regression - order of coefficients in lm, R -


when running regression in r, order returned coefficients? example:

 coef(lm(y ~ x + z, data=data.frame(x=1:10, y=10:1, z=1:5))) 

is guaranteed coefficient associated x returned before coefficient associated z? order mean order in vector of returned coefficients. reason matters me test linear hypothesis coefficients in model , therefore order of coefficients in variance covariance matrix returned vcov , actual estimates returned coef matters.

index name, not position. right answer.

coef(lm(y ~ x+z, data=data.frame(x=1:10, y=10:1, z=1:5)))['x'] ##  x  ## -1  coef(lm(y ~ x+z, data=data.frame(x=1:10, y=10:1, z=1:5)))['z'] ##             z  ## -1.855301e-16  

and both of them, in desired order:

coef(lm(y ~ x+z, data=data.frame(x=1:10, y=10:1, z=1:5)))[c('x', 'z')] ##             x             z  ## -1.000000e+00 -1.855301e-16  

Comments

Popular posts from this blog

SPSS keyboard combination alters encoding -

Add new record to the table by click on the button in Microsoft Access -

CSS3 Transition to highlight new elements created in JQuery -