Message-Id: <1.5.4.32.19970114064830.0090f78c@axiom.maths.uq.oz.au> Date: Tue, 14 Jan 1997 17:48:30 +1100 To: Ross Ihaka <ihaka@stat.auckland.ac.nz>, Jim Lindsey <jlindsey@luc.ac.be> From: Gordon K Smyth <gks@maths.uq.oz.au> Subject: Re: R-alpha: glm and substitute bugs At 03:30 PM 1/14/97 +1300, Ross Ihaka wrote: [ stuff deleted] >Which gets back to the original problem of how to handle singular >design matrices. The problem is that when the design is singular, >the coefficients come back with NAs in positions corresponding to >dependent columns. This makes all the starting values be NA which is >a disaster. Another possible fix is to add > start[is.na(start)] <- 0 >immediately after > start <- qr.coef(fit, w*z) > >BUT there are some other problems when the design matrix is singular. >It may be time to bite the bullet and really redo glm. What about deleting the aliased columns of weights*X before entering IRLS iteration? This would avoid having the QR decomposition flail around anew on each iteration, when the aliased columns cannot change. The same could be said of rows for which weights=0. It would be closer to the spirit of glms (and to the GLIM and S implementations) to have "start" refer to fitted values rather than coefficients, i.e., to set starting values for the fitted values rather than the coefficients. It would be good to move closer to the GLIM treatment of singular matrices, which is so much better than that of S. Gordon ---------------------------------------------------------------------- Dr Gordon K Smyth Telephone: 7-3365-3116, Fax: 7-3365-1477 Department of Mathematics, University of Queensland, Q 4072, Australia E-mail: gks@maths.uq.oz.au, URL: http://www.maths.uq.oz.au/~gks/ ---------------------------------------------------------------------- =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- r-testers mailing list -- For info or help, send "info" or "help", To [un]subscribe, send "[un]subscribe" (in the "body", not the subject !) To: r-testers-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-