[R] problems using lqs()

[Luca Scrucca]

Dear List-members,

I found a strange behaviour in the lqs function.
Suppose I have the following data:

y <-  c(7.6, 7.7, 4.3, 5.9, 5.0, 6.5, 8.3, 8.2, 13.2, 12.6, 10.4, 10.8,
13.1, 12.3, 10.4, 10.5, 7.7, 9.5, 12.0, 12.6, 13.6, 14.1, 13.5, 11.5,
12.0, 13.0, 14.1, 15.1)
x1 <- c(8.2, 7.6,, 4.6, 4.3, 5.9, 5.0, 6.5, 8.3, 10.1, 13.2, 12.6, 10.4,
10.8, 13.1, 13.3, 10.4, 10.5, 7.7, 10.0, 12.0, 12.1, 13.6, 15.0, 13.5,
11.5, 12.0, 13.0, 14.1)
x2 <- c(23.005, 23.873, 26.417, 24.868, 29.895, 24.200, 23.215, 21.862,
22.274, 23.830, 25.144, 22.430, 21.785, 22.380, 23.927, 33.443, 24.859,
22.686, 21.789, 22.041, 21.033, 21.005, 25.865, 26.290, 22.932, 21.313,
20.769, 21.393)

and I would like to fit the following model:

mod1 <- lqs(y ~ x1 + x2, method="lms", nsamp="exact")
mod1$coefficients
(Intercept)          x1          x2
 35.5293489   0.4422742  -1.2944534
mod1$bestone
[1] 12 17 27

Now, instead of using the formula, I want to provide the design matrix and
the response, then:

X <- cbind(1, x1, x2)
mod2 <- lqs.default(X, y, intercept=F, method="lms", nsamp="exact")
mod2$coefficients
                   x1         x2
35.4217275  0.4276641 -1.2834731
mod2$bestone
[1]  6 14 15

The results are not the same (?!). Furthermore, if I create the design
matrix without the column of 1's for the intercept:

X <- cbind(x1, x2)
mod3 <- lqs.default(X, y, intercept=T, method="lms", nsamp="exact")
> mod3$coefficients
(Intercept)          x1          x2
 35.5293489   0.4422742  -1.2944534
> mod3$bestone
[1] 12 17 27

I get the same result I had using the formula (see mod1).
This is confusing me!

Another small problem appears if I re-fit the first model using the
formula and asking to return the x-matrix and the response:

lqs(y ~ x1 + x2, method="lms", nsamp="exact", x.ret=T, y.ret=T)

Error in model.frame(formula, rownames, variables, varnames, extras,
extranames,  :
	variable lengths differ

Does anyone know what's going on?

Regards, with thanks in advance,

Luca Scrucca


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| Dr. Luca Scrucca                                                      |
| Dipartimento di Scienze Statistiche      tel. +39 - 075 - 5855278     |
| Universita' degli Studi di Perugia       fax. +39 - 075 - 43242       |
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| E-mail:   luca at stat.unipg.it                                          |
| Web page: http://www.stat.unipg.it/luca                               |
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