[R] Prediction from a rank deficient fit may be misleading

David Winsemius dwinsemius at comcast.net
Thu Mar 10 23:05:31 CET 2016


> On Mar 10, 2016, at 8:08 AM, Michael Artz <michaeleartz at gmail.com> wrote:
> 
> HI all,
> I have the following error -
>> resultVector <- predict(logitregressmodel, dataset1, type='response')
> Warning message:
> In predict.lm(object, newdata, se.fit, scale = 1, type = ifelse(type ==  :
>  prediction from a rank-deficient fit may be misleading

It wasn't an R error. It was an R warning. Was the `summary` output on logitregressmodel informative? Does the resultVector look sensible given its inputs?


> I have seen on internet that there may be some collinearity in the data and
> this is causing that.  How can I be sure?

Do some diagnostics. After looking carefully at the output of summary(logitregressmodel)  and perhaps summary(dataset1) if it was the original input to the modeling functions, and then you could move on to looking at cross-correlations on things you think are continuous and crosstabs on factor variables and the condition number on the full data matrix.

Lots of stuff turns up on search for "detecting collinearity condition number in r"

> 
> Thanks
> 
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> 
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David Winsemius
Alameda, CA, USA



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