Re: [R] Question on partial effect

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Wed 12 Jul 2006 - 03:47:17 EST

On Wed, 2006-07-12 at 00:51 +0800, Guo Wei-Wei wrote:
> Thank you, Gavin. I think that might be what I need. But I'm a little
> bit wandering what's the scale of resid(mod). Is it
> scale(dist)/scale(speed), for example kilometer / (kilometer per
> hour)? or something else?
>
> Thank you very much!
> Wei-Wei

The scale of dist - they are just the differences between observed dist and fitted dist (based on speed).

mod <- lm(dist ~ speed, data = cars)
resid(mod)

         1 2 3 4 5   3.849460 11.849460 -5.947766 12.052234 2.119825

         6 7 8 9 10  -7.812584 -3.744993 4.255007 12.255007 -8.677401 ....

# visualise the residuals
plot(resid(mod) ~ dist, data = cars)
abline(h = 0, col = "grey")
## length of blue line represents the residual lines(cars$dist, resid(mod), type = "h", col = "blue")

So you see that for the 1st residual it is 3.849 ft (the distances are measured in feet, see ?cars)

Does this help?

G

>
>
> 2006/7/12, Gavin Simpson <gavin.simpson@ucl.ac.uk>:
> > On Tue, 2006-07-11 at 23:51 +0800, Guo Wei-Wei wrote:
> > > Dear all,
> > >
> > > I don't know what's my question is called. I have a performance
> > > variable A, such as sales. And I have another variable B, let's say
> > > establish time of firm. I want to create the third variable that is
> > > sales without the effect of establish time. Maybe it can be called
> > > partial effect problem. I'm not sure.
> > >
> > > Does anyone have any suggestion? Thank you in advance!
> > >
> > > All the best,
> > > Wei-Wei
> >
> > Do you mean?
> >
> > ## dummy data
> > A <- rnorm(100)
> > B <- rnorm(100)
> > C <- resid(lm(A ~ B))
> >
> > C now contains the residual variation in A after fitting B.
> >
> > e.g. with some real data
> > ?cars
> > data(cars) # not sure this is needed now, I forget
> > mod <- lm(dist ~ speed, data = cars)
> > summary(mod)
> > partial <- resid(mod)
> >
> > ## check
> > mod2 <- lm(dist ~ partial, data = cars)
> > summary(mod2)
> > ## from the two R^2 form mod1 and mod2 - partial contains dist minus
> > ## the effects of speed
> > > 0.6511 + 0.3489
> > [1] 1
> >
> > HTH
> >
> > G
> > --
> > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> > Gavin Simpson [t] +44 (0)20 7679 0522
> > ECRC & ENSIS, UCL Geography, [f] +44 (0)20 7679 0565
> > Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
> > Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/cv/
> > London, UK. WC1E 6BT. [w] http://www.ucl.ac.uk/~ucfagls/
> > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> >
> >
>
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 Gavin Simpson                 [t] +44 (0)20 7679 0522
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Received on Wed Jul 12 03:51:23 2006

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