R help - Feb 2004 - structure of mlm objects ?

Hello,

I am using the function "lm" to fit several responses at the same time
(100
responses). At the end of the fit, I get an object of class "mlm".
I would like to know if there is a way to access to each of the 100
underlying models separately (is it a list, ... ?). Which syntax should I
use to see and use the 15th model (for instance) just like it is possible
for classical "lm" objects.

Thanks in advance,

Isabelle Zabalza.

On Wed, 25 Feb 2004, ZABALZA-MEZGHANI Isabelle wrote:
> I am using the function "lm" to fit several responses at the same
time (100
> responses). At the end of the fit, I get an object of class
"mlm".
Actually of class c("mlm", "lm").
> I would like to know if there is a way to access to each of the 100
> underlying models separately (is it a list, ... ?). Which syntax should I
> use to see and use the 15th model (for instance) just like it is possible
> for classical "lm" objects.
You don't have 100 underlying fits.  All the information is for one set 
of x's and 100 sets of y, and that relating only to x is stored only once.
The following simple function will extract the i'th fit.

mlm2lm <- function(fit, i)
{
    for(k in c("coefficients", "residuals",
"effects", "fitted.values"))
        fit[[k]] <- fit[[k]][, i]
    class(fit) <- "lm"
    fit
}

albeit with the wrong call, so use carefully.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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