effects | R Documentation |
Returns (orthogonal) effects from a fitted model, usually a linear
model. This is a generic function, but currently only has a methods for
objects inheriting from classes "lm"
and "glm"
.
effects(object, ...) ## S3 method for class 'lm' effects(object, set.sign = FALSE, ...)
object |
an R object; typically, the result of a model fitting function
such as |
set.sign |
logical. If |
... |
arguments passed to or from other methods. |
For a linear model fitted by lm
or aov
,
the effects are the uncorrelated single-degree-of-freedom values
obtained by projecting the data onto the successive orthogonal
subspaces generated by the QR decomposition during the fitting
process. The first r (the rank of the model) are associated with
coefficients and the remainder span the space of residuals (but are
not associated with particular residuals).
Empty models do not have effects.
A (named) numeric vector of the same length as
residuals
, or a matrix if there were multiple responses
in the fitted model, in either case of class "coef"
.
The first r rows are labelled by the corresponding coefficients, and the remaining rows are unlabelled. Note that in rank-deficient models the corresponding coefficients will be in a different order if pivoting occurred.
Chambers, J. M. and Hastie, T. J. (1992) Statistical Models in S. Wadsworth & Brooks/Cole.
coef
y <- c(1:3, 7, 5) x <- c(1:3, 6:7) ( ee <- effects(lm(y ~ x)) ) c( round(ee - effects(lm(y+10 ~ I(x-3.8))), 3) ) # just the first is different
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