[R] Problems with Durbin Watson and Partial Residual Plots
John Fox
jfox at mcmaster.ca
Tue Nov 2 21:23:23 CET 2004
Dear Cal,
The functions that you mention are in the car package.
The problems that you've encountered seem very odd to me. For example, if
you take a look at durbin.watson.lm(), you'll see that the code producing
the errors is quite straight-forward; it just extracts residuals from the
model and checks for NAs:
residuals <- residuals(model)
if (any(is.na(residuals)))
stop("residuals include missing values")
Likewise, what's going on inside of cr.plot.lm() is also pretty simple.
Can you send the data set on which this regression was based?
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cal Tate
> Sent: Tuesday, November 02, 2004 2:24 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Problems with Durbin Watson and Partial Residual Plots
>
> I am trying to evaluate a model by using the commands
> durbin.watson and cr.plot.
> However, I keep getting errors that I can't figure out. A
> description follows. Does anyone have a hint as to what may be wrong?
>
>
> 1)The Durbin Watson Test. In running the command I kept
> getting the message "residuals include missing values" when
> actually this was NOT the case.
>
> Example:
> >durbin.watson(hw8LM0)
> Error in durbin.watson.lm(hw8LM0) : residuals include missing values
>
> (2)Partial Residual Plots: Here I kept getting that the
> variables I choose are not in the model, i.e. "Time is not in
> the model" when it clearly is.
>
> Example:
> >cr.plot(hw8LM0,variable="Time")
> Error in cr.plot.lm(hw8LM0, variable = "Time") :
> Time is not in the model.
>
> Here is the model and residuals:
> summary(hw8LM0)
> Call:
> lm(formula = Sales ~ Time)
> Residuals:
> Min 1Q Median 3Q Max
> -516.32 -292.95 -29.15 238.48 895.09
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1418.872 122.464 11.59 2.35e-14 ***
> Time 73.278 4.962 14.77 < 2e-16 ***
> ---
> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` '
> 1 Residual standard error: 389.8 on 40 degrees of freedom
> Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411
> F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16
>
> hw8LM0$res
> 1 2 3 4 5
> 6
> 242.679535 679.531369 895.093204 442.975038 -237.443127
> 245.868708
> 7 8 9 10 11
> 12
> 82.540542 -13.347623 -209.325789 161.976046 -96.612120
> -271.380285
> 13 14 15 16 17
> 18
> -460.888451 -113.606616 -311.494782 -417.352947 -516.321113
> 1.430722
> 19 20 21 22 23
> 24
> -18.407443 -328.425609 -476.743774 8.528060 67.849895
> -298.548271
> 25 26 27 28 29
> 30
> -478.826436 225.895398 110.617233 -226.800933 -487.939098
> 281.782736
> 31 32 33 34 35
> 36
> -61.495429 -390.773595 -485.051760 431.670075 477.391909
> -39.886256
> 37 38 39 40 41
> 42
> -276.164422 732.557413 618.279247 -16.998918 -229.277084
> 756.444751
>
>
>
> ---------------------------------
>
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