[R] Newb Prediction Question using stepAIC and predict(), is R wrong?
BSanders
adam at mycostech.com
Thu Feb 10 05:48:55 CET 2011
I'm using stepAIC to fit a model. Then I'm trying to use that model to
predict future happenings.
My first few variables are labeled as their column. (Is this a problem?)
The dataframe that I use to build the model is the same as the data I'm
using to predict with.
Here is a portion of what is happening..
This is the value it is predicting = > [1] 9.482975
Summary of the model
Call:
lm(formula = reservesub$paid ~ reservesub[, 3 + i] + reservesub$grads[,
i] + reservesub$Sun + reservesub$Fri + reservesub$Sat)
Residuals:
Min 1Q Median 3Q Max
-15.447 -4.993 -1.090 3.910 27.454
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.71370 1.46449 3.902 0.000149 ***
reservesub[, 3 + i] 1.00868 0.01643 61.391 < 2e-16 ***
reservesub$grads[, i] 0.44649 0.12131 3.681 0.000333 ***
reservesub$Sun 8.63606 1.95100 4.426 1.93e-05 ***
reservesub$Fri 3.76928 2.00079 1.884 0.061682 .
reservesub$Sat 4.03103 2.12754 1.895 0.060225 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 7.842 on 138 degrees of freedom
(131 observations deleted due to missingness)
Multiple R-squared: 0.9794, Adjusted R-squared: 0.9787
F-statistic: 1312 on 5 and 138 DF, p-value: < 2.2e-16
Here is the data that is being fed into predicted[p] =
predict.(stepsaicguess[[p]], newdata = reservesubpred[p,])
V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12 V13 V14 V15 V16 V17 V18
V19 paid Mon Tue Wed Thu
276 10/3/2010 155 84 76 68 64 63 53 42 42 42 42 38 38 38 35 31 31
NA 84 0 0 0 0
Fri Sat Sun grads.1 grads.2 grads.3 grads.4 grads.5 grads.6 grads.7
0 0 1 8 4 1 10 11 0 0
grads.8 grads.9 grads.10 grads.11 grads.12 grads.13 grads.14
0 4 0 0 3 4 0
In this case, i = 1, so I calculate the predicted value should be
5.7137+1.00868*84+.44649*8+1*8.636+0*3.769+0*4.03=102
But, R is giving me 9.482975 for a predicted value .. (Which, interestingly
is 5.7137+3.769*1) (Intercept+Sat)
Another question I have is, if I were to include interactions in this model,
would I have to make those variables in my prediction dataframe, or would R
'know' what to do?
Thanks in advance for your expert assistance.
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