It's not a bug per se. It's the effect of removing all observations linked to a certain level in your data frame. So the output of lm() doesn't contain a coefficient for level a of z, but your new data contains that level a. With a small addition, this works again:
d <- data.frame(x=rnorm(12),y=rnorm(12),z=rep(letters[1:6],2)) d$x[1] <- NA m <- lm(x ~ . -z, data=d) p <- predict(m, newdata=d) This is linked to another discussion earlier on stackoverflow : https://stackoverflow.com/questions/48461980/prediction-in-r-glmm which lead to an update to lme4 : https://github.com/lme4/lme4/issues/452 The point being that factors in your newdata should have the same levels as factors in the original data that was used to fit the model. If you add levels to these factors, it's impossible to use that model to predict for these new data. Cheers Joris On Fri, Mar 16, 2018 at 10:21 AM, Mark van der Loo <mark.vander...@gmail.com > wrote: > Dear R-developers, > > In the 'lm' documentation, the '-' operator is only specified to be used > with -1 (to remove the intercept from the model). > > However, the documentation also refers to the 'formula' help file, which > indicates that it is possible to subtract any term. Indeed, the following > works with no problems (the period '.' stands for 'all terms except the > lhs'): > > d <- data.frame(x=rnorm(6), y=rnorm(6), z=letters[1:2]) > m <- lm(x ~ . -z, data=d) > p <- predict(m,newdata=d) > > Now, if I change 'z' so that it has only unique values, and I introduce an > NA in the predicted variable, the following happens: > > d <- data.frame(x=rnorm(6),y=rnorm(6),z=letters[1:6]) > d$x[1] <- NA > m <- lm(x ~ . -z, data=d) > p <- predict(m, newdata=d) > Error in model.frame.default(Terms, newdata, na.action = na.action, xlev = > object$xlevels) : factor z has new levels a > > It seems a bug to me, although one could argue that 'lm's documentation > does not allow one to expect that the '-' operator should work generally. > > If it is a bug I'm happy to report it to bugzilla. > > Thanks for all your efforts, > Mark > > ps: I was not able to test this on R3.4.4 yet, but the NEWS does not > mention fixes related to 'lm' or 'predict'. > > > > sessionInfo() > R version 3.4.3 (2017-11-30) > Platform: x86_64-pc-linux-gnu (64-bit) > Running under: Ubuntu 16.04.4 LTS > > Matrix products: default > BLAS: /usr/lib/libblas/libblas.so.3.6.0 > LAPACK: /usr/lib/lapack/liblapack.so.3.6.0 > > locale: > [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C > LC_TIME=nl_NL.UTF-8 LC_COLLATE=en_US.UTF-8 > [5] LC_MONETARY=nl_NL.UTF-8 LC_MESSAGES=en_US.UTF-8 > LC_PAPER=nl_NL.UTF-8 LC_NAME=C > [9] LC_ADDRESS=C LC_TELEPHONE=C > LC_MEASUREMENT=nl_NL.UTF-8 LC_IDENTIFICATION=C > > attached base packages: > [1] stats graphics grDevices utils datasets methods base > > loaded via a namespace (and not attached): > [1] compiler_3.4.3 tools_3.4.3 yaml_2.1.16 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > -- Joris Meys Statistical consultant Department of Data Analysis and Mathematical Modelling Ghent University Coupure Links 653, B-9000 Gent (Belgium) <https://maps.google.com/?q=Coupure+links+653,%C2%A0B-9000+Gent,%C2%A0Belgium&entry=gmail&source=g> ----------- Biowiskundedagen 2017-2018 http://www.biowiskundedagen.ugent.be/ ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
