On Mar 16, 2011, at 3:19 PM, Justin Haynes wrote:
I have a very large dataset with columns of id number, actual value,
predicted value. This used to be a time series but I have dropped the
time component. So I now have a data.frame where the id number is
repeated but each value in the actual and predicted columns are
unique.
I assume I need to use recast somehow but I'm at a loss... how can I
perform a simple linear regression (using lm()?) on my two variables
for each unique id number?
additionally, I need to fix the y-intercept at zero.
?formula
Something like:
lm(y ~ x + factor(id) -1, data=dat)
If this is really a time series, then you will have serious validity
problems due to auto-correlation among non-independent units. (But if
you are just searching for a way to pull the wool over the eyes of the
statistically uninformed, then I guess there's no stopping you.)
--
David Winsemius, MD
West Hartford, CT
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