[R] Fwd: Potential Issue with lm.influence
Eric Bridgeford
er|cwb95 @end|ng |rom gm@||@com
Tue Apr 2 23:00:37 CEST 2019
I agree the influence documentation suggests NaNs may result; however, as
these can be manually computed and are, indeed, finite/existing (ie,
computing the held-out influence by manually training n models for n points
to obtain n leave one out influence measures), I don't possibly see how the
function SHOULD return NaN, and given that it is returning NaN, that
suggests to me that there should be either a) Providing an alternative
method to compute them that (may be slower) that returns the correct
results in the even that lm.influence does not return a good approximation
(ie, a command line argument for type="approx" that does the approximation
strategy employed currently, or an alternative type="direct" or something
like that that computes them manually), or b) a heuristic to suggest why
NaNs might result from one's particular inputs/what can be done to fix it
(if the approximation strategy is the source of the problem) or what the
issue is with the data that will cause NaNs. Hence I was looking to start a
discussion around the specific strategy employed to compute the elements.
Below is the code:
moon_data <- structure(list(Name = structure(c(8L, 13L, 2L, 7L, 1L, 5L,
11L,
12L, 9L, 10L, 4L, 6L, 3L),
.Label = c("Ceres ", "Earth", "Eris ",
"Haumea ", "Jupiter ", "Makemake ", "Mars ", "Mercury ", "Neptune
",
"Pluto ", "Saturn ", "Uranus ", "Venus "), class = "factor"),
Distance = c(0.39, 0.72, 1, 1.52, 2.75, 5.2,
9.54, 19.22,
30.06, 39.5, 43.35, 45.8, 67.7),
Diameter = c(0.382, 0.949,
1, 0.532, 0.08, 11.209, 9.449, 4.007, 3.883, 0.18, 0.15,
0.12, 0.19), Mass = c(0.06, 0.82, 1, 0.11, 2e-04, 317.8,
95.2, 14.6, 17.2, 0.0022, 7e-04, 7e-04,
0.0025), Moons = c(0L,
0L, 1L, 2L, 0L, 64L, 62L, 27L, 13L, 4L, 2L, 0L, 1L), Volume
= c(0.0291869497930152,
0.447504348276571, 0.523598775598299, 0.0788376225681443,
0.000268082573106329, 737.393372232996, 441.729261571372,
33.6865588825666, 30.6549628355953, 0.00305362805928928,
0.00176714586764426, 0.00090477868423386, 0.00359136400182873
)), row.names = c(NA, -13L), class = "data.frame")
fit <- glm.nb(Moons ~ Volume, data = moon_data)
rstudent(fit)
fit2 <- update(fit, subset = Name != "Jupiter ")
rstudent(fit2)
influence(fit2)$sigma
# 1 2 3 4 5 7 8 9
10 11 12 13
# 1.077945 1.077813 1.165025 1.181685 1.077954 NaN 1.044454 1.152110
1.187586 1.181696 1.077954 1.165147
Sincerely,
Eric
On Tue, Apr 2, 2019 at 4:38 PM Bert Gunter <bgunter.4567 using gmail.com> wrote:
> Also, I suggest you read ?influence which may explain the source of your
> NaN's .
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Tue, Apr 2, 2019 at 1:29 PM Bert Gunter <bgunter.4567 using gmail.com> wrote:
>
>> I told you already: **Include code inline **
>>
>> See ?dput for how to include a text version of objects, such as data
>> frames, inline.
>>
>> Otherwise, I believe .txt text files are not stripped if you insist on
>> *attaching* data or code. Others may have better advice.
>>
>>
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming along
>> and sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>>
>> On Tue, Apr 2, 2019 at 1:21 PM Eric Bridgeford <ericwb95 using gmail.com>
>> wrote:
>>
>>> How can I add attachments? The following two files were attached in the
>>> initial message
>>>
>>> On Tue, Apr 2, 2019 at 3:34 PM Bert Gunter <bgunter.4567 using gmail.com>
>>> wrote:
>>>
>>>> Nothing was attached. The r-help server strips most attachments.
>>>> Include your code inline.
>>>>
>>>> Also note that
>>>>
>>>> > 0/0
>>>> [1] NaN
>>>>
>>>> so maybe something like that occurs in the course of your calculations.
>>>> But that's just a guess, so feel free to disregard.
>>>>
>>>>
>>>> Bert Gunter
>>>>
>>>> "The trouble with having an open mind is that people keep coming along
>>>> and sticking things into it."
>>>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>>>
>>>>
>>>> On Tue, Apr 2, 2019 at 11:32 AM Eric Bridgeford <ericwb95 using gmail.com>
>>>> wrote:
>>>>
>>>>> Hi R core team,
>>>>>
>>>>> I experienced the following issue with the attached data/code snippet,
>>>>> where the studentized residual for a single observation appears to be
>>>>> NaN
>>>>> given finite predictors/responses, which appears to be driven by the
>>>>> glm.influence method in the stats package. I am curious to whether
>>>>> this is
>>>>> a consequence of the specific implementation used for computing the
>>>>> influence, which it would appear is the driving force for the NaN
>>>>> influence
>>>>> for the point, that I was ultimately able to trace back through the
>>>>> lm.influence method to this specific line
>>>>> <
>>>>> https://github.com/SurajGupta/r-source/blob/a28e609e72ed7c47f6ddfbb86c85279a0750f0b7/src/library/stats/R/lm.influence.R#L67
>>>>> >
>>>>> which
>>>>> calls C code which calls iminfl.f
>>>>> <
>>>>> https://github.com/SurajGupta/r-source/blob/master/src/library/stats/src/lminfl.f
>>>>> >
>>>>> (I
>>>>> don't know fortran so I can't debug further). My understanding is that
>>>>> the
>>>>> specific issue would have to do with the leave-one-out variance
>>>>> estimate
>>>>> associated with this particular point, which it seems based on my
>>>>> understanding should be finite given finite predictors/responses. Let
>>>>> me
>>>>> know. Thanks!
>>>>>
>>>>> Sincerely,
>>>>>
>>>>> --
>>>>> Eric Bridgeford
>>>>> ericwb.me
>>>>> ______________________________________________
>>>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>> PLEASE do read the posting guide
>>>>> http://www.R-project.org/posting-guide.html
>>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>>
>>>>
>>>
>>> --
>>> Eric Bridgeford
>>> ericwb.me
>>>
>>
--
Eric Bridgeford
ericwb.me
[[alternative HTML version deleted]]
More information about the R-help
mailing list