[R] weird question about lm() and data.frame

Guojun Zhu shmilylemon at yahoo.com
Sat May 6 04:43:23 CEST 2006



--- Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:

> On Thu, 4 May 2006, Guojun Zhu wrote:
> 
> > I am still battling with my project :(
> >
> > I have a line like this
> >
> >
>
lm(month.model$next.ret~.,month.model,na.action=na.omit)
> 
>
Yourexamplesmightactuallybereeadableifyouusedyourspacebar.
What do you mean here?  
> 
> next.ret ~ .  would suffice here.
> 
> > month.model is a data frame with lots of columns. 
> One
> > of them is "Oth", a dummy variable. I checked
> > month.model, there are two rows with number 1 and
> > others are either 0 or NA.  the two rows with
> Oth==1
> > have no NA.  I have totally about 900 rows.  But
> after
> > the regression, the Oth's coefficient is NA.  I do
> not
> > understand.
> 
> You don't show us how you reach that conclusion, but
> probably aliasing is 
> the cause.  See ?alias.

I edit my data frame. And check all the month.model. 
I see two 1 in that column, hundreds of 0 and a few
NA.  I have about 900 rows with 13 normal variables
and 20 dummy variables. "Oth" is one of the dummy
variables.  

I do not quite understand alias. The help is not
clear.  But I will try to read it again.  
> 
> > Another issue is also about NA.  I offen use
> something
> > like "model[model$Oth==1,]", but it will not only
> > gives rows with oth==1, but also gives some rows
> with
> > all item as NA.  I then changed this into "
> >
>
month.model[(month.model$Oth==1)&(!is.na(month.model$next.ret)),]"
> > and it gives the same result.  Finally I change it
> > into
> > "
> >
>
month.model[(month.model$Oth==1)&(!is.na(month.model$Oth)),]"
> > and it works.  next.ret is a column for sure.  Can
> > anyone explain this to me?
> 
> You want month.model$Oth %in% 1
> 
> Such things are covered with detailed examples in
> chapter 2 of MASS4 (see 
> the FAQ).

Is there any online materials available?  I start R
because it is free and would much rather to keep in
that way.  Thanks.
> 
> 
> -- 
> 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
>




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