From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Wed 15 Jun 2005 - 13:52:56 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jun 15 13:56:11 2005

Date: Wed 15 Jun 2005 - 13:52:56 EST

On 6/14/05, Ajay Narottam Shah <ajayshah@mayin.org> wrote:

> > > I have a program which is doing a few thousand runs of lm(). Suppose

*> > > it is a simple model
**> > > y = a + bx1 + cx2 + e
**> > >
**> > > I have the R object "d" where
**> > > d <- summary(lm(y ~ x1 + x2))
**> > >
**> > > I would like to obtain Var(x2) out of "d". How might I do it?
**> > >
**> > > I can, of course, always do sd(x2). But it would be much more
**> > > convenient if I could snoop around the contents of summary.lm and
**> > > extract Var() out of it. I couldn't readily see how. Would you know
**> > > what would click?
**> >
**> > Is the question how to get the variance of a column of the
**> > model matrix for a model that is the sum of terms given only
**> > summary output and the column name but not the name of the
**> > data frame? If that is it then try this:
**> >
**> > d <- summary(lm(Sepal.Length ~ Sepal.Width, iris)) # test data
**> > var(model.matrix(eval(d$call))[,"Sepal.Width"])
**>
**> Yes, this is indeed exactly what I was looking for :-) Thanks,
**>
**> The eval() pays the full cost of running d$call?
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Yes. It reruns it. If we can assume that the second arg to lm is data= then we could do this which simply grabs the indicated column from the data frame:

f <- function(d, name) eval(substitute(with(eval(d$call[[3]]), name))) f(d, Sepal.Width) # same as iris$Sepal.Width

# or

f <- function(d, charname) eval(d$call[[3]])[[charname]] f(d, "Sepal.Width")

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jun 15 13:56:11 2005

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