[R] singular.ok in lm

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu Jan 24 15:14:23 CET 2008

On Thu, 24 Jan 2008, Martin Eklund wrote:

> Dear R users,
> I'm wondering about the singular.ok option in lm. If singular.ok is
> set to TRUE does it mean that we allow the generalized inverse of
> (X'X)^-1 (where X are the independent variables and ' denotes the
> transpose)? Or is the singularity handled in some other way?

Pivoting is used: singular.ok=TRUE is the default in R.

I don't think you can say *the* generalized inverse: there are many.
In any case, R does not solve the normal equations let alone invert X'X to 
fit a regression.

> ========================================
> Martin Eklund
> PhD Student
> Department of Pharmaceutical Biosciences
> Uppsala University, Sweden
> Ph: +46-18-4714281
> ========================================

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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