Benjamin Volland
2009-Aug-21 17:01 UTC
[R] applying summary() to an object created with ols()
Hello R-list, I am trying to calculate a ridge regression using first the *lm.ridge()* function from the MASS package and then applying the obtained Hoerl Kennard Baldwin (HKB) estimator as a penalty scalar to the *ols()* function provided by Frank Harrell in his Design package. It looks like this: > rrk1<-lm.ridge(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, subset(aa, Jahr>=1957 & Jahr<=1966)) > f <- ols(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, subset(aa, Jahr>=1957 & Jahr<=1966), penalty = rrk$kHKB) > f which returns >Linear Regression Model > >ols(formula = lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, > data = subset(aa, Jahr >= 1957 & Jahr <= 1966), penalty = rrk$kHKB) > > n Model L.R. d.f. R2 Sigma > 10 38.59 8.814 0.9839 0.02796 > >Residuals: > 1 2 3 4 5 6 7 8 9 10 >-0.014653 -0.002787 0.017515 -0.018145 -0.008757 -0.008035 0.006066 0.045826 -0.001244 -0.015786 > >Coefficients: > Value Std. Error t Pr(>|t|) >Intercept 1.5240 3.3034 0.4613 0.8496 >lntex 0.3722 0.2071 1.7975 0.6801 >lnbeerp 0.9085 0.5760 1.5771 0.6964 >lnwinep -0.1458 0.1874 -0.7781 0.7863 >lntemp -0.0772 0.1344 -0.5743 0.8240 >pop -4.1889 1.9286 -2.1720 0.6571 > >Adjusted R-Squared: 0.2227 All in all beautiful (leaving aside that the results suck). The problem starts when I want to write the obtained coefficients (incl. Std. Errors, t-, and p-values) into a matrix. Via the *f$coef* command I can only access the betas (1st column) and using the *summary(f)* function I get > summary(f) >Fehler in summary.Design(f) : >adjustment values not defined here or with datadist for lntex lnbeerp lnwinep lntemp pop Does anyone know how I can set the *datadist()* and the *options()* such that I will get access to all coefficients? I tried: > options(datadist=NULL) > f <- ols(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, subset(aa, Jahr>=1957 & Jahr<=1966), penalty = rrk$kHKB) > d <- datadist(f) but got: > Fehler in sort.list(unique(y)) : 'x' must be atomic for 'sort.list' > Have you called 'sort' on a list? In the R documentation on ?ols() it states concerning the values returned: "the same objects returned from |lm| (/unless |penalty| or |penalty.matrix| are given/ - then an abbreviated list is returned since |lm.pfit| is used as a fitter)..." Unfortunately no information seems to be available on lm.pfit. Does anyone know why the using that function leads to an abbreviated return list? Is there a trick to circumvent that? Thanks Benjamin Volland P.S. Currently using R-version 2.7.1 on a Windows PC.
Hi Benjamin,>> Does anyone know how I can set the *datadist()* and the *options()* such >> that I will get access to all coefficients?## Do this before you fit your models, i.e. tell datadist &c what data set you are using. d <- datadist( subset(aa, Jahr>=1957 & Jahr<=1966) ) options( datadist = "d" ) d You can specify the limits yourself when you call plot.Design or summary.Design, but this automates the process. Regards, Mark. Benjamin Volland wrote:> > Hello R-list, > > I am trying to calculate a ridge regression using first the *lm.ridge()* > function from the MASS package and then applying the obtained Hoerl > Kennard Baldwin (HKB) estimator as a penalty scalar to the *ols()* > function provided by Frank Harrell in his Design package. > It looks like this: > > rrk1<-lm.ridge(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, > subset(aa, Jahr>=1957 & Jahr<=1966)) > > f <- ols(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, > subset(aa, Jahr>=1957 & Jahr<=1966), penalty = rrk$kHKB) > > f > > which returns > >Linear Regression Model > > > >ols(formula = lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, > > data = subset(aa, Jahr >= 1957 & Jahr <= 1966), penalty = rrk$kHKB) > > > > n Model L.R. d.f. R2 Sigma > > 10 38.59 8.814 0.9839 0.02796 > > > >Residuals: > > 1 2 3 4 5 6 > 7 8 9 10 > >-0.014653 -0.002787 0.017515 -0.018145 -0.008757 -0.008035 0.006066 > 0.045826 -0.001244 -0.015786 > > > >Coefficients: > > Value Std. Error t Pr(>|t|) > >Intercept 1.5240 3.3034 0.4613 0.8496 > >lntex 0.3722 0.2071 1.7975 0.6801 > >lnbeerp 0.9085 0.5760 1.5771 0.6964 > >lnwinep -0.1458 0.1874 -0.7781 0.7863 > >lntemp -0.0772 0.1344 -0.5743 0.8240 > >pop -4.1889 1.9286 -2.1720 0.6571 > > > >Adjusted R-Squared: 0.2227 > > All in all beautiful (leaving aside that the results suck). The problem > starts when I want to write the obtained coefficients (incl. Std. > Errors, t-, and p-values) into a matrix. > Via the *f$coef* command I can only access the betas (1st column) and > using the *summary(f)* function I get > > summary(f) > >Fehler in summary.Design(f) : > >adjustment values not defined here or with datadist for lntex lnbeerp > lnwinep lntemp pop > > Does anyone know how I can set the *datadist()* and the *options()* such > that I will get access to all coefficients? > > I tried: > > options(datadist=NULL) > > f <- ols(lnbcpc ~ lntex + lnbeerp + lnwinep + lntemp + pop, > subset(aa, Jahr>=1957 & Jahr<=1966), penalty = rrk$kHKB) > > d <- datadist(f) > but got: > > Fehler in sort.list(unique(y)) : 'x' must be atomic for 'sort.list' > > Have you called 'sort' on a list? > > In the R documentation on ?ols() it states concerning the values > returned: "the same objects returned from |lm| (/unless |penalty| or > |penalty.matrix| are given/ - then an abbreviated list is returned since > |lm.pfit| is used as a fitter)..." Unfortunately no information seems to > be available on lm.pfit. > Does anyone know why the using that function leads to an abbreviated > return list? Is there a trick to circumvent that? > > Thanks > Benjamin Volland > > P.S. Currently using R-version 2.7.1 on a Windows PC. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >-- View this message in context: http://www.nabble.com/applying-summary%28%29-to-an-object-created-with-ols%28%29-tp25083729p25091255.html Sent from the R help mailing list archive at Nabble.com.