On Oct 9, 2009, at 5:45 PM, Brecknock, Peter wrote:
Daniel
Thanks very much for the reply.
If the data fails the underlying assumptions of regression wouldn't
it make sense to suppress all the output and not just the slope
coefficient?
Incidently, if I run this simple example in Excel it returns the
slope as 0. Intuitively, this makes sense to me ... the best
estimate of y would be its mean for any value of x.
R gave you the best estimate for y. It was Excel that gave you an
estimate for something for which it had no basis. There is no mean of
dy/dx because dx=0.
--
David.
Kind regards
Pete
-----Original Message-----
From: Daniel Malter [mailto:dan...@umd.edu]
Sent: Friday, October 09, 2009 4:24 PM
To: Brecknock, Peter; r-help@r-project.org
Subject: AW: [R] lm output
That comes out as an NA because X'X is not invertible because it is
not full
rank (one row/column is a linear combination of the other(s)). And
that
means there is no unique solution to the system.
y=c(10,12,17)
x=c(5,5,5)
X=cbind(1,x)
X
t(X)%*%X
solve(t(X)%*%X)
Therefore, nope, there is now way to make this come out as a zero,
because
it fails the very assumptions of regression analysis.
HTH,
Daniel
-------------------------
cuncta stricte discussurus
-------------------------
-----Ursprüngliche Nachricht-----
Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
project.org] Im
Auftrag von Brecknock, Peter
Gesendet: Friday, October 09, 2009 5:12 PM
An: r-help@r-project.org
Betreff: [R] lm output
Hi All
I am running a linear regression using the lm object.
In the event that my independent variable is the same across all
observations the regression slope is returned as an NA.
For example, if I have the following
y=c(10,12,17)
x=c(5,5,5)
lm = lm(y~x)
produces the following
Coefficients:
(Intercept) x
13 NA
Other than post-processing the results, is there a way to output the
slope
as 0 rather than NA?
Thanks
Pete
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