Re: [R] using lm() with variable formula

From: Vladimir Eremeev <>
Date: Mon, 21 May 2007 04:17:31 -0700 (PDT)

I was solving similar problem some time ago. Here is my script.
I had a data frame, containing a response and several other variables, which were assumed predictors.
I was trying to choose the best linear approximation. This approach now seems to me useless, please, don't blame me for that. However, the script might be useful to you.


# dfr is a data.frame, that contains everything.
# The response variable is named med5x
# The following lines construct linear models for all possibe formulas
# of the form 
# med5x~T+a+height
# med5x~a+height+RH
# T, a, RH, etc are the names of possible predictors

inputs<-names(dfr)[c(10:30,1)] # dfr was a very large data frame, containing lot of variables.
# here we have chosen only a subset of them.

for(nc in 11:length(inputs)){ # the linear models were assumed to have at least 11 terms
# now we are generating character vectors containing formulas.



# and then, are trying to fit every

  for(f in formulas){

cat(file="linear_models.txt",f,sum(residuals(lms)^2),"\n",sep="\t",append=TRUE)   }


Hmm, looking back, I see that this is rather inefficient script. For example, the inner cycle can easily be replaced with the apply function.

Chris Elsaesser wrote:
> New to R; please excuse me if this is a dumb question. I tried to RTFM;
> didn't help.
> I want to do a series of regressions over the columns in a data.frame,
> systematically varying the response variable and the the terms; and not
> necessarily including all the non-response columns. In my case, the
> columns are time series. I don't know if that makes a difference; it
> does mean I have to call lag() to offset non-response terms. I can not
> assume a specific number of columns in the data.frame; might be 3, might
> be 20.
> My central problem is that the formula given to lm() is different each
> time. For example, say a data.frame had columns with the following
> headings: height, weight, BP (blood pressure), and Cals (calorie intake
> per time frame). In that case, I'd need something like the following:
> lm(height ~ weight + BP + Cals)
> lm(height ~ weight + BP)
> lm(height ~ weight + Cals)
> lm(height ~ BP + Cals)
> lm(weight ~ height + BP)
> lm(weight ~ height + Cals)
> etc.
> In general, I'll have to read the header to get the argument labels.
> Do I have to write several functions, each taking a different number of
> arguments? I'd like to construct a string or list representing the
> varialbes in the formula and apply lm(), so to say [I'm mainly a Lisp
> programmer where that part would be very simple. Anyone have a Lisp API
> for R? :-}]

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