| % File src/library/stats/man/effects.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{effects} |
| \title{Effects from Fitted Model} |
| \usage{ |
| effects(object, \dots) |
| |
| \method{effects}{lm}(object, set.sign = FALSE, \dots) |
| } |
| \alias{effects} |
| \alias{effects.lm} |
| \alias{effects.glm} |
| \arguments{ |
| \item{object}{an \R object; typically, the result of a model fitting function |
| such as \code{\link{lm}}.} |
| \item{set.sign}{logical. If \code{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.} |
| \item{\dots}{arguments passed to or from other methods.} |
| } |
| \description{ |
| 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 \code{"lm"} and \code{"glm"}. |
| } |
| \details{ |
| For a linear model fitted by \code{\link{lm}} or \code{\link{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 \eqn{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. |
| } |
| \value{ |
| A (named) numeric vector of the same length as |
| \code{\link{residuals}}, or a matrix if there were multiple responses |
| in the fitted model, in either case of class \code{"coef"}. |
| |
| The first \eqn{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. |
| } |
| \references{ |
| Chambers, J. M. and Hastie, T. J. (1992) |
| \emph{Statistical Models in S.} |
| Wadsworth & Brooks/Cole. |
| } |
| \seealso{\code{\link{coef}}} |
| \examples{ |
| 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 |
| } |
| \keyword{models} |
| \keyword{regression} |