[Rd] NIST StRD linear regression

From: Carnell, Rob C <CarnellR_at_BATTELLE.ORG>
Date: Sun 30 Jul 2006 - 23:42:29 GMT


NIST maintains a repository of Statistical Reference Datasets at http://www.itl.nist.gov/div898/strd/. I have been working through the datasets to compare R's results to their references with the hope that if all works well, this could become a validation package.

All the linear regression datasets give results with some degree of accuracy except one. The NIST model includes 11 parameters, but R will not compute the estimates for all 11 parameters because it finds the data matrix to be singular.

The code I used is below. Any help in getting R to estimate all 11 regression parameters would be greatly appreciated.

I am posting this to the R-devel list since I think that the discussion might involve the limitations of platform precision.

I am using R 2.3.1 for Windows XP.

rm(list=ls())
require(gsubfn)

defaultPath <- "my path"

data.base <- "http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA"

reg.data <- paste(data.base, "/Filip.dat", sep="")

model <-
"V1~V2+I(V2^2)+I(V2^3)+I(V2^4)+I(V2^5)+I(V2^6)+I(V2^7)+I(V2^8)+I(V2^9)+I (V2^10)"

filePath <- paste(defaultPath, "//NISTtest.dat", sep="") download.file(reg.data, filePath, quiet=TRUE)

A <- read.table(filePath, skip=60, strip.white=TRUE) lm.data <- lm(formula(model), A)

lm.data

Rob Carnell



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