Re: [R] qr.solve and lm (SOLVED)

From: Vladimir Eremeev <wl2776_at_gmail.com>
Date: Tue, 15 May 2007 03:58:04 -0700 (PDT)

Vladimir Eremeev wrote:
>
> Dear R experts,
>
> I have a Matlab code which I am translating to R in order to examine and
> enhance it.
> First of all, I need to reproduce in R the results which were already
> obtained in Matlab (to make sure that everything is correct).
>
> There are some matrix manipulations and '\' operation among them in the
> code.
>
> I have the following data frame
>

>> ABS.df

> Pro syn unk Chl
> Y Nh V1
> [skip]
>
>> qr.solve(ABS.df[,1:6],ABS.df[,7])

> Pro syn unk Chl Y Nh
> 0.3877544 0.4282277 0.2221960 -0.8668715 0.2821082 -1.3696411
>
> This reproduces the Matlab's numbers
> However, I used to lm, its syntax seems to me more clear.
>
> ?lm says that it uses QR decomposition to fit the model.
> Trying it:
>
>>  coef(lm(V1~Pro+syn+unk+Chl+Y+Nh,data=ABS.df))

> (Intercept) Pro syn unk Chl
> Y Nh
> 0.001640184 0.417253116 0.351472810 0.196977369 -0.899729874
> 0.265585292 -1.181526491
>
> Numbers differ.
> Obviously, I don't understand something.
> Please, could you clarify, what?
> Thank you.
>
>

This was because of implied intercept term.

> lm(V1~Pro+syn+unk+Chl+Y+Nh+0,data=ABS.df)

Call:
lm(formula = V1 ~ Pro + syn + unk + Chl + Y + Nh + 0, data = ABS.df)

Coefficients:

    Pro syn unk Chl Y Nh  0.3878 0.4282 0.2222 -0.8669 0.2821 -1.3696

That is, reproduces earlier results.

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Received on Tue 15 May 2007 - 11:03:36 GMT

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