HH (version 2.1-23)

X.residuals: Residuals from the regression of each column of a data.frame against all the other columns.

Description

Calculate the residuals from the regression of each column of a data.frame against all the other columns.

Usage

X.residuals(x, ...)

## S3 method for class 'default':
X.residuals(x, y.name, na.action = na.exclude, ...) ## x is a data.frame

## S3 method for class 'formula':
X.residuals(x, data, na.action = na.exclude, ...)   ## x is a formula

## S3 method for class 'lm':
X.residuals(x, na.action = na.exclude, ...)  ## x is a "lm" object computed with x=TRUE

Arguments

x

data.frame, or formula, or lm object computed with x=TRUE.

na.action

See na.action.

...

additional arguments.

y.name

Name of Y-variable to be excluded from the computations.

data

A data frame in which the variables specified in the formula will be found. If missing, the variables are searched for in the standard way.

Value

• Data.frame of residuals, one column from each regression.

References

Heiberger, Richard~M. and Holland, Burt (2004b). Statistical Analysis and Data Display: An Intermediate Course with Examples in S-Plus, R, and SAS. Springer Texts in Statistics. Springer. ISBN 0-387-40270-5.

See Also

lm in R or lm in S-Plus, vif, lm.case.

Examples

usair <- read.table(hh("datasets/usair.dat"),                    
                    col.names=c("SO2","temp","mfgfirms","popn",
                                "wind","precip","raindays"))
usair$lnSO2 <- log(usair$SO2)
usair$lnmfg <- log(usair$mfgfirms)
usair$lnpopn <- log(usair$popn)

usair.lm <- lm(lnSO2 ~ temp + lnmfg + wind + precip, data=usair, x=TRUE)

X.residuals(usair.lm)  ## the lm object must be computed with x=TRUE

X.residuals(lnSO2 ~ temp + lnmfg + wind + precip, data=usair)

X.residuals(usair)

X.residuals(usair, y.name="lnSO2")