[R] NA in rlm

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Wed Mar 20 17:25:54 CET 2002


On Tue, 19 Mar 2002, Rafael A. Irizarry wrote:

> i am using R 1.5 on solaris 2.8 and redhat 7.2 (what i mention
> below happens for all of these and on R-1.4.1 on solaris 2.8)
>
> i am fitting an addtive model (y=roweffect+columneffct+error) to the
> following data using rlm

This is the rlm in package MASS, I presume?

There is no `R 1.5' nor will there ever be.  The version of MASS for R
1.5.0 is not yet released (like R 1.5.0).

>    8.631371  8.219719
>   12.407817 12.373610
>   10.558580 10.284926
>   11.525872 11.504441
>   12.644998 12.583985
>   12.772225 12.629980
>   12.482169 12.271868
>   12.039199 12.061671
>   11.892378 11.688070
>  11.725565 11.655078
>  11.251226 11.383293
>   9.199893  7.860003
>  12.275562 12.240147
>  13.638981 13.381291
>  13.205941 13.060880
>  11.056920 10.707565
>
> if the above matrix is x, when i do the following:
>   m <- dim(x)[1]
>   n <- dim(x)[2]
>   rows<- as.factor(rep(1:m,n))
>   cols <- as.factor(rep(1:n,rep(m,n)))
>
>   z  <-rlm(as.vector(x)~cols+rows,psi=psi.bisquare)
>
> i get an NA in the estimate z$coef[13]
>
> this relates to the 12th row  effect which appears to be an
> outlier. is this how one interprets an NA  here?

Since you overrode the default psi, you gave zero weight to all
observations in row 12.  So you have no usable information about row12.

> one consequence is that i cant get standard errors
> through summary.rlm(z). is there a "work around" this?

The work-around is to use a statistical method that fits your problem.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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