[Rd] NIST StRD linear regression

Carnell, Rob C CarnellR at BATTELLE.ORG
Mon Jul 31 01:42:29 CEST 2006

NIST maintains a repository of Statistical Reference Datasets at
http://www.itl.nist.gov/div898/strd/.  I have been working through the
datasets to compare R's results to their references with the hope that
if all works well, this could become a validation package.

All the linear regression datasets give results with some degree of
accuracy except one.  The NIST model includes 11 parameters, but R will
not compute the estimates for all 11 parameters because it finds the
data matrix to be singular.

The code I used is below.  Any help in getting R to estimate all 11
regression parameters would be greatly appreciated.

I am posting this to the R-devel list since I think that the discussion
might involve the limitations of platform precision.

I am using R 2.3.1 for Windows XP.


defaultPath <- "my path"

data.base <- "http://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA"

reg.data <- paste(data.base, "/Filip.dat", sep="")

model <-

filePath <- paste(defaultPath, "//NISTtest.dat", sep="")
download.file(reg.data, filePath, quiet=TRUE)

A <- read.table(filePath, skip=60, strip.white=TRUE)
lm.data <- lm(formula(model), A)


Rob Carnell

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