[R] lm, coefficient 'not defined because of singularities'? What does this mean?
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Feb 14 19:01:48 CET 2008
x1 <- rep(pi, 283)
y1 <- rnorm(283)
summary(lm(y1 ~ x1))
More generally, see ?alias.
The idea of singularity is a linear model is a statistical one, so it may
be time to revisit your statistical education or read a good book on the
subject (MASS comes to mind in this context).
On Thu, 14 Feb 2008, Martin Waller wrote:
> I'm doing an lm(y1~x1), no NAs in them, both of length 283.
> I get out however and 'NA' for the estimate of x1 and summary gives:
> Min 1Q Median 3Q Max
> -0.1998309 -0.0447269 -0.0006252 0.0390933 0.3141687
> Coefficients: (1 not defined because of singularities)
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) -0.021291 0.003994 -5.331 2.01e-07 ***
> x1 NA NA NA NA
> Signif. codes: 0 .***. 0.001 .**. 0.01 .*. 0.05 '.' 0.1 ' ' 1
> Residual standard error: 0.06719 on 282 degrees of freedom
> I don't understand why x1 can't be defined because of singularities - is
> it trying to tell me something about the data and what can I do about it?
> Thanks for any help,
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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
More information about the R-help