[Rd] vcov on result of rlm() yields "-- please report!" (PR#7707)

From: <frank_at_trdlnk.com>
Date: Sat 26 Feb 2005 - 09:04:29 EST


This is a multi-part message in MIME format.

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Content-Type: text/plain; charset=ISO-8859-1; format=flowed
Content-Transfer-Encoding: 7bit

Dear r-bugs,
I looked over the FAQ. Hope I'm reporting this correctly. I ran this on both solaris and windows. I've provided terminal snapshots which include how R was called from the command line, and the result of version at the R prompt.

I have attached the .r file, and the data file and the output snapshots. Below also find everything except only a few lines of the data file.

Note that it seems to work for lm() but not for rlm().

Not that it matters for our purposes, but the same program(except for modifying read.csv()) runs without error under Splus Version 6.2.1on Linux 2.4.18.

Thanks for looking at this.
Of course let me know if I can provide any other information.

Frank Hansen
312-264-2043

R : Copyright 2004, The R Foundation for Statistical Computing Version 1.9.1 (2004-06-21), ISBN 3-900051-00-3

R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors. Type 'contributors()' for more information and
'citation()' on how to cite R in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.

 > version

         _
platform i386-pc-solaris2.8

arch     i386             
os       solaris2.8       
system   i386, solaris2.8 
status                    
major    1                
minor    9.1              
year     2004             
month    06               
day      21               
language R                

 > source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of fre
edom. -- please report!") :

        missing value where TRUE/FALSE needed  >

---here is a cut and paste of the terminal window on dos -----

H:\Notes>R

R : Copyright 2004, The R Foundation for Statistical Computing Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors. Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.

 > version

         _
platform i386-pc-mingw32

arch     i386
os       mingw32

system i386, mingw32
status
major 2
minor 0.1
year 2004
month 11
day 15
language R
 > source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of fre
edom. -- please report!") :

        missing value where TRUE/FALSE needed  >

here is the program

----------------- test.r --------

library(MASS)

dat <- read.csv( "data.for.r.help.no.I.csv", header=TRUE)

attach( dat)

log1pX <- log(1 + X)
logZ <- log(Z)

rlm.out <- rlm( Y ~ -1+ Factor + log1pX + logZ + W, method="M") lm.out <- lm( Y ~ -1+ Factor + log1pX + logZ + W)

print( "before vcov( lm.out)" )
vcov( lm.out)

print( "before vcov(rlm.out)" )
vcov( rlm.out)

print( "after vcov(rlm.out)" )


---------here is head on the data file -------- "Y","Factor","X","Z","W"

8.73469387755,"A",-0.050335552279,3.49,1.30413295097
23.5315946724,"B",0.399664852202,4.59,0.914640733428
854.100293301,"C",6.65305970571,2.12,-0.127812880306
27.1833605167,"D",0.101059456576,3.52,-0.0648127731788
17.7277970012,"D",0.0446397114047,4.59,-0.137983116953
15.9722222222,"C",0.000378382282472,4.59,-0.495730019986
26.2627737226,"E",0.138801178471,3.55,-0.220289949486
21.9134615385,"A",0.387109096009,3.55,1.22120113878
16.5000165,"C",0.133098708566,3.52,-0.243375187344

--------------020205020409020506080205
Content-Type: text/x-comma-separated-values;  name="data.for.r.help.no.I.csv"
Content-Transfer-Encoding: 7bit
Content-Disposition: inline;
 filename="data.for.r.help.no.I.csv"

"Y","Factor","X","Z","W"

8.73469387755,"A",-0.050335552279,3.49,1.30413295097
23.5315946724,"B",0.399664852202,4.59,0.914640733428
854.100293301,"C",6.65305970571,2.12,-0.127812880306
27.1833605167,"D",0.101059456576,3.52,-0.0648127731788
17.7277970012,"D",0.0446397114047,4.59,-0.137983116953
15.9722222222,"C",0.000378382282472,4.59,-0.495730019986
26.2627737226,"E",0.138801178471,3.55,-0.220289949486
21.9134615385,"A",0.387109096009,3.55,1.22120113878
16.5000165,"C",0.133098708566,3.52,-0.243375187344
28.5052631579,"B",0.623439422305,3.52,-0.422811577042
25.8745622811,"D",0.229205420669,2.12,-0.200177307421
16.4680232558,"E",0.179418817508,3.51,-0.335809927225
11.8625,"F",-0.188194758578,3.63,-0.430203019688
28.75,"E",0.599979969827,3.55,-0.3972666749
11.0707456979,"A",0.0222998422651,3.55,-0.024764276122
19.5514705882,"C",0.114905693717,3.51,-0.429671828481
18.6742934051,"B",0.0297655497652,4.59,-0.474833455898 54.347826087,"E",0.0657718166744,3.63,-0.442615879212
8.61157024793,"A",-0.0679442165455,3.49,0.249656986243
55.9459459459,"H",0.402878814284,4.59,-0.523454051056
12.3357605624,"F",-0.174806348851,3.52,-0.484777106295
20.0869766087,"B",0.0997440131645,3.55,0.174734541472
12.3903345725,"B",0.0505165785386,3.49,-0.112688455668
26.0075,"A",0.157834271388,3.63,-0.132912730886
11.9518377693,"A",0.061384765068,4.59,-0.28334400572
21.7592592593,"C",0.119345555323,3.69,-0.539329198267
14.913409802,"E",0.102525055053,3.69,-0.419968044113
16.8187539333,"D",0.0850209681194,4.59,-0.152149322452
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21.326754386,"A",-0.0666644294356,3.55,-0.377558236144
16.5308118683,"D",0.00488001447699,4.59,0.550971878424
19.7704081633,"B",0.295825553381,3.51,-0.507839519531
16.7927631579,"D",0.0412655840118,3.49,0.96097762139
58.32,"G",0.36793901326,2.12,-0.543313547312
18.2540983607,"F",0.130183791089,3.52,-0.254570872016
21.5294117647,"A",0.216310718816,3.63,-0.44837847382
32.6153846154,"B",0.616852170827,3.5,-0.137872313787
12.100456621,"F",-0.0716737993601,4.59,-0.217552654798
96.2121212121,"C",1.43708718338,3.49,-0.562412776152
44.3225806452,"F",0.455679605168,3.55,-0.0195847468614
35.1515151515,"H",0.0634403289952,3.49,-0.301121066447
18.9349112426,"B",0.419806161243,3.49,-0.481343868127
13.6689038031,"E",0.129475482986,3.69,0.173172092336
13.4612676056,"E",0.038580753911,3.51,0.209952518491
17.2413793103,"F",0.0818016458158,4.59,-0.532234060716
32.7247290378,"C",0.223591135664,3.59,-0.522165497386
32.8036322361,"D",0.159738245449,3.59,-0.469923672172
14.0371621622,"A",0.00786263593081,3.49,-0.522361789137
18.6205016358,"C",0.0697282036396,4.59,-0.559036392043
22.5321637427,"C",0.253176165958,3.49,-0.462649257589
12.8644939966,"A",-0.257191950463,3.69,-0.535866080593
15.3495440729,"E",0.0686445282036,4.59,-0.559465909933
20.5068356119,"E",0.195081088435,4.59,-0.425675859628
6.37312126076,"E",0.0533894440023,4.59,-0.480184792314
16.2802641233,"E",0.105766795295,4.59,-0.107738832602
31.4438502674,"H",0.296937975502,4.59,-0.0697960106888
16.4912917271,"E",0.161621584567,4.59,-0.405132454694
50.1695168467,"B",1.43722620782,2.12,-0.0963983153273
53.9838337182,"H",0.377434883805,4.59,-0.361241121249
19.0052356021,"C",0.114790302635,3.55,-0.509974244194 10.2944111776,"A",0.117306642214,2.12,0.390494449889

--------------020205020409020506080205
Content-Type: text/plain;
 name="test.r"
Content-Transfer-Encoding: 7bit
Content-Disposition: inline;
 filename="test.r"

library(MASS)

dat <- read.csv( "data.for.r.help.no.I.csv", header=TRUE)

attach( dat)

log1pX <- log(1 + X)
logZ <- log(Z)

rlm.out <- rlm( Y ~ -1+ Factor + log1pX + logZ + W, method="M") lm.out <- lm( Y ~ -1+ Factor + log1pX + logZ + W)

print( "before vcov( lm.out)" )
vcov( lm.out)

print( "before vcov(rlm.out)" )
vcov( rlm.out)

print( "after vcov(rlm.out)" )   

--------------020205020409020506080205
Content-Type: text/plain;
 name="test.unix.out"
Content-Transfer-Encoding: 7bit
Content-Disposition: inline;
 filename="test.unix.out"

brahe:/home/titan/frank $ R

R : Copyright 2004, The R Foundation for Statistical Computing Version 1.9.1 (2004-06-21), ISBN 3-900051-00-3

R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors. Type 'contributors()' for more information and
'citation()' on how to cite R in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.

> version

         _
platform i386-pc-solaris2.8

arch     i386              
os       solaris2.8        
system   i386, solaris2.8  
status                     
major    1                 
minor    9.1               
year     2004              
month    06                
day      21                
language R                 

> source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of freedom. -- please report!") :

        missing value where TRUE/FALSE needed >

--------------020205020409020506080205
Content-Type: text/plain;
 name="test.dos.out"
Content-Transfer-Encoding: 7bit
Content-Disposition: inline;
 filename="test.dos.out"

H:\Notes>R

R : Copyright 2004, The R Foundation for Statistical Computing Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors. Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for a HTML browser interface to help.
Type 'q()' to quit R.

> version

         _
platform i386-pc-mingw32

arch     i386
os       mingw32

system i386, mingw32
status
major 2
minor 0.1
year 2004
month 11
day 15
language R
> source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of fre edom. -- please report!") :

        missing value where TRUE/FALSE needed >

--------------020205020409020506080205--



R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Feb 26 09:10:30 2005

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