R devel - May 2011 - anova.lm fails with test="Cp"

Here is an example, modified from the help page to use test="Cp":

--------------------------------------------------------------------------------
> fit0 <- lm(sr ~ 1, data = LifeCycleSavings)
> fit1 <- update(fit0, . ~ . + pop15)
> fit2 <- update(fit1, . ~ . + pop75)
> anova(fit0, fit1, fit2, test="Cp")
Error in `[.data.frame`(table, , "Resid. Dev") : 
 undefined columns selected
> sessionInfo()
R version 2.13.0 Patched (2011-04-28 r55678)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252 
[2] LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

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

loaded via a namespace (and not attached):
[1] tools_2.13.0

--------------------------------------------------------------------------------------

The help page says for  "test:" 	
"a character string specifying the test statistic to be used. 
Can be one of "F", "Chisq" or "Cp", with partial
matching allowed,
or NULL for no test."

test="Cp" is, following the help page, intended to work?  Setting
the scale parameter does not help.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
http://www.maths.anu.edu.au/~johnm

On May 8, 2011, at 09:25 , John Maindonald wrote:
> Here is an example, modified from the help page to use test="Cp":
> 
>
--------------------------------------------------------------------------------
>> fit0 <- lm(sr ~ 1, data = LifeCycleSavings)
>> fit1 <- update(fit0, . ~ . + pop15)
>> fit2 <- update(fit1, . ~ . + pop75)
>> anova(fit0, fit1, fit2, test="Cp")
> Error in `[.data.frame`(table, , "Resid. Dev") : 
> undefined columns selected
Yes, the "Resid. Dev" column is only there in analysis of deviance
tables. For the lm() case, it looks like you should have "RSS".

This has probably been there "forever". Just goes to show how often
people use these things...

Also, now that I'm looking at it, are we calculating it correctly in any
case? We have

        cbind(table, Cp = table[, "Resid. Dev"] + 2 * scale * 
            (n - table[, "Resid. Df"]))

whereas all the references I can find have Cp=RSS/MS-N+2P, so the above would
actually be scale*Cp+N.


-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com