From russell-lenth at uiowa.edu  Wed Apr 23 19:05:28 2008
From: russell-lenth at uiowa.edu (russell-lenth at uiowa.edu)
Date: Wed, 23 Apr 2008 19:05:28 +0200 (CEST)
Subject: [Rd] poly() can exceed degree k - 1 for k distinct points (PR#11251)
Message-ID: <20080423170528.BB9A2282EFF6@mail.pubhealth.ku.dk>

The poly() function can create more variables than can be fitted when 
there are replicated values.  In the example below, 'x' has only 5 
distinct values, but I can apparently fit a 12th-degree polynomial with 
no error messages or even nonzero coefficients:

R> x = rep(1:5,3)
R> y = rnorm(15)
R> lm(y ~ poly(x, 12))

Call:
lm(formula = y ~ poly(x, 12))

Coefficients:
   (Intercept)   poly(x, 12)1   poly(x, 12)2   poly(x, 12)3
      -0.27442        0.35822       -0.26412        2.11780
  poly(x, 12)4   poly(x, 12)5   poly(x, 12)6   poly(x, 12)7
       1.83117       -0.09260       -0.48572        1.94030
  poly(x, 12)8   poly(x, 12)9  poly(x, 12)10  poly(x, 12)11
      -0.88297       -1.04556        0.74289       -0.01422
poly(x, 12)12
      -0.46548




If I try the same with raw=TRUE, only a 4th-degree polynomial is obtained:

R> lm(y ~ poly(x, 12, raw=TRUE))

Call:
lm(formula = y ~ poly(x, 12, raw = TRUE))

Coefficients:
               (Intercept)   poly(x, 12, raw = TRUE)1
                    9.7527                   -22.0971
  poly(x, 12, raw = TRUE)2   poly(x, 12, raw = TRUE)3
                   15.3293                    -4.1005
  poly(x, 12, raw = TRUE)4   poly(x, 12, raw = TRUE)5
                    0.3686                         NA
  poly(x, 12, raw = TRUE)6   poly(x, 12, raw = TRUE)7
                        NA                         NA
  poly(x, 12, raw = TRUE)8   poly(x, 12, raw = TRUE)9
                        NA                         NA
poly(x, 12, raw = TRUE)10  poly(x, 12, raw = TRUE)11
                        NA                         NA
poly(x, 12, raw = TRUE)12
                        NA

I believe that what is needed is a check on the 'rank' result after 
poly() calls the qr() function.



System info:
R version: 2.6.2
Windows XP Pro; also get same results on Linux x_64 dual-core system.



[I thought I submitted this via the website yesterday, but I can find no 
trace of it.  I apologize if this is a duplicate, but I don't think it is.]
-- 
Russell V. Lenth, Professor
Department of Statistics
   & Actuarial Science            (319)335-0814    FAX (319)335-3017
The University of Iowa           russell-lenth at uiowa.edu
Iowa City, IA 52242  USA         http://www.stat.uiowa.edu/~rlenth/



[Rd] poly() can exceed degree k - 1 for k distinct points (PR#11251)
russell-lenth at uiowa.edu