From: Markku Mielityinen <mmmm_at_st.jyu.fi>

Date: Thu 24 Mar 2005 - 18:19:48 EST

Call:

rlm(formula = My ~ Mx)

Converged in 0 iterations

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 24 18:26:12 2005

Date: Thu 24 Mar 2005 - 18:19:48 EST

Dear Group,

I am having trouble with using rlm on multivariate data sets. When I call rlm I get

Error in lm.wfit(x, y, w, method = "qr") :

incompatible dimensions

lm on the same data sets seem to work well (see code example). Am I doing something wrong?

I have already browsed through the forums and google but could not find any related discussions.

I use Windows XP and R Version 2.0.1 (2004-11-15) (if that makes a difference).

Example code:

> Mx

[,1] [,2]

*[1,] 49.10899 45.75513
**[2,] 505.92018 48.81037
**[3,] 973.30659 50.28478
**[4,] 55.99533 508.94504
**[5,] 964.96028 513.69579
**[6,] 48.25670 975.94972
*

[7,] 510.21291 967.62767

[8,] 977.12363 978.29216

> My

[,1] [,2]

*[1,] 50 50
**[2,] 512 50
**[3,] 974 50
**[4,] 50 512
**[5,] 974 512
**[6,] 50 974
*

[7,] 512 974

[8,] 974 974

> model<-lm(My~Mx)

> model

Call:

lm(formula = My ~ Mx)

Coefficients:

[,1] [,2]

(Intercept) 0.934727 3.918421 Mx1 1.003517 -0.004202 Mx2 -0.002624 0.998155

> model<-rlm(My~Mx)

Error in lm.wfit(x, y, w, method = "qr") :

incompatible dimensions

> model<-rlm(My~Mx,psi=psi.bisquare)

Error in lm.wfit(x, y, w, method = "qr") :

incompatible dimensions

Another example (this one seems to work):

> Mx<-matrix(c(0,0,1,0,0,1),ncol=2,byrow=TRUE)+1 > My<-matrix(c(0,0,1,1,-1,1),ncol=2,byrow=TRUE)+1 > model<-rlm(My~Mx) > model

Call:

rlm(formula = My ~ Mx)

Converged in 0 iterations

Coefficients:

[,1] [,2]

(Intercept) 1 -1

Mx1 1 1 Mx2 -1 1

Degrees of freedom: 6 total; 0 residual

Scale estimate: 0

Best regards,

Markku Mielityinen

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 24 18:26:12 2005

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