Full_Name: Charles J. Geyer Version: 1.3.1 OS: linux-gnu-i686 Submission from: (NULL) (134.84.86.22) ltsreg gives incomprehensible (to me) warnings A homework problem for nonparametrics ########## start example ########## library(bootstrap) data(cell) names(cell) attach(cell) library(lqs) plot(V1, V2) fred <- ltsreg(V2 ~ V1 + I(V1^2)) curve(predict(fred, data.frame(V1 = x)), add = TRUE) coefficients(fred) beta1.hat <- coefficients(fred)[2] beta2.hat <- coefficients(fred)[3] n <- length(V1) nboot <- 1000 beta1.star <- double(nboot) beta2.star <- double(nboot) for (i in 1:nboot) { k <- sample(1:n, replace = TRUE) x.star <- V1[k] y.star <- V2[k] sally <- ltsreg(y.star ~ x.star + I(x.star^2)) curve(predict(sally, data.frame(x.star = x)), add = TRUE, col = 2) beta1.star[i] <- coefficients(sally)[2] beta2.star[i] <- coefficients(sally)[3] } points(V1, V2, pch = 16) curve(predict(fred, data.frame(V1 = x)), add = TRUE, lwd = 2) beta1.hat sd(beta1.star) beta2.hat sd(beta2.star) beta2.hat / sd(beta2.star) ########## end example ########## This produces at least 50 warnings. The problem seems to be line 101 in lqs.default s <- sqrt(z$crit/quantile)/sqrt(1 - 2 * n * dnorm(1/c1)/(quantile * c1)) where z$crit is sometimes negative (like -1e-20) and so sqrt complains. Now I have no idea what ltsreg is doing, and what z$crit is. The letters suggest a z critical value, which can't be negative. Certainly, the programmer who decided to stuff it into sqrt() didn't think it would be negative. So this suggests a problem in the lqs_fitlots function call, but I haven't looked at that. I understand that the problem may be that bootstrapping such a small data set is insane, but I'm just copying Efron and Tibshirani (who do this with lmsreg). So the problem may be only that more informative error messages are needed (or failure codes, although failure codes are somewhat antithetical to the S/R spirit). Anyway, just stuffing negative numbers into sqrt() doesn't look good. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._