[R] Re gression for loop test HELP! URGENT!

Petr PIKAL petr.pikal at precheza.cz
Tue Jul 21 11:29:05 CEST 2009 

Hi

r-help-bounces at r-project.org napsal dne 21.07.2009 09:18:51:

> 
> Hi Daniel,
> Thanks for the insight. My apologies for the unclearness of my original
> question.
> I have calculated the fit and se.fit values, see below
> predict(fm,newdata=test, se.fit=TRUE, type=c("response"))
> If I wasn't mistaking, this would give me the fit values and the 
standard
> errors. 
> I just have one more question: based on my data, how might I calculate 
the
> expected value of M of the original data set, so that I could compare it 
to
> the M of all the data?

Maybe

predict(fm) or fitted(fm)

Regards
Petr


> 
> 
> 
> Daniel Malter wrote:
> > 
> > Hi, first, your initial statement of what you wanted to do was 
obviously
> > ambiguous enough to confuse the responders. Therefore, clarity helps
> > greatly
> > in getting an accurate response. If I understand correctly, you have 
run
> > ONE
> > model on whatever data (also often called testing sample). Now you 
want to
> > assess how well this ONE estimate derived from the testing sample 
predicts
> > data from five (or any other arbitrary number of) holdout samples.
> > 
> > In order to do that, the example I have provided works perfectly fine. 
The
> > only thing you do not do is run multiple regressions in the first 
place.
> > Instead you run only one initial regression on the testing sample and
> > predict into the holdout samples. This, however, is only a slight 
change
> > of
> > the procedure I have outlined. The fit to the holdout samples is 
assessed
> > with measures that any statistics/econometrics book deals with if it 
has a
> > section on prediction. 
> > 
> > Best,
> > Daniel
> > -------------------------
> > cuncta stricte discussurus
> > -------------------------
> > 
> > -----Ursprüngliche Nachricht-----
> > Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org
] Im
> > Auftrag von Rbeginner
> > Gesendet: Monday, July 20, 2009 10:50 PM
> > An: r-help at r-project.org
> > Betreff: Re: [R] Re gression for loop test HELP! URGENT!
> > 
> > 
> > I think the problem is that I've been getting replies about how to 
make
> > new
> > regressions, when in fact, I need to use the one I've produced already 
to
> > fit new data, 5 rows at a time, to see if it is also a good 
representation
> > of further data. From the replies, I'm getting the impression that the
> > only
> > way I can do that is bye producing more regressions and calculating 
the
> > error, but I'm not sure how I should do that, if I get hundreds of new
> > regressions. I'm thinking, in my primitive programming terms, that I
> > should
> > ask the system to run through the new data 5 rows at a time and 
produce
> > some
> > indication of deviation (error) from the original regression, which 
would
> > help me decide whether the original regression is is a good 
representation
> > of the new data. Does this make sense?
> > 
> > fm <- lm(M ~ D + O + S)            #this is my original regression, 
and I
> > need to use this to fit the test data.
> > test = data.frame(Mtest,Dtest,Otest,Stest)  #data frame of the test 
data
> > attach(test)
> > for (i in 1:1184){
> > fmtest <- lm(Mtest ~ Dtest + Otest + Stest, subset=(1:5), data=test)
> > print(summary(fmtest)) }
> > 
> > #this would only produce a long string of summaries. 
> > My data is in the form of 
> >           M       D         O        S
> > 1
> > 2
> > ...
> > 1184
> > 
> > Any suggestions? 
> > 
> > 
> > 
> > Richard Cotton wrote:
> >> 
> >>> I'm new to R, and I've sent this message as a non-member, but since 
> >>> it's pretty urgent, I'm sending it again now I'm on the mailing list 

> >>> (Thanks Daniel for your suggestion nevertheless).
> >>> 
> >>> I have calculated a regression in the form of M ~ D + O + S, and I 
> >>> would like to take this regression and test it with other samples, 5 

> >>> sets of
> >> M, D,
> >>> O, and S at a time(I actually have 2000 sets, so it's probably not
> >> efficient
> >>> to make each a separate set and then index). Since I'll need to test 

> >>> the regression for 400 groups, I thought a for loop might be 
> >>> necessary. I've
> >> put
> >>> everything into a data frame already. Can anyone tell me how to 
write
> >> the
> >>> code? I'm especially not sure about how to do the for loop.
> >>> And then how would I calculate the error of how well the test 
samples
> >> fit
> >>> the original regression?
> >>> This is for my internship, so it's very urgent.
> >> 
> >> Take a deep breath, and think calm thoughts.  Take a look at the 
> >> posting guide (http://www.r-project.org/posting-guide.html) - it has 
> >> useful ideas on thinking through your problem.  If you can provide 
> >> some code then we can see what you want more clearly.
> >> 
> >> Show us how you've done your regression what form your data is in. 
> >> Tell us which tests you'd like to do on the samples.
> >> 
> >> If you are stuck with for loops, then take a look at section 9.2.2 in 

> >> the Intro to R guide that comes with R.  (Click Help -> Manuals -> an 

> >> Introduction to R in RGui.)
> >> 
> >> Regards,
> >> Richie.
> >> 
> >> Mathematical Sciences Unit
> >> HSL
> >> 
> >> 
> >> 
----------------------------------------------------------------------
> >> --
> >> ATTENTION:
> >> 
> >> This message contains privileged and confidential 
> >> inform...{{dropped:22}}
> >> 
> >> ______________________________________________
> >> 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.
> >> 
> >> 
> >> -----
> >> Regards,
> >> Richie.
> >> 
> >> Mathematical Sciences Unit
> >> HSL
> >> 
> > 
> > --
> > View this message in context:
> > 
http://www.nabble.com/Regression-for-loop-test-HELP%21-URGENT%21-tp24564236p

> > 24580889.html
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> > 
> > ______________________________________________
> > 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.
> > 
> > ______________________________________________
> > 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.
> > 
> > 
> 
> -- 
> View this message in context: 
http://www.nabble.com/Regression-for-loop-test-
> HELP%21-URGENT%21-tp24564236p24582852.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> 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.

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