effects {base} | R Documentation |
Returns (orthogonal) effects from a fitted model, usually a linear
model. This is a generic function, but currently only has a method for
objects inheriting from class "lm"
.
effects(object, ...) effects.lm(object, set.sign=FALSE)
object |
an R object; typically, the result of a model fitting function
such as lm . |
set.sign |
logical. If TRUE , the sign of the effects
corresponding to coefficients in the model will be set to agree with the
signs of the corresponding coefficients, otherwise the sign is
arbitrary. |
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).
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.
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