On 09-Oct-09 21:45:04, Brecknock, Peter wrote: > Daniel > Thanks very much for the reply. > > If the data fails the underlying assumptions of regression wouldn't it > make sense to suppress all the output and not just the slope > coefficient? > > Incidently, if I run this simple example in Excel it returns the slope > as 0.
So much the worse for Excel -- not the first time Excel has been found to produce nonsense! > Intuitively, this makes sense to me ... the best estimate of y > would be its mean for any value of x. On the contrary -- your data give you no information whatever about the value of y at any value of x other than x=5. So, given your data, if you want to "predict" the value of y for some other value of x, you can choose whatever value you like -- hence the indeterminate slope. And this is where the statement made by Excel is grossly misleading: telling you that the slope is 0 would make you adopt the same value (mean(y) = 13) for any value of x, and you have no basis whatever for doing so. Ted. > > Kind regards > Pete > -----Original Message----- > From: Daniel Malter [mailto:dan...@umd.edu] > Sent: Friday, October 09, 2009 4:24 PM > To: Brecknock, Peter; r-help@r-project.org > Subject: AW: [R] lm output > > That comes out as an NA because X'X is not invertible because it is not > full > rank (one row/column is a linear combination of the other(s)). And that > means there is no unique solution to the system. > > y=c(10,12,17) > x=c(5,5,5) > X=cbind(1,x) > > X > t(X)%*%X > solve(t(X)%*%X) > > Therefore, nope, there is now way to make this come out as a zero, > because it fails the very assumptions of regression analysis. > > HTH, > Daniel > > ------------------------- > cuncta stricte discussurus > ------------------------- > > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > Im > Auftrag von Brecknock, Peter > Gesendet: Friday, October 09, 2009 5:12 PM > An: r-help@r-project.org > Betreff: [R] lm output > > Hi All > > I am running a linear regression using the lm object. > > In the event that my independent variable is the same across all > observations the regression slope is returned as an NA. > > For example, if I have the following > > y=c(10,12,17) > x=c(5,5,5) > > lm = lm(y~x) > produces the following > > Coefficients: > (Intercept) x > 13 NA > > Other than post-processing the results, is there a way to output the > slope > as 0 rather than NA? > > Thanks > > Pete > > > This e-mail may contain confidential or proprietary information > belonging to > the BP group and is intended only for the use of the recipients named > above. > If you are not the intended recipient, please immediately notify the > sender > and either delete this email or return to the sender immediately. You > may > not review, copy or distribute this email. Within the bounds of law, > this > part of BP retains all emails and IMs and may monitor them to ensure > compliance with BP's internal policies and for other legitimate > business > purposes. > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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. > > ______________________________________________ > R-help@r-project.org mailing list > 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. -------------------------------------------------------------------- E-Mail: (Ted Harding) <ted.hard...@manchester.ac.uk> Fax-to-email: +44 (0)870 094 0861 Date: 09-Oct-09 Time: 23:00:09 ------------------------------ XFMail ------------------------------ ______________________________________________ R-help@r-project.org mailing list 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.