[R] lm output

[Daniel Malter]

No, actually it does better to not suppress all output, because it tells you
where the trouble comes from by just showing the NA for the slope. The
intercept the regression gives you is the mean of y in this case. As for the
slope, Ted's graphic is illustrative as to why no slope can be estimated.
Overall, I would say the output makes sense.

Daniel

-------------------------
cuncta stricte discussurus
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-----Ursprüngliche Nachricht-----
Von: Brecknock, Peter [mailto:Peter.Brecknock at bp.com] 
Gesendet: Friday, October 09, 2009 5:45 PM
An: Daniel Malter; r-help at r-project.org
Betreff: RE: [R] lm output

Daniel

Thanks very much for the reply. 

If the data fails the underlying assumptions of regression wouldn't it make
sense to suppress all the output and not just the slope coefficient?

Incidently, if I run this simple example in Excel it returns the slope as 0.
Intuitively, this makes sense to me ... the best estimate of y would be its
mean for any value of x.

Kind regards

Pete


-----Original Message-----
From: Daniel Malter [mailto:daniel at umd.edu]
Sent: Friday, October 09, 2009 4:24 PM
To: Brecknock, Peter; r-help at r-project.org
Subject: AW: [R] lm output

That comes out as an NA because X'X is not invertible because it is not full
rank (one row/column is a linear combination of the other(s)). And that
means there is no unique solution to the system.

y=c(10,12,17)
x=c(5,5,5)
X=cbind(1,x)

X
t(X)%*%X
solve(t(X)%*%X)

Therefore, nope, there is now way to make this come out as a zero, because
it fails the very assumptions of regression analysis.

HTH,
Daniel

-------------------------
cuncta stricte discussurus
-------------------------

-----Ursprüngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im
Auftrag von Brecknock, Peter
Gesendet: Friday, October 09, 2009 5:12 PM
An: r-help at r-project.org
Betreff: [R] lm output

Hi All

I am running a linear regression using the lm object.

In the event that my independent variable is the same across all
observations the regression slope is returned as an NA.

For example, if I have the following 

y=c(10,12,17)
x=c(5,5,5)

lm = lm(y~x)
produces the following 

Coefficients:
(Intercept)            x  
      13           NA  

Other than post-processing the results, is there a way to output the slope
as 0 rather than NA?

Thanks

Pete 


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