[Rd] Small quirks in summary.(g)lm docs
Milan Bouchet-Valat
nalimilan at club.fr
Tue Feb 19 17:32:05 CET 2013
Hi!
In R 3.0.0 from current SVN, ?summary.lm says:
> Value [...]
> df degrees of freedom, a 3-vector (p, n-p, p*), the last
> being the number of non-aliased coefficients.
?summary.glm says:
> df a 3-vector of the rank of the model and the number of residual
> degrees of freedom, plus number of non-aliased coefficients.
It seems to me that the description is reversed: p is the number of
non-aliased coefficients, and p* the total number of coefficients. I do
not have reference books off-hand to check how it is intended to work,
but see this example:
ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group <- gl(2,10,20, labels=c("Ctl","Trt"))
weight <- c(ctl, trt)
lm.D9 <- lm(weight ~ group + I(group != "Ctl"))
lm.D9
Call:
lm(formula = weight ~ group + I(group != "Ctl"))
Coefficients:
(Intercept) groupTrt I(group != "Ctl")TRUE
5.032 -0.371 NA
summary(lm.D9)$df
[1] 2 18 3
sum(!summary(lm.D9)$aliased)
[1] 2
The same is true with glm().
Also, ?summary.lm seems to miss a mention that is present
in ?summary.glm:
> Aliased coefficients are omitted in the returned object but (as from
> R 1.8.0) restored by the print method.
This is apparently true of summary.lm too:
summary(lm.D9)
Call:
lm(formula = weight ~ group + I(group != "Ctl"))
Residuals:
Min 1Q Median 3Q Max
-1.0710 -0.4938 0.0685 0.2462 1.3690
Coefficients: (1 not defined because of singularities)
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.0320 0.2202 22.850 9.55e-15 ***
groupTrt -0.3710 0.3114 -1.191 0.249
I(group != "Ctl")TRUE NA NA NA NA
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.6964 on 18 degrees of freedom
Multiple R-squared: 0.07308, Adjusted R-squared: 0.02158
F-statistic: 1.419 on 1 and 18 DF, p-value: 0.249
summary(lm.D9)$coefficients
Estimate Std. Error t value Pr(>|t|)
(Intercept) 5.032 0.2202177 22.85012 9.547128e-15
groupTrt -0.371 0.3114349 -1.19126 2.490232e-01
Attached is a patch that applies these changes, if I'm not mistaken (and
my English can be improved...).
Regards
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