From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>

Date: Wed 15 Jun 2005 - 17:18:17 EST

Date: Wed 15 Jun 2005 - 17:18:17 EST

On Wed, 15 Jun 2005, Ajay Narottam Shah 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?
*

A better way is

*> d0 <- lm(Sepal.Length ~ Sepal.Width, iris)
**> var(model.matrix(d0)[,"Sepal.Width"])
*

*> var(model.matrix(structure(d, class="lm"))[,"Sepal.Width"])
*

-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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.htmlReceived on Wed Jun 15 17:20:58 2005

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