Predict function

Model Predictions

Predict is a generic function with, at present, a single method for "lm" objects, Predict.lm, which is a modification of the standard predict.lm method in the stats package, but with an additional vcov. argument for a user-specified covariance matrix for intreval estimation.

Predict(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,
  pred.var = res.var/weights, weights = 1, vcov., ...)

Arguments

• object: a model object for which predictions are desired.
• newdata, se.fit, scale, df, interval, level, type, terms, na.action, pred.var, weights: see predict.lm.
• vcov.: optional, either a function to compute the coefficient covariance matrix of object (e.g., hccm) or a coefficient covariance matrix (as returned, e.g., by hccm). To use a bootstrap to estimate the covariance matrix, set vcov. = vcov(Boot(object)).
• ...: arguments to pass down to Predict or predict methods.

Details

If there is no appropriate method for Predict, then a predict method is invoked. If there is a specific predict method for the primary class of object but only an inherited Predict method, then the predict method is invoked. Thus an object of class c("glm", "lm") will invoke method predict.glm rather than Predict.lm, but an object of class c("aov", "lm") will invoke Predict.lm

rather than predict.lm.

Returns

See predict and predict.lm.

References

Fox, J. and Weisberg, S. (2019) An R Companion to Applied Regression, Third Edition, Sage.

Author(s)

John Fox jfox@mcmaster.ca

See Also

predict, predict.lm

Examples

mod <- lm(interlocks ~ log(assets), data=Ornstein)
newd <- data.frame(assets=exp(4:12))
(p1 <- predict(mod, newd, interval="prediction"))
p2 <- Predict(mod, newd, interval="prediction", vcov.=vcov)
all.equal(p1, p2) # the same

(predict(mod, newd, se=TRUE))
(p3 <- Predict(mod, newd, se=TRUE, vcov.=hccm)) # larger SEs
p4 <- Predict(mod, newd, se=TRUE, vcov.=hccm(mod, type="hc3"))
all.equal(p3, p4) # the same