R help - Sep 2006 - Adding predicted values as a new variable in a data frame

I am running a regression:

ols.reg1 <- lm(y ~ x1 + x2 + x3 + x4)

on a data.frame

and then generating fitted values:

y.hat <- ols.reg1$fitted.values

Then I would like to add these fitted values to the data.frame as a
new variable. The problem is that when the values are predicted the
resulting output has too few rows. for some reason certian
observations do not get predicted values. So this shrinks the column
down and I then cannot combine the output into the original
data.frame.

If someone could please help I would apreciate it. Stata automatically
adds a new column to the data set when you find the fitted values. So
having to fight with R just to do something I used to routimely do has
made me think of turning back to the dark side. I hope I have just
missed something trival in all the help files I have been
looking through.

Thanks,


--

Robi Ragan
Graduate Student
Department of Economics
Department of Political Science
The University of Georgia

Specify na.action = na.exlude, e.g.
> x <- y <- 1:10; x[5] <- NA
> fitted(lm(y ~ x, na.action = na.exclude))
 1  2  3  4  5  6  7  8  9 10
 1  2  3  4 NA  6  7  8  9 10

On 9/14/06, Robi Ragan <robi.ragan at gmail.com>
wrote:
> I am running a regression:
>
> ols.reg1 <- lm(y ~ x1 + x2 + x3 + x4)
>
> on a data.frame
>
> and then generating fitted values:
>
> y.hat <- ols.reg1$fitted.values
>
> Then I would like to add these fitted values to the data.frame as a
> new variable. The problem is that when the values are predicted the
> resulting output has too few rows. for some reason certian
> observations do not get predicted values. So this shrinks the column
> down and I then cannot combine the output into the original
> data.frame.
>
> If someone could please help I would apreciate it. Stata automatically
> adds a new column to the data set when you find the fitted values. So
> having to fight with R just to do something I used to routimely do has
> made me think of turning back to the dark side. I hope I have just
> missed something trival in all the help files I have been
> looking through.
>
> Thanks,
>
>
> --
>
> Robi Ragan
> Graduate Student
> Department of Economics
> Department of Political Science
> The University of Georgia
>
> ______________________________________________
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http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

?na.exclude should help you: my guess is that you asked (by using the 
default) na.action = na.omit) for rows with missing values to be excluded 
from the residuals. But since you have not mentioned missing values, we 
have to guess what 'for some reason' was: please note the footer of this
messag.

On Thu, 14 Sep 2006, Robi Ragan wrote:
> I am running a regression:
>
> ols.reg1 <- lm(y ~ x1 + x2 + x3 + x4)
>
> on a data.frame
Hmm, no data frame is mentioned: you want a data= argument.
> and then generating fitted values:
>
> y.hat <- ols.reg1$fitted.values
Please use the accessor functions and not dive into the internal details, 
e.g.

y.hat <- fitted(ols.reg1)

BTW: where did you get the use of ols.reg1$fitted.values from?
> Then I would like to add these fitted values to the data.frame as a
> new variable. The problem is that when the values are predicted the
> resulting output has too few rows. for some reason certian
> observations do not get predicted values. So this shrinks the column
> down and I then cannot combine the output into the original
> data.frame.
fit <- lm(formula, data=data_frame, na.action=na.exclude)
data_frame$fitted <- fitted(fit)
> If someone could please help I would apreciate it. Stata automatically
> adds a new column to the data set when you find the fitted values. So
> having to fight with R just to do something I used to routimely do has
> made me think of turning back to the dark side. I hope I have just
> missed something trival in all the help files I have been
> looking through.
The above looks trivial to me.  It was not in R or S when lm was first 
introduced (1991 White Book), but was added last century (thanks to the 
ideas and persistent advocacy of Terry Therneau).

-- 
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)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595