[R] minimal attributes to get se.fit
Stephen.Bond at cibc.com
Mon Apr 4 16:18:16 CEST 2016
Does anybody know what are the attributes of a glm fit object that will allow the "predict call" to produce an se.fit?
I am deleting most of the attributes as the size of the final object is 5Gb and I want to reduce it to under 20Mb, but that causes as error when I ask for an se.fit .
mod.b$fitted.values <- 1:10
mod.b$prior.weights <- 1:10
mod.b$residuals <- 1:10
mod.b$linear.predictors <- 1:10
mod.b$qr$qr <- mod.b$qr$qr[1:10,]
mod.b$effects <- mod.b$effects[1:100]
mod.b$weights <- mod.b$weights[1:100]
mod.b$model <- mod.b$model[1:10,]
mod.b$y <- mod.b$y[1:10]
p1 <- predict(mod.b,new=newdata,type="link",se.fit=T)
Error in Qr$qr[p1, p1, drop = FALSE] : subscript out of bounds
I believe the covariance matrix of the coefficients is all that should be needed and that is quite small. However, the covariance matrix is not an attribute of the model object.
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