fitted.vlm {VGAM} | R Documentation

## Fitted Values of a VLM object

### Description

Extractor function for the fitted values of a model object that inherits from a vector linear model (VLM), e.g., a model of class `"vglm"`.

### Usage

    fitted.vlm(object, matrix.arg = TRUE, ...)

### Arguments

`object` | a model object that inherits from a VLM.
`matrix.arg` | Logical. Return the answer as a matrix? If `FALSE` then it will be a vector.
`...` | Currently unused.

### Details

The ``fitted values'' usually corresponds to the mean response, however, because the VGAM package fits so many models, this sometimes refers to quantities such as quantiles. The mean may even not exist, e.g., for a Cauchy distribution.

### Value

The fitted values as returned by the `inverse` slot of the VGAM family function, evaluated at the final IRLS iteration.

### Note

This function is one of several extractor functions for the VGAM package. Others include `coef`, `deviance`, `weights` and `constraints` etc. This function is equivalent to the methods function for the generic function `fitted.values`.

If `fit` is a VLM or VGLM then `fitted(fit)` and `predict(fit, type="response")` should be equivalent. The latter has the advantage in that it handles a `newdata` argument so that the fitted values can be computed for a different data set.

### Author(s)

Thomas W. Yee

### References

Chambers, J. M. and T. J. Hastie (eds) (1992) Statistical Models in S. Wadsworth & Brooks/Cole.

### See Also

`fitted`, `predict.vglm`, `vglmff-class`.

### Examples

    # Categorical regression example 1
    pneumo = transform(pneumo, let=log(exposure.time))
    fit = vglm(cbind(normal, mild, severe) ~ let,
               cumulative(parallel=TRUE, reverse=TRUE), pneumo)
    fit
    fitted(fit)

    # LMS quantile regression example 2
    fit = vgam(BMI ~ s(age, df=c(4,2)),
               fam=lms.bcn(zero=1), data=bminz, trace=TRUE)
    # The following are equal
    head(predict(fit, type="r"))
    head(fitted(fit))
    predict(fit, type="r", newdata=head(bminz))

[Package VGAM version 0.7-9 Index]