Bill.Venables@CMIS.CSIRO.AU
2000-Nov-22 20:53 UTC
[Rd] lm() appears to fail with large number of variables (PR# 744)
This is not a bug, only evidence that the least squares fitting procedure is more numerically robust than I had expected. With 11 observations you can only estimate 11 linearly independent regression coefficients (at best). That's what you got (intercept + first 10 variables). How many did you expect to get estimates for? In summary: no bug, lm is working as advertised.> -----Original Message----- > From: r@marksmucker.com [mailto:r@marksmucker.com] > Sent: Thursday, 23 November 2000 6:29 > To: r-devel@stat.math.ethz.ch > Cc: R-bugs@biostat.ku.dk > Subject: [Rd] lm() appears to fail with large number of variables > (PR#744) > > > Full_Name: Mark Smucker > Version: 1.1.1 > OS: Windows NT > Submission from: (NULL) (63.91.145.254) > > > > Hi, > > I have a data frame with 11 observations and 603 variables. > > When I call, > > willRaw.fit <- lm( performance ~ ., data=willRaw ) > > lm() runs without problems, but computes coefficients for > only the first 10 variables. The remaining variables > get a coefficient of NA. > > There are no NA values in the data frame. performance > is one of the columns of the data frame. I'd be happy > to email the data file (gzip'd or zip'd). > > My apologies if I've done some stupid (yes, I know it's > not wise to fit a model to 603 variables, but I was > just playing around). > > Mark > > > > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-. > -.-.-.-.-.-.-.-.- > r-devel mailing list -- Read > http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html > Send "info", "help", or "[un]subscribe" > (in the "body", not the subject !) To: > r-devel-request@stat.math.ethz.ch > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._. > _._._._._._._._._ >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._