On Apr 21, 2009, at 11:12 AM, Vemuri, Aparna wrote:

David,
Thanks for the suggestions. No, I did not label my dependent variable "function".

That was from my error in reading your call to lm. In my defense I am reasonably sure the proper assignment to arguments is lm(formula= ...) rather than lm(function= ...).


My dependent variable PBW and all the independent variables are continuous variables. It is especially troubling since the order in which I input independent variables determines whether or not it gets a coefficient. Like I already mentioned, I checked the correlation matrix and picked the variables with moderate to high correlation with the independent variable. . So I guess it is not so naïve to expect a regression coefficient on all of them.

Dimitri
model1<-lm(PBW~SO4+NO3+NH4), gives me the same result as before.

Did you get the expected results with;
model1<-lm(formula=PBW~SO4+NO3+NH4+0)

You could, of course, provide either the data or the results of str() applied to each of the variables and then we could all stop guessing.


Aparna



I am using the lm() function in R to fit a dependent variable to a set
of 3 to 5 independent variables. For this, I used the following
commands:

model1<-lm(function=PBW~SO4+NO3+NH4)
Coefficients:
(Intercept)          SO4          NO3      NH4
  0.01323      0.01968      0.01856           NA

and

model2<-lm(function=PBW~SO4+NO3+NH4+Na+Cl)

Coefficients:
(Intercept)                 SO4                  NO3      NH4
Na       Cl
-0.0006987   -0.0119750   -0.0295042    0.0842989    0.1344751
NA

In both cases, the last independent variable has a coefficient of NA
in
the result. I say last variable because, when I change the order of
the
variables, the coefficient changes (see below). Can anyone point me to
the reason R behaves this way?  Is there anyway for me to force R to
use
all the variables? I checked the correlation matrices to makes sure
there is no orthogonality between the variables.

You really did not name your dependent variable "function" did you?
Please stop that.

Just a guess, ... since you have not provided enough information to do
otherwise, ... Are all of those variables 1/0 dummy variables? If so
and if you want to have an output that satisfies your need for
labeling the coefficients as you naively anticipate, then put "0+" at
the beginning of the formula or "-1" at the end, so that the intercept
will disappear and then all variables will get labeled as you expect.
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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