| predict.lm {stats} | R Documentation |
Predicted values based on linear model object
## S3 method for class 'lm':
predict(object, newdata, se.fit = FALSE, scale = NULL, df = Inf,
interval = c("none", "confidence", "prediction"),
level = 0.95, type = c("response", "terms"),
terms = NULL, na.action = na.pass, ...)
object |
Object of class inheriting from "lm" |
newdata |
An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are used. |
se.fit |
A switch indicating if standard errors are required. |
scale |
Scale parameter for std.err. calculation |
df |
Degrees of freedom for scale |
interval |
Type of interval calculation |
level |
Tolerance/confidence level |
type |
Type of prediction (response or model term) |
terms |
If type="terms", which terms (default is all terms) |
na.action |
function determining what should be done with missing
values in newdata. The default is to predict NA. |
... |
further arguments passed to or from other methods. |
predict.lm produces predicted values, obtained by evaluating
the regression function in the frame newdata (which defaults to
model.frame(object). If the logical se.fit is
TRUE, standard errors of the predictions are calculated. If
the numeric argument scale is set (with optional df), it
is used as the residual standard deviation in the computation of the
standard errors, otherwise this is extracted from the model fit.
Setting intervals specifies computation of confidence or
prediction (tolerance) intervals at the specified level, sometimes
referred to as narrow vs. wide intervals.
If the fit is rank-deficient, some of the columns of the design matrix
will have been dropped. Prediction from such a fit only makes sense
if newdata is contained in the same subspace as the original
data. That cannot be checked accurately, so a warning is issued.
If newdata is omitted the predictions are based on the data
used for the fit. In that case how cases with missing values in the
original fit is determined by the na.action argument of that
fit. If na.action = na.omit omitted cases will not appear in
the residuals, whereas if na.action = na.exclude they will
appear (in predictions, standard errors or interval limits),
with residual value NA. See also napredict.
predict.lm produces a vector of predictions or a matrix of
predictions and bounds with column names fit, lwr, and
upr if interval is set. If se.fit is
TRUE, a list with the following components is returned:
fit |
vector or matrix as above |
se.fit |
standard error of predicted means |
residual.scale |
residual standard deviations |
df |
degrees of freedom for residual |
Variables are first looked for in newdata and then searched for
in the usual way (which will include the environment of the formula
used in the fit). As from R 2.0.0 a warning will be given if the
variables found are not of the same length as those in newdata
if it was supplied.
Offsets specified by offset in the fit by lm
will not be included in predictions, whereas those specified by an
offset term in the formula will be.
The model fitting function lm, predict,
SafePrediction
## Predictions
x <- rnorm(15)
y <- x + rnorm(15)
predict(lm(y ~ x))
new <- data.frame(x = seq(-3, 3, 0.5))
predict(lm(y ~ x), new, se.fit = TRUE)
pred.w.plim <- predict(lm(y ~ x), new, interval="prediction")
pred.w.clim <- predict(lm(y ~ x), new, interval="confidence")
matplot(new$x,cbind(pred.w.clim, pred.w.plim[,-1]),
lty=c(1,2,2,3,3), type="l", ylab="predicted y")