[R] stats::lm has inconsistent output when adding constant to dependent variable
David J. Birke
djb|rke @end|ng |rom berke|ey@edu
Fri Sep 27 19:05:09 CEST 2019
Dear R community,
I just stumbled upon the following behavior in R version 3.6.0:
set.seed(42)
y <- rep(0, 30)
x <- rbinom(30, 1, prob = 0.91)
# The following will not show any t-statistic or p-value
summary(lm(y~x))
# The following will show t-statistic and p-value
summary(lm(1+y~x))
My expected output is that the first case should report t-statistic and
p-value. My intuition might be tricking me, but I think that a constant
shift of the data should be fully absorbed by the constant and not
affect inference about the slope.
Is this a bug or is there a reason why there should be a discrepancy
between the two outputs?
Best,
David
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