From: <russell-lenth_at_uiowa.edu>

Date: Wed, 23 Apr 2008 19:05:28 +0200 (CEST)

Date: Wed, 23 Apr 2008 19:05:28 +0200 (CEST)

The poly() function can create more variables than can be fitted when
there are replicated values. In the example below, 'x' has only 5
distinct values, but I can apparently fit a 12th-degree polynomial with
no error messages or even nonzero coefficients:

R> x = rep(1:5,3) R> y = rnorm(15) R> lm(y ~ poly(x, 12))

Call:

lm(formula = y ~ poly(x, 12))

Coefficients:

(Intercept) poly(x, 12)1 poly(x, 12)2 poly(x, 12)3

-0.27442 0.35822 -0.26412 2.11780

poly(x, 12)4 poly(x, 12)5 poly(x, 12)6 poly(x, 12)7

1.83117 -0.09260 -0.48572 1.94030 poly(x, 12)8 poly(x, 12)9 poly(x, 12)10 poly(x, 12)11

-0.88297 -1.04556 0.74289 -0.01422

poly(x, 12)12

-0.46548

If I try the same with raw=TRUE, only a 4th-degree polynomial is obtained:

R> lm(y ~ poly(x, 12, raw=TRUE))

Call:

lm(formula = y ~ poly(x, 12, raw = TRUE))

Coefficients:

(Intercept) poly(x, 12, raw = TRUE)1 9.7527 -22.0971 poly(x, 12, raw = TRUE)2 poly(x, 12, raw = TRUE)3 15.3293 -4.1005 poly(x, 12, raw = TRUE)4 poly(x, 12, raw = TRUE)5 0.3686 NA poly(x, 12, raw = TRUE)6 poly(x, 12, raw = TRUE)7 NA NA poly(x, 12, raw = TRUE)8 poly(x, 12, raw = TRUE)9 NA NA poly(x, 12, raw = TRUE)10 poly(x, 12, raw = TRUE)11 NA NA poly(x, 12, raw = TRUE)12 NA

I believe that what is needed is a check on the 'rank' result after poly() calls the qr() function.

System info:

R version: 2.6.2

Windows XP Pro; also get same results on Linux x_64 dual-core system.

[I thought I submitted this via the website yesterday, but I can find no trace of it. I apologize if this is a duplicate, but I don't think it is.]

-- Russell V. Lenth, Professor Department of Statistics & Actuarial Science (319)335-0814 FAX (319)335-3017 The University of Iowa russell-lenth_at_uiowa.edu Iowa City, IA 52242 USA http://www.stat.uiowa.edu/~rlenth/ ______________________________________________ R-devel_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-develReceived on Wed 23 Apr 2008 - 17:08:24 GMT

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