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residu
2006 Jan 18
3
Possible improvement in lm
Folks,
I do a series of regressions (one for each quarter in the dataset) and
then go and extract the residuals from each stored lm object that is
returned as follows:
vResiduals <- as.vector(unlist(resid(lQuarterlyRegressions[[i]])));
Here lQuarterlyRegressions is a vector of objects returned by lm().
Next, I may go find outliers using identify() on a plot or do some
other analysis which tells me which row of the quarterly data I need
to take a closer look at.
How...