Create lm object from data/coefficients

Question

Does anyone know of a function that can create an lm object given a dataset and coefficients?

I\'m interested in this because I started playing with Bayesian model avera

Answer 1

There is no function that I am aware of that does this. One could of course be made. All that your magicFunction would need to do is create a list with elements:

> names(fakeModel)
[1] "coefficients"  "residuals"     "effects"       "rank"         
 [5] "fitted.values" "assign"        "qr"            "df.residual"  
 [9] "xlevels"       "call"          "terms"         "model"  

then make it an lm object

> class(fakeModel) <- c("lm")

Let me just say that I think that this is a bad idea though. Whose to say that the generic function that you apply will be applicable to a bicreg object. For example, how would you interpret AIC(fakeModel)?

You are better off creating your own functions to do diagnostics and prediction.

Answer 2

It seems you can compute your lm object as usual, and then modify the coefficients afterwards by modifying the $coefficients attribute of your lm() result.

See this question and results for more details :

http://tolstoy.newcastle.edu.au/R/e2/help/07/08/24294.html

Not sure it corresponds to what you want to do, though...