[Rd] Possible bug (PR#633)
agusalon@mcr.ucm.es
agusalon@mcr.ucm.es
Sun, 13 Aug 2000 20:59:22 +0200 (MET DST)
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Dear Sirs:
I am reading the book Mixed-Effects Models in S and S-Plus, by Pinheiro =
and Bates, (Springer-Verlag New York, 2000) but using the nlme library =
for R (version:3.1-7, dated: 2000-07-07), and for the Linux (Mandrake =
7.0) operating system.
Working the first example of the book (pp. 4 - 12), I reproduce the =
reported results but with one exception: the model on page 6, called =
fm2Rail.lm. The estimated coefficients that I get are not those reported =
on the book.
In the attached file (report), I am sending you the short program (which =
reproduces the one in the book) and the results for estimating the =
fm2Rail.lm model. The estimated coefficients which I get are:
Rail^0 Rail^1 Rail^2 Rail^3 Rail^4 Rail^5
66.5 54.303 -4.692 -2.658 -0.567 11.192
which do not seem correct.
Those reported in the book are:
Rail2 Rail5 Rail1 Rail6 Rail3 Rail4
31.667 50 54 82.667 84.667 96
I have tried several times and other examples but the function lm seems =
not to work correctly, and perhaps the problem is in the adaptation of =
nlme from S to R.
Would you, please, let me know what is the reason for the estimated =
coefficients which I get?
Thanking you for your attention, I am
Sincerely yours
Agustin Alonso-Rodriguez
Prof. of Econometrics
Real C. Univ. "Escorial-Maria Cristina"
28200 San Lorenzo del Escorial(Madrid)
Spain
aalonso@mcr.ucm.es
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<DIV><FONT size=3D2>Dear Sirs:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>I am reading the book <U>Mixed-Effects Models in S =
and=20
S-Plus</U>, by Pinheiro and Bates, (Springer-Verlag New York, =
2000) but=20
using the nlme library for R (version:3.1-7, dated: 2000-07-07), and for =
the=20
Linux (Mandrake 7.0) operating system.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Working the first example of the book (pp. 4 - 12), =
I=20
reproduce the reported results but with one exception: the model on page =
6,=20
called fm2Rail.lm. The estimated coefficients that I get are not those =
reported=20
on the book.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>In the attached file (report), I am sending you the =
short=20
program (which reproduces the one in the book) and the results for =
estimating=20
the fm2Rail.lm model. The estimated coefficients which I get =
are:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2> Rail^0 Rail^1 =20
Rail^2 Rail^3 =
Rail^4 =20
Rail^5</FONT></DIV>
<DIV><FONT size=3D2> 66.5 =20
54.303 -4.692 =
-2.658 =20
-0.567 11.192</FONT></DIV>
<DIV><FONT size=3D2>which do not seem correct.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Those reported in the book are:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2> Rail2 =20
Rail5 Rail1 =20
Rail6 Rail3 =20
Rail4</FONT></DIV>
<DIV><FONT size=3D2> 31.667 =20
50 54 =
82.667 84.667 96</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>I have tried several times and other examples but =
the function=20
<STRONG>lm </STRONG>seems not to work correctly, and perhaps the problem =
is in=20
the adaptation of nlme from S to R.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Would you, please, let me know what is the reason =
for the=20
estimated coefficients which I get?</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Thanking you for your attention, I am</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Sincerely yours</FONT></DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Agustin Alonso-Rodriguez</FONT></DIV>
<DIV><FONT size=3D2>Prof. of Econometrics</FONT></DIV>
<DIV><FONT size=3D2>Real C. Univ. "Escorial-Maria Cristina"</FONT></DIV>
<DIV><FONT size=3D2>28200 San Lorenzo del Escorial(Madrid)</FONT></DIV>
<DIV><FONT size=3D2>Spain</FONT></DIV>
<DIV><FONT size=3D2><A=20
href=3D"mailto:aalonso@mcr.ucm.es">aalonso@mcr.ucm.es</A></FONT></DIV>
<DIV> </DIV>
<DIV> </DIV></BODY></HTML>
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1.- Program=0A=
=0A=
library(nlme)=0A=
data(Rail)=0A=
Rail=0A=
=0A=
# Fixed-effects model=0A=
fm2Rail.lm <- lm(travel ~ Rail - 1, data =3D Rail)=0A=
fm2Rail.lm=0A=
summary(fm2Rail.lm)=0A=
=0A=
=0A=
2.- Results=0A=
=0A=
=0A=
R : Copyright 2000, The R Development Core Team=0A=
Version 1.1.0 (June 15, 2000)=0A=
=0A=
R is free software and comes with ABSOLUTELY NO WARRANTY.=0A=
You are welcome to redistribute it under certain conditions.=0A=
Type "?license" or "?licence" for distribution details.=0A=
=0A=
R is a collaborative project with many contributors.=0A=
Type "?contributors" for a list.=0A=
=0A=
Type "demo()" for some demos, "help()" for on-line help, or=0A=
"help.start()" for a HTML browser interface to help.=0A=
Type "q()" to quit R.=0A=
=0A=
> library(nlme)=0A=
Loading required package: nls =0A=
> data(Rail)=0A=
> Rail=0A=
Grouped Data: travel ~ 1 | Rail=0A=
Rail travel=0A=
1 1 55=0A=
2 1 53=0A=
3 1 54=0A=
4 2 26=0A=
5 2 37=0A=
6 2 32=0A=
7 3 78=0A=
8 3 91=0A=
9 3 85=0A=
10 4 92=0A=
11 4 100=0A=
12 4 96=0A=
13 5 49=0A=
14 5 51=0A=
15 5 50=0A=
16 6 80=0A=
17 6 85=0A=
18 6 83=0A=
> =0A=
> # Fixed-effects model=0A=
> fm2Rail.lm <- lm(travel ~ Rail - 1, data =3D Rail)=0A=
> fm2Rail.lm=0A=
=0A=
Call:=0A=
lm(formula =3D travel ~ Rail - 1, data =3D Rail)=0A=
=0A=
Coefficients:=0A=
Rail^0 Rail^1 Rail^2 Rail^3 Rail^4 Rail^5 =0A=
66.500 54.303 -4.692 -2.658 -0.567 11.192 =0A=
=0A=
> summary(fm2Rail.lm)=0A=
=0A=
Call:=0A=
lm(formula =3D travel ~ Rail - 1, data =3D Rail)=0A=
=0A=
Residuals:=0A=
Min 1Q Median 3Q Max =0A=
-6.6667 -1.0000 0.1667 1.0000 6.3333 =0A=
=0A=
Coefficients:=0A=
Estimate Std. Error t value Pr(>|t|) =0A=
Rail^0 66.5000 0.9477 70.169 < 2e-16 ***=0A=
Rail^1 54.3032 2.3214 23.392 2.22e-11 ***=0A=
Rail^2 -4.6917 2.3214 -2.021 0.066161 . =0A=
Rail^3 -2.6584 2.3214 -1.145 0.274458 =0A=
Rail^4 -0.5669 2.3214 -0.244 0.811181 =0A=
Rail^5 11.1919 2.3214 4.821 0.000418 ***=0A=
---=0A=
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 =0A=
=0A=
Residual standard error: 4.021 on 12 degrees of freedom=0A=
Multiple R-Squared: 0.9978, Adjusted R-squared: 0.9967 =0A=
F-statistic: 916.6 on 6 and 12 degrees of freedom, p-value: 2.998e-15 =0A=
=0A=
> =0A=
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