Re: [R] A suggestion for predict function(s)

From: Ross Darnell <r.darnell_at_uq.edu.au>
Date: Thu 14 Apr 2005 - 08:52:29 EST

Liaw, Andy wrote:

> I must respectfully disagree.  Why carry extra copies of data arround?  This
> is probably OK for small to medium sized data, but definitely not for large
> data.
> 
> Besides, in your example, it may do different things depending on whether
> newdata is supplied:  model.matrix is not necessarily the same as the
> original data frame.  You need a bit more work to get the right model.matrix
> that correspond to the newdata.  It's not clear to me whether you want to
> return model matrix or model frame, but in either case it's not sufficient
> to just use `newdata'.
> 
> Andy
> 
> 

>>From: Ross Darnell
>>
>>Maybe a useful addition to the predict functions would be to
>>return the
>>values of the predictor variables. It just (unless there are
>>problems)
>>requires an extra line. I have inserted an example below.
>>
>>"predict.glm" <-
>> function (object, newdata = NULL, type = c("link", "response",
>> "terms"), se.fit = FALSE,
>>dispersion = NULL, terms = NULL,
>> na.action = na.pass, ...)
>>{
>> type <- match.arg(type)
>> na.act <- object$na.action
>> object$na.action <- NULL
>> if (!se.fit) {
>> if (missing(newdata)) {
>> pred <- switch(type, link = object$linear.predictors,
>> response = object$fitted, terms =
>>predict.lm(object,
>> se.fit =
>>se.fit, scale
>>= 1, type = "terms",
>> terms = terms))
>> if (!is.null(na.act))
>> pred <- napredict(na.act, pred)
>> }
>> else {
>> pred <- predict.lm(object, newdata, se.fit, scale = 1,
>> type = ifelse(type == "link",
>>"response", type),
>> terms = terms, na.action = na.action)
>> switch(type, response = {
>> pred <- family(object)$linkinv(pred)
>> }, link = , terms = )
>> }
>> }
>> else {
>> if (inherits(object, "survreg"))
>> dispersion <- 1
>> if (is.null(dispersion) || dispersion == 0)
>> dispersion <- summary(object, dispersion =
>>dispersion)$dispersion
>> residual.scale <- as.vector(sqrt(dispersion))
>> pred <- predict.lm(object, newdata, se.fit, scale =
>>residual.scale,
>> type = ifelse(type == "link",
>>"response", type),
>> terms = terms, na.action = na.action)
>> fit <- pred$fit
>> se.fit <- pred$se.fit
>> switch(type, response = {
>> se.fit <- se.fit * abs(family(object)$mu.eta(fit))
>> fit <- family(object)$linkinv(fit)
>> }, link = , terms = )
>> if (missing(newdata) && !is.null(na.act)) {
>> fit <- napredict(na.act, fit)
>> se.fit <- napredict(na.act, se.fit)
>> }
>> predictors <- if (missing(newdata)) model.matrix(object)
>>else newdata
>> pred <- list(predictors=predictors,
>> fit = fit, se.fit = se.fit,
>> residual.scale = residual.scale)
>> }
>> pred
>>
>>
>>#______________________ end of R code
>>
>>
>>
>>Ross Darnell
>>--
>>School of Health and Rehabilitation Sciences
>>University of Queensland, Brisbane QLD 4072 AUSTRALIA
>>Email: <r.darnell@uq.edu.au>
>>Phone: +61 7 3365 6087 Fax: +61 7 3365 4754 Room:822,
>>Therapies Bldg.
>>
http://www.shrs.uq.edu.au/shrs/school_staff/ross_darnell.html
>>
>>______________________________________________
>>R-help@stat.math.ethz.ch mailing list
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>>PLEASE do read the posting guide!
>>http://www.R-project.org/posting-guide.html
>>
>>
>>
> 
> 
> 
> 
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Apr 14 09:00:17 2005

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