search for: lmres

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2011 Nov 14
2
help in fitted values in lm function
Hi, I have a data set of 10000 rows and ran a linear regression by using the function lmres = lm(formula,data) then got the fitted value by using the value fit=fitted(lmres). but the number of rows in the fitted one is about 9548, What could be the reason for reduction in the number of rows in the fitted one -- View this message in context: http://r.789695.n4.nabble.com/help-in-fitte...
2007 May 23
0
Changing sequential regression code to call systemfit
I use code ( actually its code from vars package and its directly below ) to do a sequence of lm calls and the data I use from the matrix depends on restrictions. for(i in 1:K){ datares <- datasub[, which(x$restrictions[i, ] == 1),drop=FALSE] y <- yendog[, i] lmres <- lm(y ~ -1 + ., data=datares) # x$varresult[[i]] <- lmres # x$resid[, i] <- resid(x$varresult[[i]]) } I would like to modify the code to make one call to systemfit because I really should be using SUR rather than a sequence of lms. But, systemfit needs the following type of...