Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-07 Thread Rainer Krug
Same version on Mac, same results. > On 6 Sep 2017, at 15:22, JRG wrote: > > Indeed (version-specific). > > With R 3.4.1 on linux, I get coefficients and residuals that are > numerically exact, F-statistic = NaN, p-value = NA, R-squared = NaN, etc. > > All of which is what ought to happen, gi

Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-06 Thread JRG
Indeed (version-specific). With R 3.4.1 on linux, I get coefficients and residuals that are numerically exact, F-statistic = NaN, p-value = NA, R-squared = NaN, etc. All of which is what ought to happen, given that the response variable (y) is not actually variable. ---JRG John R. Gleason On

Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-06 Thread S Ellison
> I think what you're seeing is > https://en.wikipedia.org/wiki/Loss_of_significance. Almost. All the results in the OP's summary are reflections of finite precision in the analytically exact solution, leading to residuals smaller than the double precision limit. The summary is correctly warnin

Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-05 Thread mark . hogue
Tim, I think what you're seeing is https://en.wikipedia.org/wiki/Loss_of_significance. Cheers, Mark From: "Glover, Tim" To: "r-help@r-project.org" Date: 09/05/2017 11:37 AM Subject:[R] Interesting behavior of lm() with small, problematic data sets Sent by:"R-help"

Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-05 Thread David Winsemius
> On Sep 5, 2017, at 6:24 AM, Glover, Tim wrote: > > I've recently come across the following results reported from the lm() > function when applied to a particular type of admittedly difficult data. > When working with > small data sets (for instance 3 points) with the same response for diffe

Re: [R] Interesting behavior of lm() with small, problematic data sets

2017-09-05 Thread Jeff Newmiller
Why does an unreliable fit have to provide "reasonable" results? More specifically, p-values arise from observed distributions... if your slopes are "in the noise" then the slope estimate's location within that distribution could be anywhere relative to the center and spread of that very narrow