# [R] lm design matrix bug?

toby909 at gmail.com toby909 at gmail.com
Mon Oct 29 07:59:02 CET 2007

```Hi All

Maybe I dont understand it, but I would have expected that the design matrix has
as many rows as there were observations available to fit the model.
Below a small artificial dataset created, then one model fitted and the design
matrix outputted, having 27 rows. Then I delete 6 obs, and fit the model on
these 21 obs, but the design matrix that comes out has 26 rows?

Thanks for your enlightenment.

Toby

y = c()
x1 = c()
x2 = c()
idx = 1
for (i in 1:3) {
for (j in 1:3) {
for (k in 1:3) {
y[idx] = 30*i+10*j+100*i*j+30*k-60
x1[idx] = i
x2[idx] = j
idx = idx+1
}
}
}

lm11 = lm(y ~ factor(x1)*factor(x2), x=1)
summary(lm11)
unique(predict(lm11))

X = lm11\$x; X

P = solve(t(X)%*%X) %*% t(X); round(P,3)

y[3] = NA
y[6] = NA
y[12] = NA
y[18] = NA
y[24] = NA
y[27] = NA

lm21 = lm(y ~ factor(x1)*factor(x2), x=1)
summary(lm21)
unique(predict(lm21))

X = lm21\$x; X

P = solve(t(X)%*%X) %*% t(X); round(P,3)

```

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