isabella at ghement.ca
2014-Sep-16 22:06 UTC
[R] Error in predict.lm() for models with no intercept?
Hi everyone, Could there be an error in the predict() function in R for models without intercepts which include one or more predictors? When using the predict() function to obtain the standard errors of the fitted values produced by a linear model (lm), the behaviour of the standard errors seems to mirror that of models which include an intercept (which should not happen). Here is an attempt to produce standard errors (and hence confidence bands) for the fitted values in a linear model with a single predictor and no intercept using R code: ## simulate a response y and two predictors x and z x [[alternative HTML version deleted]]
Hi, Your example didn't come through, probably because you sent your message in HTML. Please re send it in plain text (messages sent to this list should always be plain text, as explained in the posting guide). Best, Ista Hi everyone, Could there be an error in the predict() function in R for models without intercepts which include one or more predictors? When using the predict() function to obtain the standard errors of the fitted values produced by a linear model (lm), the behaviour of the standard errors seems to mirror that of models which include an intercept (which should not happen). Here is an attempt to produce standard errors (and hence confidence bands) for the fitted values in a linear model with a single predictor and no intercept using R code: ## simulate a response y and two predictors x and z x [[alternative HTML version deleted]] ______________________________________________ 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. [[alternative HTML version deleted]]