R devel - Mar 2018 - Apparent bug in behavior of formulas with '-' operator for lm

Dear R-developers,

In the 'lm' documentation, the '-' operator is only specified to
be used
with -1 (to remove the intercept from the model).

However, the documentation also refers to the 'formula' help file, which
indicates that it is possible to subtract any term. Indeed, the following
works with no problems (the period '.' stands for 'all terms except
the
lhs'):

d <- data.frame(x=rnorm(6), y=rnorm(6), z=letters[1:2])
m <- lm(x ~ . -z, data=d)
p <- predict(m,newdata=d)

Now, if I change 'z' so that it has only unique values, and I introduce
an
NA in the predicted variable, the following happens:

d <- data.frame(x=rnorm(6),y=rnorm(6),z=letters[1:6])
d$x[1] <- NA
m <- lm(x ~ . -z, data=d)
p <- predict(m, newdata=d)
Error in model.frame.default(Terms, newdata, na.action = na.action, xlev
object$xlevels) : factor z has new levels a

It seems a bug to me, although one could argue that 'lm's documentation
does not allow one to expect that the '-' operator should work
generally.

If it is a bug I'm happy to report it to bugzilla.

Thanks for all your efforts,
Mark

ps: I was not able to test this on R3.4.4 yet, but the NEWS does not
mention fixes related to 'lm' or 'predict'.

> sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.4 LTS

Matrix products: default
BLAS: /usr/lib/libblas/libblas.so.3.6.0
LAPACK: /usr/lib/lapack/liblapack.so.3.6.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 LC_TIME=nl_NL.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=nl_NL.UTF-8    LC_MESSAGES=en_US.UTF-8
LC_PAPER=nl_NL.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
 LC_MEASUREMENT=nl_NL.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] compiler_3.4.3 tools_3.4.3    yaml_2.1.16

	[[alternative HTML version deleted]]

It's not a bug per se. It's the effect of removing all observations
linked
to a certain level in your data frame. So the output of lm() doesn't
contain a coefficient for level a of z, but your new data contains that
level a. With a small addition, this works again:

d <- data.frame(x=rnorm(12),y=rnorm(12),z=rep(letters[1:6],2))
d$x[1] <- NA
m <- lm(x ~ . -z, data=d)
p <- predict(m, newdata=d)

This is linked to another discussion earlier on stackoverflow :
https://stackoverflow.com/questions/48461980/prediction-in-r-glmm
which lead to an update to lme4 : https://github.com/lme4/lme4/issues/452

The point being that factors in your newdata should have the same levels as
factors in the original data that was used to fit the model. If you add
levels to these factors, it's impossible to use that model to predict for
these new data.

Cheers
Joris

On Fri, Mar 16, 2018 at 10:21 AM, Mark van der Loo <mark.vanderloo at
gmail.com
> wrote:
> Dear R-developers,
>
> In the 'lm' documentation, the '-' operator is only
specified to be used
> with -1 (to remove the intercept from the model).
>
> However, the documentation also refers to the 'formula' help file,
which
> indicates that it is possible to subtract any term. Indeed, the following
> works with no problems (the period '.' stands for 'all terms
except the
> lhs'):
>
> d <- data.frame(x=rnorm(6), y=rnorm(6), z=letters[1:2])
> m <- lm(x ~ . -z, data=d)
> p <- predict(m,newdata=d)
>
> Now, if I change 'z' so that it has only unique values, and I
introduce an
> NA in the predicted variable, the following happens:
>
> d <- data.frame(x=rnorm(6),y=rnorm(6),z=letters[1:6])
> d$x[1] <- NA
> m <- lm(x ~ . -z, data=d)
> p <- predict(m, newdata=d)
> Error in model.frame.default(Terms, newdata, na.action = na.action, xlev
> object$xlevels) : factor z has new levels a
>
> It seems a bug to me, although one could argue that 'lm's
documentation
> does not allow one to expect that the '-' operator should work
generally.
>
> If it is a bug I'm happy to report it to bugzilla.
>
> Thanks for all your efforts,
> Mark
>
> ps: I was not able to test this on R3.4.4 yet, but the NEWS does not
> mention fixes related to 'lm' or 'predict'.
>
>
> > sessionInfo()
> R version 3.4.3 (2017-11-30)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 16.04.4 LTS
>
> Matrix products: default
> BLAS: /usr/lib/libblas/libblas.so.3.6.0
> LAPACK: /usr/lib/lapack/liblapack.so.3.6.0
>
> locale:
>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
>  LC_TIME=nl_NL.UTF-8        LC_COLLATE=en_US.UTF-8
>  [5] LC_MONETARY=nl_NL.UTF-8    LC_MESSAGES=en_US.UTF-8
> LC_PAPER=nl_NL.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
>  LC_MEASUREMENT=nl_NL.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> loaded via a namespace (and not attached):
> [1] compiler_3.4.3 tools_3.4.3    yaml_2.1.16
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>


-- 
Joris Meys
Statistical consultant

Department of Data Analysis and Mathematical Modelling
Ghent University
Coupure Links 653, B-9000 Gent (Belgium)
<https://maps.google.com/?q=Coupure+links+653,%C2%A0B-9000+Gent,%C2%A0Belgium&entry=gmail&source=g>

-----------
Biowiskundedagen 2017-2018
http://www.biowiskundedagen.ugent.be/

-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php

	[[alternative HTML version deleted]]

Joris, the point is that 'z' is NOT used as a predictor in the model.
Therefore it should not affect predictions. Also, I find it suspicious that
the error only occurs when the response variable conitains missings and
'z'
is unique (I have tested several other cases to confirm this).

-Mark

Op vr 16 mrt. 2018 om 13:03 schreef Joris Meys <jorismeys at gmail.com>:
> It's not a bug per se. It's the effect of removing all observations
linked
> to a certain level in your data frame. So the output of lm() doesn't
> contain a coefficient for level a of z, but your new data contains that
> level a. With a small addition, this works again:
>
> d <- data.frame(x=rnorm(12),y=rnorm(12),z=rep(letters[1:6],2))
>
> d$x[1] <- NA
> m <- lm(x ~ . -z, data=d)
> p <- predict(m, newdata=d)
>
> This is linked to another discussion earlier on stackoverflow :
> https://stackoverflow.com/questions/48461980/prediction-in-r-glmm
> which lead to an update to lme4 : https://github.com/lme4/lme4/issues/452
>
> The point being that factors in your newdata should have the same levels
> as factors in the original data that was used to fit the model. If you add
> levels to these factors, it's impossible to use that model to predict
for
> these new data.
>
> Cheers
> Joris
>
> On Fri, Mar 16, 2018 at 10:21 AM, Mark van der Loo <
> mark.vanderloo at gmail.com> wrote:
>
>> Dear R-developers,
>>
>> In the 'lm' documentation, the '-' operator is only
specified to be used
>> with -1 (to remove the intercept from the model).
>>
>> However, the documentation also refers to the 'formula' help
file, which
>> indicates that it is possible to subtract any term. Indeed, the
following
>> works with no problems (the period '.' stands for 'all
terms except the
>> lhs'):
>>
>> d <- data.frame(x=rnorm(6), y=rnorm(6), z=letters[1:2])
>> m <- lm(x ~ . -z, data=d)
>> p <- predict(m,newdata=d)
>>
>> Now, if I change 'z' so that it has only unique values, and I
introduce an
>> NA in the predicted variable, the following happens:
>>
>> d <- data.frame(x=rnorm(6),y=rnorm(6),z=letters[1:6])
>> d$x[1] <- NA
>> m <- lm(x ~ . -z, data=d)
>> p <- predict(m, newdata=d)
>> Error in model.frame.default(Terms, newdata, na.action = na.action,
xlev >> object$xlevels) : factor z has new levels a
>>
>> It seems a bug to me, although one could argue that 'lm's
documentation
>> does not allow one to expect that the '-' operator should work
generally.
>>
>> If it is a bug I'm happy to report it to bugzilla.
>>
>> Thanks for all your efforts,
>> Mark
>>
>> ps: I was not able to test this on R3.4.4 yet, but the NEWS does not
>> mention fixes related to 'lm' or 'predict'.
>>
>>
>> > sessionInfo()
>> R version 3.4.3 (2017-11-30)
>> Platform: x86_64-pc-linux-gnu (64-bit)
>> Running under: Ubuntu 16.04.4 LTS
>>
>> Matrix products: default
>> BLAS: /usr/lib/libblas/libblas.so.3.6.0
>> LAPACK: /usr/lib/lapack/liblapack.so.3.6.0
>>
>> locale:
>>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
>>  LC_TIME=nl_NL.UTF-8        LC_COLLATE=en_US.UTF-8
>>  [5] LC_MONETARY=nl_NL.UTF-8    LC_MESSAGES=en_US.UTF-8
>> LC_PAPER=nl_NL.UTF-8       LC_NAME=C
>>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
>>  LC_MEASUREMENT=nl_NL.UTF-8 LC_IDENTIFICATION=C
>>
>> attached base packages:
>> [1] stats     graphics  grDevices utils     datasets  methods   base
>>
>> loaded via a namespace (and not attached):
>> [1] compiler_3.4.3 tools_3.4.3    yaml_2.1.16
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>
>
>
> --
> Joris Meys
> Statistical consultant
>
> Department of Data Analysis and Mathematical Modelling
> Ghent University
> Coupure Links 653, B-9000 Gent (Belgium)
>
>
<https://maps.google.com/?q=Coupure+links+653,%C2%A0B-9000+Gent,%C2%A0Belgium&entry=gmail&source=g>
>
> -----------
> Biowiskundedagen 2017-2018
> http://www.biowiskundedagen.ugent.be/
>
> -------------------------------
> Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
>
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