[R] Inconsistent linear model calculations

From: e-letter <inpost_at_gmail.com>
Date: Thu, 15 May 2008 13:05:54 +0100


Readers,

Using version 251 I tried the following command:

lm(y~a+b,data=datafile)

Resulting in, inter alia:
...
coefficients
(intercept) a

1.2 3.4

Packages installed:

acepack                 ace() and avas() for selecting regression
                        transformations
adlift                  An adaptive lifting scheme algorithm
akima                   Interpolation of irregularly spaced data
alr3                    Methods and data to accompany Applied Linear
                        Regression 3rd edition
car                     Companion to Applied Regression
coda                    Output analysis and diagnostics for MCMC
drc                     Analysis of dose-response curves
EbayesThresh            Empirical Bayes thresholding and related
                        methods
emplik                  Empirical likelihood ratio for
                        censored/truncated data
gllm                    Generalised log-linear model
glmc                    Fitting Generalized Linear Models Subject to
                        Constraints
glmmML                  Generalized linear models with clustering
glmpath                 L1 Regularization Path for Generalized Linear
                        Models and Cox Proportional Hazards Model
HydroMe                 Estimation of Soil Hydraulic Parameters from
                        Experimental Data
JGR                     JGR - Java Gui for R
lmtest                  Testing Linear Regression Models
locfit                  Local Regression, Likelihood and Density
                        Estimation.
mvtnorm                 Multivariate Normal and t Distributions
NISTnls                 Nonlinear least squares examples from NIST
nlme                    Linear and Nonlinear Mixed Effects Models
nlstools                Tools for nonlinear regression diagnostics
nlt                     A nondecimated lifting transform for signal
                        denoising
nlts                    (non)linear time series analysis
nnls                    The Lawson-Hanson algorithm for non-negative
                        least squares (NNLS)
plotrix                 Various plotting functions
quantreg                Quantile Regression
Rcmdr                   ** No title available (pre-2.0.0 install?) **
sandwich                Robust Covariance Matrix Estimators
SparseM                 Sparse Linear Algebra
sspline                 Smoothing Splines on the Sphere
zoo                     Z's ordered observations

Packages in library '/usr/lib/R/library':
base                    The R Base Package
boot                    Bootstrap R (S-Plus) Functions (Canty)
class                   Functions for Classification
cluster                 Cluster Analysis Extended Rousseeuw et al.
codetools               Code Analysis Tools for R
datasets                The R Datasets Package
foreign                 Read Data Stored by Minitab, S, SAS, SPSS,
                        Stata, Systat, dBase, ...
graphics                The R Graphics Package
grDevices               The R Graphics Devices and Support for Colours
                        and Fonts
grid                    The Grid Graphics Package
KernSmooth              Functions for kernel smoothing for Wand & Jones
                        (1995)
lattice                 Lattice Graphics
MASS                    Main Package of Venables and Ripley's MASS
methods                 Formal Methods and Classes
mgcv                    GAMs with GCV smoothness estimation and GAMMs
                        by REML/PQL
nlme                    Linear and Nonlinear Mixed Effects Models
nnet                    Feed-forward Neural Networks and Multinomial
                        Log-Linear Models
quadprog                Functions to solve Quadratic Programming
lattice                 Lattice Graphics
MASS                    Main Package of Venables and Ripley's MASS
methods                 Formal Methods and Classes
mgcv                    GAMs with GCV smoothness estimation and GAMMs
                        by REML/PQL
nlme                    Linear and Nonlinear Mixed Effects Models
nnet                    Feed-forward Neural Networks and Multinomial
                        Log-Linear Models
quadprog                Functions to solve Quadratic Programming
                        Problems.
rcompgen                Completion generator for R
rpart                   Recursive Partitioning
spatial                 Functions for Kriging and Point Pattern
                        Analysis
splines                 Regression Spline Functions and Classes
stats                   The R Stats Package
stats4                  Statistical Functions using S4 Classes
survival                Survival analysis, including penalised
                        likelihood.
tcltk                   Tcl/Tk Interface
tools                   Tools for Package Development
utils                   The R Utils Package

When using version 171 I entered the same command:

lm(y~a+b,data=datafile)

Resulting in, inter alia:
...
coefficients
(intercept) a b

5.6 7.8 9.01

Packages installed:

base                    The R base package
boot                    Bootstrap R (S-Plus) Functions (Canty)
class                   Functions for classification
cluster                 Functions for clustering (by Rousseeuw et al.)
ctest                   Classical Tests
eda                     Exploratory Data Analysis
foreign                 Read data stored by Minitab, S, SAS, SPSS,
                        Stata, ...
grid                    The Grid Graphics Package
KernSmooth              Functions for kernel smoothing for Wand &
                        Jones (1995)
lattice                 Lattice Graphics
lqs                     Resistant Regression and Covariance Estimation
MASS                    Main Library of Venables and Ripley's MASS
methods                 Formal Methods and Classes
mgcv                    Multiple smoothing parameter estimation and
                        GAMs by GCV
modreg                  Modern Regression: Smoothing and Local Methods
mva                     Classical Multivariate Analysis
nlme                    Linear and nonlinear mixed effects models
nls                     Nonlinear regression

lqs                     Resistant Regression and Covariance Estimation
MASS                    Main Library of Venables and Ripley's MASS
methods                 Formal Methods and Classes
mgcv                    Multiple smoothing parameter estimation and
                        GAMs by GCV
modreg                  Modern Regression: Smoothing and Local Methods
mva                     Classical Multivariate Analysis
nlme                    Linear and nonlinear mixed effects models
nls                     Nonlinear regression
nnet                    Feed-forward neural networks and multinomial
                        log-linear models
rpart                   Recursive partitioning
spatial                 functions for kriging and point pattern
                        analysis
splines                 Regression Spline Functions and Classes
stepfun                 Step Functions, including Empirical
                        Distributions
survival                Survival analysis, including penalised
                        likelihood.
tcltk                   Tcl/Tk Interface
tools                   Tools for package development
ts                      Time series functions

Why do I get different results when entering the same equation command? The correct answer was obtained using the older version of the software, so I want to replicate using the new version, which is installed onto a new pc that I am using. Any advice.

Yours,

rhelp_at_conference.jabber.org



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 15 May 2008 - 16:31:53 GMT

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