Dear R-Users,
I need to fit a regression by means of S-estimator, but I found an
inconsistency in lqs function in MASS package.
When recalling coefficient estimates two discordant answers are obtained by
coef() function and by $coef object:
As an example I report here the results of fitting regression S-estimator on
stackloss data:
library(MASS)
Sestim<-lqs(stack.loss ~ Air.Flow + Water.Temp + Acid.Conc., data =
stackloss,
method = "S")
coef(Sestim)
(Intercept) Air.Flow Water.Temp Acid.Conc.
-35.37610619 0.82522124 0.44247788 -0.07964602
Sestim$coef
Air.Flow Water.Temp Acid.Conc.
-36.92530315 0.84957479 0.43047554 -0.07354065
Do you have any suggestions?
Thank you for your help.
Best regards.
Annalisa
On 18 Mar 2015, at 15:11 , Annalisa Orenti <annalisaorenti at libero.it> wrote:> Dear R-Users, > I need to fit a regression by means of S-estimator, but I found an > inconsistency in lqs function in MASS package. > When recalling coefficient estimates two discordant answers are obtained by > coef() function and by $coef object: > As an example I report here the results of fitting regression S-estimator on > stackloss data: > > library(MASS) > Sestim<-lqs(stack.loss ~ Air.Flow + Water.Temp + Acid.Conc., data = stackloss, > method = "S") > coef(Sestim) > (Intercept) Air.Flow Water.Temp Acid.Conc. > -35.37610619 0.82522124 0.44247788 -0.07964602 > Sestim$coef > Air.Flow Water.Temp Acid.Conc. > -36.92530315 0.84957479 0.43047554 -0.07354065 > > Do you have any suggestions?The immediate reason is that Sestim contains both $coef and $coefficients and coef() extracts the latter. Why this is so escapes me. It looks like it might be a blunder, but the package author isn't usually prone to blundering... -pd> Thank you for your help. > Best regards. > Annalisa > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
On 18/03/2015 15:38, peter dalgaard wrote:> > On 18 Mar 2015, at 15:11 , Annalisa Orenti <annalisaorenti at libero.it> wrote: > >> Dear R-Users, >> I need to fit a regression by means of S-estimator, but I found an >> inconsistency in lqs function in MASS package. >> When recalling coefficient estimates two discordant answers are obtained by >> coef() function and by $coef object: >> As an example I report here the results of fitting regression S-estimator on >> stackloss data: >> >> library(MASS) >> Sestim<-lqs(stack.loss ~ Air.Flow + Water.Temp + Acid.Conc., data = stackloss, >> method = "S") >> coef(Sestim) >> (Intercept) Air.Flow Water.Temp Acid.Conc. >> -35.37610619 0.82522124 0.44247788 -0.07964602 >> Sestim$coef >> Air.Flow Water.Temp Acid.Conc. >> -36.92530315 0.84957479 0.43047554 -0.07354065 >> >> Do you have any suggestions? > > > The immediate reason is that Sestim contains both $coef and $coefficients and coef() extracts the latter. > > Why this is so escapes me. It looks like it might be a blunder, but the package author isn't usually prone to blundering...It is a side-effect of changes in R since the code was written (for S). Use Sestim$coef until MASS is updated (which will be before 3.2.0 is released).> -pd > >> Thank you for your help. >> Best regards. >> Annalisa >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >-- Brian D. Ripley, ripley at stats.ox.ac.uk Emeritus Professor of Applied Statistics, University of Oxford 1 South Parks Road, Oxford OX1 3TG, UK