Actually, this may be a useful feature! It allows calculation of a basis for the orthogonal complement of the space spanned by model.matrix(lm(y ~ poly(x,12)). However, the default ought surely to be to disallow df > k-1 in poly(x,df), where k = length(unique(x)).
John Maindonald email: [EMAIL PROTECTED] phone : +61 2 (6125)3473 fax : +61 2(6125)5549 Centre for Mathematics & Its Applications, Room 1194, John Dedman Mathematical Sciences Building (Building 27) Australian National University, Canberra ACT 0200. On 24 Apr 2008, at 8:00 PM, [EMAIL PROTECTED] wrote: > From: [EMAIL PROTECTED] > Date: 24 April 2008 3:05:28 AM > To: [EMAIL PROTECTED] > Cc: [EMAIL PROTECTED] > Subject: [Rd] poly() can exceed degree k - 1 for k distinct points > (PR#11251) > > > The poly() function can create more variables than can be fitted when > there are replicated values. In the example below, 'x' has only 5 > distinct values, but I can apparently fit a 12th-degree polynomial > with > no error messages or even nonzero coefficients: > > R> x = rep(1:5,3) > R> y = rnorm(15) > R> lm(y ~ poly(x, 12)) > > Call: > lm(formula = y ~ poly(x, 12)) > > Coefficients: > (Intercept) poly(x, 12)1 poly(x, 12)2 poly(x, 12)3 > -0.27442 0.35822 -0.26412 2.11780 > poly(x, 12)4 poly(x, 12)5 poly(x, 12)6 poly(x, 12)7 > 1.83117 -0.09260 -0.48572 1.94030 > poly(x, 12)8 poly(x, 12)9 poly(x, 12)10 poly(x, 12)11 > -0.88297 -1.04556 0.74289 -0.01422 > poly(x, 12)12 > -0.46548 > <snip> <snip> > [I thought I submitted this via the website yesterday, but I can > find no > trace of it. I apologize if this is a duplicate, but I don't think > it is.] > -- > Russell V. Lenth, Professor > Department of Statistics > & Actuarial Science (319)335-0814 FAX (319)335-3017 > The University of Iowa [EMAIL PROTECTED] > Iowa City, IA 52242 USA http://www.stat.uiowa.edu/~rlenth/ [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
