Re: [Rd] problem with zero-weighted observations in predict.lm?

From: peter dalgaard <pdalgd_at_gmail.com>
Date: Thu, 29 Jul 2010 16:19:10 +0200

I believe that I now has this nailed down (a couple of further issues raised their head). Committed to r-devel.

-pd

On Jul 29, 2010, at 10:11 AM, Peter Dalgaard wrote:

> Peter Dalgaard wrote:

>> Prof Brian Ripley wrote:
>> 
>>> I think you will find that 'n' is used in several ways in predict.lm, 
>>> and since NA-handling was introduced in R 1.8.0 they may differ in 
>>> value.  So the safest route seems to be to change just 'n' in
>>> 
>>> 		df <- n - p
>> 
>> Yes, that seems to fix things. Will commit to R-devel shortly.
>> 
>> -p
>> 

>
> Spoke too soon, it fixes Bill's case, but breaks one of the regression
> tests!
>
> In fact this goes deeper, summary.lm special-cases the same zero-rank
> case by using length(residuals), so it also miscalculates with zero weights:
>
>> fit <- lm(y~0,weights=c(0,rep(1,9)))
>> summary(fit)

>
> Call:
> lm(formula = y ~ 0, weights = c(0, rep(1, 9)))
>
> Residuals:
> Min 1Q Median 3Q Max
> -1.95428 -1.40571 -0.42378 -0.05795 1.05518
>
> No Coefficients
>
> Residual standard error: 1.119 on 10 degrees of freedom
>
> ----
>
> Hum. lm() actually returns df.residual, AFAICS in all cases, now why
> don't we just use that throughout????
>
>
> --
> Peter Dalgaard
> Center for Statistics, Copenhagen Business School
> Phone: (+45)38153501
> Email: pd.mes_at_cbs.dk Priv: PDalgd_at_gmail.com
-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes_at_cbs.dk  Priv: PDalgd_at_gmail.com

______________________________________________
R-devel_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
Received on Thu 29 Jul 2010 - 14:24:24 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 29 Jul 2010 - 21:40:22 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.

list of date sections of archive