Same version on Mac, same results.
> On 6 Sep 2017, at 15:22, JRG <loesl...@accucom.net> 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, given that the response variable > (y) is not actually variable. > > > ---JRG > John R. Gleason > > > On 09/06/2017 09:10 AM, S Ellison wrote: >>> 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 warning that it's all >> potentially nonsense, and indeed the only things you can trust are the >> coefficient values (to within .Machine$double.eps or thereabouts) >> >> Interestingly, though, my current version of R (3.4.0) gives numerically >> exact coefficients (c(1,0) and identically zero standard errors. >> >> So this particular example is apparently version-specific. >> >> S Ellison >> >> >> ******************************************************************* >> This email and any attachments are confidential. Any use...{{dropped:8}} >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
