Here is an example:
> rm (list = ls())
> x <- 1:10
> mdata <- data.frame (z = rnorm (10), y = x + 3)
> m1 <- lm (y ~ x + z, data = mdata)
> summary (m1)
Call:
lm(formula = y ~ x + z, data = mdata)
Residuals:
Min 1Q Median 3Q Max
-4.950e-16 -8.107e-17 2.085e-17 9.043e-17 3.787e-16
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.000e+00 1.923e-16 1.560e+16 <2e-16 ***
x 1.000e+00 2.881e-17 3.472e+16 <2e-16 ***
z -8.717e-17 1.149e-16 -7.590e-01 0.473
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 2.6e-16 on 7 degrees of freedom
Multiple R-Squared: 1, Adjusted R-squared: 1
F-statistic: 6.103e+32 on 2 and 7 DF, p-value: < 2.2e-16
> x <- rep (1:2, each = 5)
> m2 <- update (m1, ~ . - z)
> summary (m2)
Call:
lm(formula = y ~ x, data = mdata)
Residuals:
Min 1Q Median 3Q Max
-2.000e+00 -1.000e+00 2.086e-16 1.000e+00 2.000e+00
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.000 1.581 0.632 0.54474
x 5.000 1.000 5.000 0.00105 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 1.581 on 8 degrees of freedom
Multiple R-Squared: 0.7576, Adjusted R-squared: 0.7273
F-statistic: 25 on 1 and 8 DF, p-value: 0.001053
This is R 2.4.1 on Mac OS X 10.4.8.
I think this could be a bug (at least it is not doing what I expected)
so I emailed R-devel.
Michael
On 12/22/06, Martin Maechler <[EMAIL PROTECTED]> wrote:
> Hi Michael,
> can you please
>
> - use a simple reproducible example --
> just for the convenience of your readers
>
> - use R-help. This is really a question about R.
>
>
>
> >>>>> "Michael" == Michael <[EMAIL PROTECTED]>
> >>>>> on Thu, 21 Dec 2006 11:08:15 -0600 writes:
>
> Michael> I stumbled upon this when using update()
> Michael> (specifically update.lm()). If in the original
> Michael> call to lm(), say
>
> Michael> a <- lm (y ~ x + z, data = mydata)
>
> Michael> where y and z are in data frame mydata but x is in
> Michael> the global environment.
>
> Michael> Then if later I run,
>
> Michael> a0 <- update (a, ~ . - z)
>
> Michael> a0$model will contain values of x in the global
> Michael> environment which may well be different, even
> Michael> different length from mydata$y. Somehow, update()
> Michael> pads a0$model to have the same number of rows as
> Michael> the length of x.
>
> Michael> I would think that it would desirable to use x as
> Michael> in a$model rather than the global one.
>
> Michael> Is this a bug or a deliberate feature?
>
> Michael> Thanks,
>
> Michael> Michael
>
> Michael> ______________________________________________
> Michael> R-devel@r-project.org mailing list
> Michael> https://stat.ethz.ch/mailman/listinfo/r-devel
>
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