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

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sat 26 Feb 2005 - 18:56:04 EST

This results from calling vcov() on an object for which it does not have a method. That is allowed, but that you get an warning is not a bug: it should point up to you that the results are not reliable. However, there is an error in the check! (So the bug is not what you were asked to report: it seems strange to me that it asks for a report on something that is perfectly reasonable.)

I do not remember why vcov.lm calls summary.lm explicitly (I suspect it is to cope with aov objects), but that stops inheritance working correctly. Adding

vcov.rlm <- function (object, ...)
{

     so <- summary(object, corr = FALSE)
     so$stddev^2 * so$cov.unscaled

}

should circumvent this and also give the results you should expect.

I believe the results you get under S-PLUS are equally unreliable, for the same reason. Nowhere that I can see is it stated that vcov works for rlm fits (do check its help page), and a leap of faith underlies this.

Finally, it is courtesy to acknowledge when you are using contributed software (I hope you _do_ give credit in your reports), and both the posting guide and FAQ do ask you to report problems with contributed packages to the maintainer. (You seem unaware that rlm is part of the VR bundle.) E.g.:

    Bug reports on contributed packages should be sent first to the package     maintainer, and only submitted to the R-bugs repository by package     maintainers, mentioning the package in the subject line.

On Fri, 25 Feb 2005 frank@trdlnk.com wrote:

> This is a multi-part message in MIME format.
> --------------020205020409020506080205
> 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
>
> -------- here is a cut and paste from the terminal window on solaris ---
> 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$df.residual) warning("inconsistent residual
> degrees of fre
> edom. -- please report!") :
> missing value where TRUE/FALSE needed
> >
>
>
> ---here is a cut and paste of the terminal window on dos -----
>
> H:\Notes>R
>
> R : Copyright 2004, The R Foundation for Statistical Computing
> Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type 'license()' or 'licence()' for distribution details.
>
> R is a collaborative project with many contributors.
> Type 'contributors()' for more information and
> 'citation()' on how to cite R or R packages in publications.
>
> Type 'demo()' for some demos, 'help()' for on-line help, or
> 'help.start()' for a HTML browser interface to help.
> Type 'q()' to quit R.
>
> > version
> _
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 2
> minor 0.1
> year 2004
> month 11
> day 15
> language R
> > source("test.r")
> [1] "before vcov( lm.out)"
> [1] "before vcov(rlm.out)"
> Error in if (rdf != z$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
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> 54.347826087,"E",0.0657718166744,3.63,-0.442615879212
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> 26.0075,"A",0.157834271388,3.63,-0.132912730886
> 11.9518377693,"A",0.061384765068,4.59,-0.28334400572
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> 14.913409802,"E",0.102525055053,3.69,-0.419968044113
> 16.8187539333,"D",0.0850209681194,4.59,-0.152149322452
> 18.0620985011,"A",0.156630637908,3.51,0.264569349391
> 18.0671936759,"D",0.0804427049757,3.51,-0.26504156369
> 21.8181818182,"D",0.130936716684,3.52,-0.101664163159
> 20.0691823899,"A",0.375908602408,3.51,1.36043216402
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> 16.0843373494,"A",0.15179876087,3.52,1.81905601218
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> 6.15492957746,"E",0.0127846528516,4.59,-0.490423917821
> 24.8085714286,"D",0.0867753888059,3.51,-0.21975087341
> 12.2097378277,"H",-0.0149331797033,3.51,0.0141799242148
> 29.476555477,"A",0.195826082472,3.63,-0.388398271703
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> 26.9806763285,"D",0.180334022977,4.59,-0.454131523587
> 23.6900893603,"A",0.369162188942,3.63,0.75107409603
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> 23.1839359697,"B",0.330816121952,4.59,0.700759913906
> 14.2833333333,"A",0.0504728036037,3.63,-0.196384685202
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> 21.1988304094,"D",0.126786476293,3.55,0.426740364892
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> 28.1575919943,"G",0.0250474453866,3.55,-0.506641019371
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> 35.9670530811,"H",0.302259030559,4.59,0.266881691114
> 15.0070126227,"H",0.143923838482,4.59,0.801914489443
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> 6.80956434264,"E",0.0291322117129,4.59,-0.537963455874
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> 23.0271839535,"H",0.0634428857159,4.59,-0.436288063959
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> 15.6127770535,"E",-0.117894837561,4.59,-0.468494850824
> 23.6014492754,"C",0.26191892066,3.55,-0.0351536291418
> 17.3876146789,"F",0.00820885323584,3.63,1.89576251242
> 19.5454545455,"F",0.137618132394,3.52,-0.451332394923
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> 21.3662790698,"H",-0.048573584644,3.69,-0.543103145795
> 11.8708609272,"F",-0.0337379748099,3.51,2.02929070206
> 13.3333333333,"C",-0.0774938771658,3.51,-0.579547842507
> 17.1666666667,"H",0.0855089129068,3.69,1.33901063362
> 30.80625,"H",0.121870647624,3.63,-0.50053481045
> 17.686533212,"E",0.215877973092,4.59,-0.401745695756
> 19.0769230769,"D",0.191872244057,3.52,-0.514102180862
> 25.6727828746,"C",0.118740372244,4.59,-0.419133077934
> 53.7398365677,"G",0.0955785834204,3.63,-0.591176365014
> 16.5805084746,"C",0.106557155003,3.52,-0.345995933611
> 22.7962085308,"C",0.12497828731,3.52,-0.257976720638
> 17.0238095238,"C",0.0908202826532,4.59,-0.501063096705
> 19.7086368366,"C",0.151933632034,3.55,-0.463464304097
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> 21.6666666667,"C",0.0961096453501,4.59,-0.569362666107
> 29.9010438968,"B",0.383530392662,2.12,-0.114098187332
> 38.8978494624,"D",0.141998639436,2.12,-0.0510507709883
> 9.97868420407,"A",-0.00102441760482,3.52,-0.4252426068
> 36.2333333333,"F",0.433981990821,3.55,0.568210693061
> 31.4814814815,"H",0.333422509364,3.63,-0.55155904582
> 67.5,"H",0.70433620754,3.63,-0.580792821898
> 16.1146496815,"D",0.0701493919164,4.59,-0.42722585897
> 22.3441615452,"H",0.103820121796,3.59,-0.213981638911
> 33.0909090909,"H",0.363031447646,3.52,3
> 22.5680933852,"H",0.222323797905,3.63,0.0525472841003
> 16.1538461538,"H",-0.0684763749641,3.69,-0.388038057666
> 27.3243243243,"H",0.178522586329,3.52,1.7496861755
> 27.8602150538,"H",0.152695895697,3.55,-0.315798958477
> 40.3846153846,"H",0.207080473386,4.59,-0.515952635231
> 23.3805309735,"G",0.139863258373,3.5,-0.497512830474
> 22.5583333333,"H",0.0926215416755,3.63,1.88550222226
> 21.8928571429,"H",0.0532990010981,3.63,1.93449672623
> 56.4074074074,"H",0.542324160096,3.49,-0.208033542372
> 9.55367231638,"B",-0.0126366360709,3.51,-0.146204130866
> 46.7714285714,"H",0.635336653851,3.52,-0.395713770606
> 15.1624548736,"H",0.0951298094925,3.69,0.544464371146
> 58.3047945205,"J",0.774955021618,4.59,-0.531539777209
> 20.5050505051,"E",0.0971440703532,3.55,-0.325810252755
> 16.8205003643,"H",0.124079046355,4.59,-0.455732152091
> 68.7679083095,"H",0.58834202541,4.59,-0.531985064838
> 34.2857142857,"C",0.290215786413,3.63,-0.57640509953
> 10.2560914968,"A",-0.0610637969297,3.59,-0.546943907216
> 28.6842105263,"C",0.525118632142,3.49,-0.0523795789918
> 30.0416666667,"H",0.156954082926,3.52,-0.472482519814
> 20.1554404145,"C",0.0943522550034,4.59,-0.432462657283
> 12.7670396745,"C",0.100871137529,3.69,-0.544531967143
> 20.9363636364,"F",0.0329810347639,3.63,-0.366829418743
> 19.9712643678,"D",0.143507877945,4.59,1.27487137035
> 8.79711425206,"E",0.169545007823,4.59,-0.479695515413
> 13.5026041667,"A",0.0560834440921,2.12,3
> 16.1768953069,"A",0.146732872812,3.63,0.887818482431
> 15.8369098712,"D",-0.039775301243,3.51,-0.323236050367
> 8.27361563518,"E",0.0406370104999,3.55,0.0423073286075
> 18.7425860024,"E",0.100508655177,2.12,-0.291833520189
> 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
>
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

______________________________________________
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Received on Sat Feb 26 19:07:55 2005

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