I was messing around with some data in R and SAS (the reason is
unimportant) fitting a multiple linear regression and got a
curious discrepancy. The data set is too big to post, but if
someone wants it, I can send it.
So, here are the (partial) results:
From R:
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 61.11434 1.48065 41.275 < 2e-16 ***
sexWomen 2.91108 0.35753 8.142 5e-16 ***
diabp 0.20675 0.01504 13.746 < 2e-16 ***
age -0.08085 0.02088 -3.871 0.000110 ***
From SAS (sorry about word-wrap if it happens):
Parameter Estimates
Parameter Standard
Variable Label DF Estimate Error
t Value
Intercept Intercept 1 58.20326 1.57802
36.88
SEX SEX 1 2.91108 0.35753
8.14
DIABP Diastolic BP mmHg 1 0.20675 0.01504
13.75
AGE Age (years) at examination 1 -0.08085 0.02088
-3.87
Parameter Estimates
Variable Label DF Pr > |t|
Intercept Intercept 1 <.0001
SEX SEX 1 <.0001
DIABP Diastolic BP mmHg 1 <.0001
AGE Age (years) at examination 1 0.0001
The curious thihs is that all parameter estimates agree except the
intercept. In R I also computed the coefficients directly using
(X'X)^(-1) X' y and get the same coefficients as lm() have me.
Also, ols() in Design agrees with lm()
As far as I can tell, the data used in R and SAS are identical. So,
whose answer is correct and how do I prove it? Here's my sessionInfo
(yes, I know my version of R is oldish).
> sessionInfo()
R version 2.8.0 (2008-10-20)
i686-pc-linux-gnu
locale:
LC_CTYPE=en_US;LC_NUMERIC=C;LC_TIME=en_US;LC_COLLATE=C;LC_MONETARY=C;LC_MESSAGES=en_US;LC_PAPER=en_US;LC_NAME=C;LC_ADDRESS=C;LC_TELEPHONE=C;LC_MEASUREMENT=en_US;LC_IDENTIFICATION=C
attached base packages:
[1] splines stats graphics grDevices utils datasets methods
[8] base
other attached packages:
[1] Design_2.2-0 survival_2.35-4 Hmisc_3.6-0 lattice_0.17-25
loaded via a namespace (and not attached):
[1] cluster_1.12.0 grid_2.8.0
--
Kevin E. Thorpe
Biostatistician/Trialist, Knowledge Translation Program
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: kevin.tho...@utoronto.ca Tel: 416.864.5776 Fax: 416.864.3016
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