I am trying to evaluate a model by using the commands durbin.watson and cr.plot. However, I keep getting errors that I can't figure out. A description follows. Does anyone have a hint as to what may be wrong? 1)The Durbin Watson Test. In running the command I kept getting the message "residuals include missing values" when actually this was NOT the case. Example:>durbin.watson(hw8LM0)Error in durbin.watson.lm(hw8LM0) : residuals include missing values (2)Partial Residual Plots: Here I kept getting that the variables I choose are not in the model, i.e. "Time is not in the model" when it clearly is. Example:>cr.plot(hw8LM0,variable="Time")Error in cr.plot.lm(hw8LM0, variable = "Time") : Time is not in the model. Here is the model and residuals: summary(hw8LM0) Call: lm(formula = Sales ~ Time) Residuals: Min 1Q Median 3Q Max -516.32 -292.95 -29.15 238.48 895.09 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1418.872 122.464 11.59 2.35e-14 *** Time 73.278 4.962 14.77 < 2e-16 *** --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: 389.8 on 40 degrees of freedom Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411 F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16 hw8LM0$res 1 2 3 4 5 6 242.679535 679.531369 895.093204 442.975038 -237.443127 245.868708 7 8 9 10 11 12 82.540542 -13.347623 -209.325789 161.976046 -96.612120 -271.380285 13 14 15 16 17 18 -460.888451 -113.606616 -311.494782 -417.352947 -516.321113 1.430722 19 20 21 22 23 24 -18.407443 -328.425609 -476.743774 8.528060 67.849895 -298.548271 25 26 27 28 29 30 -478.826436 225.895398 110.617233 -226.800933 -487.939098 281.782736 31 32 33 34 35 36 -61.495429 -390.773595 -485.051760 431.670075 477.391909 -39.886256 37 38 39 40 41 42 -276.164422 732.557413 618.279247 -16.998918 -229.277084 756.444751 --------------------------------- [[alternative HTML version deleted]]
Dear Cal,
The functions that you mention are in the car package.
The problems that you've encountered seem very odd to me. For example, if
you take a look at durbin.watson.lm(), you'll see that the code producing
the errors is quite straight-forward; it just extracts residuals from the
model and checks for NAs:
residuals <- residuals(model)
if (any(is.na(residuals)))
stop("residuals include missing values")
Likewise, what's going on inside of cr.plot.lm() is also pretty simple.
Can you send the data set on which this regression was based?
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cal Tate
> Sent: Tuesday, November 02, 2004 2:24 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Problems with Durbin Watson and Partial Residual Plots
>
> I am trying to evaluate a model by using the commands
> durbin.watson and cr.plot.
> However, I keep getting errors that I can't figure out. A
> description follows. Does anyone have a hint as to what may be wrong?
>
>
> 1)The Durbin Watson Test. In running the command I kept
> getting the message "residuals include missing values" when
> actually this was NOT the case.
>
> Example:
> >durbin.watson(hw8LM0)
> Error in durbin.watson.lm(hw8LM0) : residuals include missing values
>
> (2)Partial Residual Plots: Here I kept getting that the
> variables I choose are not in the model, i.e. "Time is not in
> the model" when it clearly is.
>
> Example:
> >cr.plot(hw8LM0,variable="Time")
> Error in cr.plot.lm(hw8LM0, variable = "Time") :
> Time is not in the model.
>
> Here is the model and residuals:
> summary(hw8LM0)
> Call:
> lm(formula = Sales ~ Time)
> Residuals:
> Min 1Q Median 3Q Max
> -516.32 -292.95 -29.15 238.48 895.09
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1418.872 122.464 11.59 2.35e-14 ***
> Time 73.278 4.962 14.77 < 2e-16 ***
> ---
> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 `
'
> 1 Residual standard error: 389.8 on 40 degrees of freedom
> Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411
> F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16
>
> hw8LM0$res
> 1 2 3 4 5
> 6
> 242.679535 679.531369 895.093204 442.975038 -237.443127
> 245.868708
> 7 8 9 10 11
> 12
> 82.540542 -13.347623 -209.325789 161.976046 -96.612120
> -271.380285
> 13 14 15 16 17
> 18
> -460.888451 -113.606616 -311.494782 -417.352947 -516.321113
> 1.430722
> 19 20 21 22 23
> 24
> -18.407443 -328.425609 -476.743774 8.528060 67.849895
> -298.548271
> 25 26 27 28 29
> 30
> -478.826436 225.895398 110.617233 -226.800933 -487.939098
> 281.782736
> 31 32 33 34 35
> 36
> -61.495429 -390.773595 -485.051760 431.670075 477.391909
> -39.886256
> 37 38 39 40 41
> 42
> -276.164422 732.557413 618.279247 -16.998918 -229.277084
> 756.444751
>
>
>
> ---------------------------------
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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
Dear Cal, Both functions work fine for me (Windows XP Pro, R 2.0.0 patched, car 1.0-13, though the versions probably aren't significant here):> mod <- lm(Sales ~ Time, data=Data) > library(car) > durbin.watson(mod)lag Autocorrelation D-W Statistic p-value 1 0.3232896 1.249564 0.01 Alternative hypothesis: rho != 0> cr.plot(mod, "Time") # makes the plot!BTW, since there is only one predictor in the model (i.e., Time), the component+residual plot is pointless -- it's essentially the scatterplot of Sales vs. Time. I'm not sure what the problem is. Perhaps you should just try again (or provide some more information about what you did). I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox --------------------------------> -----Original Message----- > From: Cal Tate [mailto:mathdoc2be at yahoo.com] > Sent: Tuesday, November 02, 2004 4:46 PM > To: John Fox > Subject: RE: [R] Problems with Durbin Watson and Partial > Residual Plots > > John, > > Thanks for your reply. The data set is attached. > > Cal > > John Fox <jfox at mcmaster.ca> wrote: > > Dear Cal, > > The functions that you mention are in the car package. > > The problems that you've encountered seem very odd to > me. For example, if > you take a look at durbin.watson.lm(), you'll see that > the code producing > the errors is quite straight-forward; it just extracts > residuals from the > model and checks for NAs: > > residuals <- residuals(model) > if (any(is.na(residuals))) > stop("residuals include missing values") > > Likewise, what's going on inside of cr.plot.lm() is > also pretty simple. > > Can you send the data set on which this regression was based? > > John > > -------------------------------- > John Fox > Department of Sociology > McMaster University > Hamilton, Ontario > Canada L8S 4M4 > 905-525-9140x23604 > http://socserv.mcmaster.ca/jfox > -------------------------------- > > > -----Original Message-----> From: > r-help-bounces at stat.math.ethz.ch > > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf > Of Cal Tate > > Sent: Tuesday, November 02, 2004 2:24 PM > > To: r-help at stat.math.ethz.ch > > Subject: [R] Problems with Durbin Watson and Partial > Residual Plots > > > > I am trying to evaluate a model by using the commands > > durbin.watson and cr.plot. > > However, I keep getting errors that I can't figure out. A > > description follows. Does anyone have a hint as to > what may be wrong? > > > > > > 1)The Durbin Watson Test. In running the command I kept > > getting the message "residuals include missing values" when > > actually this was NOT the case. > > > > Example: > > >durbin.watson(hw8LM0) > > Error in durbin.watson.lm(hw8LM0) : residuals include > missing values > > > > (2)Partial Residual Plots: Here I kept getting that the > > variables I choose are not in the model, i.e. "Time! > is not in > > the model" when it clearly is. > > > > Example: > > >cr.plot(hw8LM0,variable="Time") > > Error in cr.plot.lm(hw8LM0, variable = "Time") : > > Time is not in the model. > > > > Here is the model and residuals: > > summary(hw8LM0) > > Call: > > lm(formula = Sales ~ Time) > > Residuals: > > Min 1Q Median 3Q Max > > -516.32 -292.95 -29.15 238.48 895.09 > > Coefficients: > > Estimate Std. Error t value Pr(>|t|) > > (Intercept) 1418.872 122.464 11.59 2.35e-14 *** > > Time 73.278 4.962 14.77 < 2e-16 *** > > --- > > Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' > > 1 Residual standard error: 389.8 on 40 degrees of freedom > > Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411 > > F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16 > > > > hw8LM0$res > > 1 2 3 4 5 > > 6 > > 242.679535 679.531369 895.093204 442.975038 -237.4! 43127 > > 245.868708 > > 7 8 9 10 11 > > 12 > > 82.540542 -13.347623 -209.325789 161.976046 -96.612120 > > -271.380285 > > 13 14 15 16 17 > > 18 > > -460.888451 -113.606616 -311.494782 -417.352947 -516.321113 > > 1.430722 > > 19 20 21 22 23 > > 24 > > -18.407443 -328.425609 -476.743774 8.528060 67.849895 > > -298.548271 > > 25 26 27 28 29 > > 30 > > -478.826436 225.895398 110.617233 -226.800933 -487.939098 > > 281.782736 > > 31 32 33 34 35 > > 36 > > -61.495429 -390.773595 -485.051760 431.670075 477.391909 > > -39.886256 > > 37 38 39 40 41 > > 42 > > -276.164422 732.557413 618.279247 -16.998918 -229.277084 > > 756.444751 > > > > > > > > --------------------------------- > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help at 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 > > > > ________________________________ >