Re: [R] R/S-Plus equivalent to Genstat "predict": predictions over "averages" of covariates

From: Kjetil Holuerson <kjetil_at_redcotel.bo>
Date: Thu 06 Oct 2005 - 13:38:42 EST

check out the effects package on CRAN.

Kjetil

Peter Dunn wrote:
> Hi all
>
> I'm doing some things with a colleague comparing different
> sorts of models. My colleague has fitted a number of glms in
> Genstat (which I have never used), while the glm I have
> been using is only available for R.
>
> He has a spreadsheet of fitted means from each of his models
> obtained from using the Genstat "predict" function. For
> example, suppose we fit the model of the type
> glm.out <- glm( y ~ factor(F1) + factor(F2) + X1 + poly(X2,2) +
> poly(X3,2), family=...)
>
> Then he produces a table like this (made up, but similar):
>
> F1(level1) 12.2
> F1(level2) 14.2
> F1(level3) 15.3
> F2(level1) 10.3
> F2(level2) 9.1
> X1=0 10.2
> X1=0.5 10.4
> X1=1 10.4
> X1=1.5 10.5
> X1=2 10.9
> X1=2.5 11.9
> X1=3 11.8
> X2=0 12.0
> X2=0.5 12.2
> X2=1 12.5
> X2=1.5 12.9
> X2=2 13.0
> X2=2.5 13.1
> X2=3 13.5
>
> Each of the numbers are a predicted mean. So when X1=0, on average
> we predict an outcome of 10.2.
>
> To obtain these figures in Genstat, he uses the Genstat "predict"
> function. When I asked for an explanation of how it was done (ie to
> make the "predictions", what values of the other covariates were used) I
> was told:
>

>> So, for a one-dimensional table of fitted means for any factor (or
>> variate), all other variates are set to their average values; and the
>> factor constants (including the first, at zero) are given a weighted
>> average depending on their respective numbers of observations.

>
> So for quantitative variables (such as pH), one uses the mean pH in the
> data set when making the predictions. Reasonable anmd easy.
>
> But for categorical variables (like Month), he implies we use a weighted
> average of the fitted coefficients for all the months, depending on the
> proportion of times those factor levels appear in the data.
>
> (I hope I explained that OK...)
>
> Is there an equivalent way in R or S-Plus of doing this? I have to do
> it for a number of sites and species, so an automated way would be
> useful. I have tried searching to no avail (but may not be searching
> on the correct terms), and tried hard-coding something myself
> as yet unsuccessfully: The poly terms and the use of the weighted
> averaging over the factor levels are proving a bit too much for my
> limited skills.
>
> Any assistance appreciated. (Any clarification of what I mean can be
> provided if I have not been clear.)
>
> Thanks, as always.
>
> P.
>
> > version
> _
> platform i386-pc-linux-gnu
> arch i386
> os linux-gnu
> system i386, linux-gnu
> status
> major 2
> minor 1.0
> year 2005
> month 04
> day 18
> language R
> >
>
>
>
--

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Received on Thu Oct 06 22:57:12 2005

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