[R] Use predict.lm

From: Jiang, Jincai (Institutional Securities Management) <Jincai.Jiang_at_morganstanley.com>
Date: Wed 03 May 2006 - 08:18:36 EST


Hi All,  

I created a two variable lm() model  

slm<-lm(y[1:3000,8]~y[1:3000,12]+y[1:3000,15])  

I made two predictions  

predict(slm,newdata=y[201:3200,])
predict(slm,newdata=y[601:3600,])  

there is no error message for either of these. the results are identical, and identical to slm$fitted as well.  

if this is not the right way to apply the model coefficients to a new set of inputs, what is the right way?  

Thank you  

Regards,  

Jincai Jiang
(Office) 212-761-3984  



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