predict: remove columns with new levels automatically

Datum: Wed, 25 Nov 2009 00:48:59 -0500
Von: David Winsemius <dwinsemius at comcast.net>
An: Andreas Wittmann <andreas_wittmann at gmx.de>
CC: r-help at r-project.org
Betreff: Re: [R] predict: remove columns with new levels automatically

On Nov 24, 2009, at 2:24 PM, Andreas Wittmann wrote:

Dear R-users,

in the follwing thread

http://tolstoy.newcastle.edu.au/R/help/03b/3322.html

the problem how to remove rows for predict that contain levels which  
are not in the model.

now i try to do this the other way round and want to remove columns  
(variables) in the model which will be later problematic with new  
levels for prediction.

## example:
set.seed(0)
x <- rnorm(9)
y <- x + rnorm(9)

training <- data.frame(x=x, y=y, z=c(rep("A", 3), rep("B", 3),  
rep("C", 3)))
test <- data.frame(x=t<-rnorm(1), y=t+rnorm(1), z="D")

lm1 <- lm(x ~ ., data=training)
## prediction does not work because the variable z has the new level  
"D"
predict(lm1, test)

## solution: the variable z is removed from the model
## the prediction happens without using the information of variable z
lm2 <- lm(x ~ y, data=training)
predict(lm2, test)

How can i autmatically recognice this and calculate according to this?

Let me get this straight. You want us to predict in advance (or more  
accurately design an algorithm that can see into the future and work  
around) any sort of newdata you might later construct????

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT