Hi!
Anybody on this patch?
Le mardi 19 février 2013 à 17:32 +0100, Milan Bouchet-Valat a écrit :
> Hi!
>
> In R 3.0.0 from current SVN, ?summary.lm says:
> > Value [...]
> > df degrees of freedom, a 3-vector (p, n-p, p*), the last
> > being the number of non-aliased coefficients.
>
> ?summary.glm says:
> > df a 3-vector of the rank of the model and the number of residual
> > degrees of freedom, plus number of non-aliased coefficients.
>
> It seems to me that the description is reversed: p is the number of
> non-aliased coefficients, and p* the total number of coefficients. I do
> not have reference books off-hand to check how it is intended to work,
> but see this example:
>
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> group <- gl(2,10,20, labels=c("Ctl","Trt"))
> weight <- c(ctl, trt)
> lm.D9 <- lm(weight ~ group + I(group != "Ctl"))
> lm.D9
>
> Call:
> lm(formula = weight ~ group + I(group != "Ctl"))
>
> Coefficients:
> (Intercept) groupTrt I(group != "Ctl")TRUE
> 5.032 -0.371 NA
>
> summary(lm.D9)$df
> [1] 2 18 3
>
> sum(!summary(lm.D9)$aliased)
> [1] 2
>
>
> The same is true with glm().
>
>
> Also, ?summary.lm seems to miss a mention that is present
> in ?summary.glm:
> > Aliased coefficients are omitted in the returned object but (as from
> > R 1.8.0) restored by the print method.
>
> This is apparently true of summary.lm too:
>
> summary(lm.D9)
>
> Call:
> lm(formula = weight ~ group + I(group != "Ctl"))
>
> Residuals:
> Min 1Q Median 3Q Max
> -1.0710 -0.4938 0.0685 0.2462 1.3690
>
> Coefficients: (1 not defined because of singularities)
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 5.0320 0.2202 22.850 9.55e-15 ***
> groupTrt -0.3710 0.3114 -1.191 0.249
> I(group != "Ctl")TRUE NA NA NA NA
> ---
> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> Residual standard error: 0.6964 on 18 degrees of freedom
> Multiple R-squared: 0.07308, Adjusted R-squared: 0.02158
> F-statistic: 1.419 on 1 and 18 DF, p-value: 0.249
>
> summary(lm.D9)$coefficients
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 5.032 0.2202177 22.85012 9.547128e-15
> groupTrt -0.371 0.3114349 -1.19126 2.490232e-01
>
>
> Attached is a patch that applies these changes, if I'm not mistaken (and
> my English can be improved...).
>
>
> Regards
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