Full_Name: Christian Lajaunie
Version: 2.5.1
OS: Fedora fc6
Submission from: (NULL) (193.251.63.39)
confint() does not use the appropriate variance term when the design
matrix contains a zero column (which of course should not happen).
Example:
A 10x2 matrix with trivial column 1:
> junk <- data.frame(x=rep(0,10), u=factor(sample(c("Y", "N"), 10, replace=T)))
The response:
> ans <- as.integer(junk$u) + rnorm(10)
and the model:
> junk.model <- lm(ans ~ junk$x + junk$u)
3 coefficients:
> coefficients(junk.model)
(Intercept) junk$x junk$uY
0.6808802 NA 1.5912192
and a 2x2 variance (X^tX)^-1:
> vcov(junk.model)
(Intercept) junk$uY
(Intercept) 0.09905378 -0.09905378
junk$uY -0.09905378 0.19810756
result in no confidence interval for the third term:
> confint(junk.model)
2.5 % 97.5 %
(Intercept) -0.04488412 1.406644
junk$x NA NA
junk$uY NA NA
confint() seems to be looking for diag(vcov(junk.model))[3]
instead of diag(vcov(junk.model))[2]
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