I believe that I now has this nailed down (a couple of further issues raised their head). Committed to r-devel.
-pd On Jul 29, 2010, at 10:11 AM, Peter Dalgaard wrote: > Peter Dalgaard wrote: >> Prof Brian Ripley wrote: >> >>> I think you will find that 'n' is used in several ways in predict.lm, >>> and since NA-handling was introduced in R 1.8.0 they may differ in >>> value. So the safest route seems to be to change just 'n' in >>> >>> df <- n - p >> >> Yes, that seems to fix things. Will commit to R-devel shortly. >> >> -p >> > > Spoke too soon, it fixes Bill's case, but breaks one of the regression > tests! > > In fact this goes deeper, summary.lm special-cases the same zero-rank > case by using length(residuals), so it also miscalculates with zero weights: > >> fit <- lm(y~0,weights=c(0,rep(1,9))) >> summary(fit) > > Call: > lm(formula = y ~ 0, weights = c(0, rep(1, 9))) > > Residuals: > Min 1Q Median 3Q Max > -1.95428 -1.40571 -0.42378 -0.05795 1.05518 > > No Coefficients > > Residual standard error: 1.119 on 10 degrees of freedom > > ---- > > Hum. lm() actually returns df.residual, AFAICS in all cases, now why > don't we just use that throughout???? > > > -- > Peter Dalgaard > Center for Statistics, Copenhagen Business School > Phone: (+45)38153501 > Email: pd....@cbs.dk Priv: pda...@gmail.com -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
