R: Effects from Fitted Model

effects {base} | R Documentation

## Effects from Fitted Model

### Description

Returns (orthogonal) effects from a fitted model, usually a linear model. This is a generic function, but currently only has a method for objects inheriting from class `"lm"`.

### Usage

    effects(object, ...)
    effects.lm(object, set.sign=FALSE, ...)

### Arguments

`object` | an R object; typically, the result of a model fitting function such as `lm`.
`set.sign` | logical. If `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.
`...` | arguments passed to or from other methods.

### Details

For a linear model fitted by `lm` or `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 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).

### Value

A (named) numeric vector of the same length as `residuals`, or a matrix if there were multiple responses in the fitted model, in either case of class `"coef"`.
The first 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.

### See Also

`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

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