[R] lm, coefficient 'not defined because of singularities'? What does this mean?

From: Martin Waller <martinej.waller_at_ntlworld.com>
Date: Thu, 14 Feb 2008 17:54:12 +0000


Hello,

I'm doing an lm(y1~x1), no NAs in them, both of length 283.

I get out however and 'NA' for the estimate of x1 and summary gives:

Residuals:

        Min 1Q Median 3Q Max
-0.1998309 -0.0447269 -0.0006252 0.0390933 0.3141687

Coefficients: (1 not defined because of singularities)

        Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.021291 0.003994 -5.331 2.01e-07 ***

x1                  NA        NA       NA       NA

---

Signif. codes: 0 .***. 0.001 .**. 0.01 .*. 0.05 '.' 0.1 ' ' 1

Residual standard error: 0.06719 on 282 degrees of freedom

I don't understand why x1 can't be defined because of singularities - is it trying to tell me something about the data and what can I do about it?

Thanks for any help,

Martin



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