specifying model terms when using predict

on 01/16/2009 02:20 PM VanHezewijk, Brian wrote:

I've recently encountered an issue when trying to use the predict.glm
function.



I've gotten into the habit of using the dataframe$variablename  
method of
specifying terms in my model statements.  I thought this unambiguous
notation would be acceptable in all situations but it seems models
written this way are not accepted by the predict function.  Perhaps
others have encountered this problem as well.

<snip>

The bottom line is "don't do that".  :-)

When the predict.*() functions look for the variable names, they use  
the
names as specified in the formula that was used in the initial  
creation
of the model object.

As per ?predict.glm:

Note

Variables are first looked for in newdata and then searched for in the
usual way (which will include the environment of the formula used in  
the
fit). A warning will be given if the variables found are not of the  
same
length as those in newdata if it was supplied.


As per your example, using:

x <- 1:100

y <- 2 * x

orig.df <- data.frame(x1 = x, y1 = y)

lm1 <- glm(orig.df$y1 ~ orig.df$x1, data = orig.df)

pred1 <- predict(lm1, newdata = data.frame(x1 = 101:150))


When predict.glm() tries to locate the variable "orig.df$x1" in the  
data
frame passed to 'newdata', it cannot be found. The correct name in the
model is "orig.df$x1", not "x1" as you used above.

Thus, since it cannot find that variable in 'newdata', it begins to  
look
elsewhere for a variable called "orig.df$x1". Guess what?  It finds it
in the global environment as a column the original dataframe  
'orig.df'.

Since that column has a length of 100 and the data frame that you  
passed
to newdata only has 50, you get an error.

Warning message:

'newdata' had 50 rows but variable(s) found have 100 rows