Puzzling coefficients for linear fitting to polynom
On 07-Mar-08 08:16:06, Firas Swidan, PhD wrote:
Hi, I can not comprehend the linear fitting results of polynoms. For example, given the following data (representing y = x^2):
x <- 1:3 y <- c(1, 4, 9)
performing a linear fit
f <- lm(y ~ poly(x, 2))
gives weird coefficients:
coefficients(f)
(Intercept) poly(x, 2)1 poly(x, 2)2 4.6666667 5.6568542 0.8164966 However the fitted() result makes sense:
fitted(f)
1 2 3 1 4 9 This is very confusing. How should one understand the result of coefficients()? Thanks for any tips, Firas.
Have a look at the values returned by poly(x,2). The coefficients you are getting are the results of fitting y = a + b1*poly(x,2)[,1] + b2*poly(x,2)[,2] where poly(x, 2)[,1] # [1] -7.071068e-01 -9.073264e-17 7.071068e-01 poly(x, 2)[,2] # [1] 0.4082483 -0.8164966 0.4082483 which is probably not what you may have thought you were doing! It is certainly not the same as fitting y = a + b1*x + b2*(x^2) though of course the fitted values will be the same. Best wishes, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk> Fax-to-email: +44 (0)870 094 0861 Date: 07-Mar-08 Time: 08:40:46 ------------------------------ XFMail ------------------------------