[R] model syntax processed --- probably common

[Bert Gunter]

Ivo:

I may not get your question, but you seem to be confusing the name of
an object, which is essentially a pointer into memory and a language
construct -- (correction requested if I have misstated! --  and the
"names" attribute of (some) objects. You can, of course, attach a
"lab" or (whatever) attribute to an object that gives it a label and
that will be carried around with it. But without special code (if it's
at all possible, even) the label will know nothing about the name
assigned to the object -- why should it?! i.e.

> y <- structure(1:3,lab = "y")
> y
[1] 1 2 3
attr(,"lab")
[1] "y"
> z <- y
> z
[1] 1 2 3
attr(,"lab")
[1] "y

Feel free to ignore without response if my comment is irrelevant.

Cheers,
Bert


On Mon, Aug 19, 2013 at 9:45 AM, ivo welch <ivo.welch at anderson.ucla.edu> wrote:
> dear R experts---I was programming a fama-macbeth panel regression (a
> fama-macbeth regression is essentially T cross-sectional regressions, with
> statistics then obtained from the time-series of coefficients), partly
> because I wanted faster speed than plm, partly because I wanted some
> additional features.
>
> my function starts as
>
> fama.macbeth <- function( formula, din ) {
>    names <- terms( formula )
>   ## omitted : I want an immediate check that the formula refers to
> existing variables in the data frame with English error messages
>    monthly.regressions <- by( din, as.factor(din$month), function(dd)
> coef(lm(model.frame( formula, data=dd )))
>    as.m <- do.call("rbind", monthly.regressions)
>    colMeans(as.m)  ## or something like this.
> }
>
> say my data frame mydata has columns named month, r, laggedx and ... .  I
> can call this function
>
>    fama.macbeth( r ~ laggedx, din=mydata )
>
> but it fails if I want to compute my x variables.  for example,
>
>    myx <- d[,"laggedx"]
>    fama.macbeth( r ~ myx)
>
> I also wish that the computed myx still remembered that it was really
> laggedx.  it's almost as if I should not create a vector myx but a data
> frame myx to avoid losing the column name.  I wonder why such vectors don't
> keep a name attribute of some sort.
>
> there is probably an "R way" of doing this.  is there?
>
> /iaw
>
> ----
> Ivo Welch (ivo.welch at gmail.com)
>
>         [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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