+NH4)
>>> Coefficients:
>>> (Intercept)          SO4          NO3      NH4
>>>    0.01323      0.01968      0.01856           NA
>>>
>>> and
>>>
>>>> model2<-lm(function=PBW~SO4+NO3+NH4+Na+Cl)
>>>
>>> Coefficients:
>>> (Intercept)               SO4                  NO3      NH4
>>> Na       Cl
>>> -0.0006987   -0.0119750   -0.0295042    0.0842989    0.1344751
>>> NA
>>>
>>> In both cases, the last independent variable has a coefficient of NA
>>> in
>>> the result. I say last variable because, when I change the order of
>>> the
>>> variables, the coefficient changes (see below). Can anyone point me to
>>> the reason R behaves this way?  Is there anyway for me to force R to
>>> use
>>> all the variables? I checked the correlation matrices to makes sure
>>> there is no orthogonality between the variables.
>>
>> You really did not name your dependent variable "function" did you?
>> Please stop that.
>>
>> Just a guess, ... since you have not provided enough information to do
>> otherwise, ... Are all of those variables 1/0 dummy variables? If so
>> and if you want to have an output that satisfies your need for
>> labeling the coefficients as you naively anticipate, then put "0+" at
>> the beginning of the formula or "-1" at the end, so that the intercept
>> will disappear and then all variables will get labeled as you expect.
>>
>> --
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> Dimitri Liakhovitski
> MarketTools, Inc.
> Dimitri.Liakhovitski at markettools.com
>



-- 
Dimitri Liakhovitski
MarketTools, Inc.
Dimitri.Liakhovitski at markettools.com