[R] error message

[Prof Brian Ripley]

Yes, the author of the message does :)

Your fit is exactly collinear.  From ?predict.lm

      If the fit is rank-deficient, some of the columns of the design
      matrix will have been dropped.  Prediction from such a fit only
      makes sense if 'newdata' is contained in the same subspace as the
      original data.  That cannot be checked accurately, so a warning is
      issued.

(in fact predict.lm is being called here.)

On Tue, 28 Mar 2006, stephenc wrote:

> Hi
>
> Does anyone know what this means:
>
>
>> glm.model = glm(formula = as.factor(nextDay) ~ ., family=binomial,
> data=spi[1:1000,])
>> pred <- predict(glm.model, spi[1001:1250,-9], type="response")
> Warning message:
> prediction from a rank-deficient fit may be misleading in:
> predict.lm(object, newdata, se.fit, scale = 1, type = ifelse(type ==
>
> 9 is my determinant and I still get this message even when I remove the
> 9.
>
> Stephen
>
>
> 	[[alternative HTML version deleted]]
>
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-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595