[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.
rm(list=ls())
require(gsubfn)
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 <-
"V1~V2+I(V2^2)+I(V2^3)+I(V2^4)+I(V2^5)+I(V2^6)+I(V2^7)+I(V2^8)+I(V2^9)+I
(V2^10)"
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)
lm.data
Rob Carnell
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