From wuolong at gmail.com  Fri Dec 22 18:59:02 2006
From: wuolong at gmail.com (Michael)
Date: Fri, 22 Dec 2006 11:59:02 -0600
Subject: [Rd] variable scope in update(): bug or feature?
References: <c2hcvp2n40.fsf@bass.biostat.umn.edu>
	<17803.38033.644533.557922@stat.math.ethz.ch>
Message-ID: <u03b77olqx.fsf@gmail.com>


On 22 Dec 2006, Martin Maechler wrote:

> - use a simple reproducible example -- 
> just for the convenience of your readers

Sending email directly to r-devel doesn't seem to work for me.  So I'm
resend this via gmane.

Here is an example:

> rm (list = ls())
> x <- 1:10
> mdata <- data.frame (z = rnorm (10), y = x + 3)
> m1 <- lm (y ~ x + z, data = mdata)
> summary (m1)

Call:
lm(formula = y ~ x + z, data = mdata)

Residuals:
      Min         1Q     Median         3Q        Max
-4.950e-16 -8.107e-17  2.085e-17  9.043e-17  3.787e-16

Coefficients:
             Estimate Std. Error    t value Pr(>|t|)
(Intercept)  3.000e+00  1.923e-16  1.560e+16   <2e-16 ***
x            1.000e+00  2.881e-17  3.472e+16   <2e-16 ***
z           -8.717e-17  1.149e-16 -7.590e-01    0.473
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 2.6e-16 on 7 degrees of freedom
Multiple R-Squared:     1,      Adjusted R-squared:     1
F-statistic: 6.103e+32 on 2 and 7 DF,  p-value: < 2.2e-16

> x <- rep (1:2, each = 5)
> m2 <- update (m1, ~ . - z)
> summary (m2)

Call:
lm(formula = y ~ x, data = mdata)

Residuals:
      Min         1Q     Median         3Q        Max
-2.000e+00 -1.000e+00  2.086e-16  1.000e+00  2.000e+00

Coefficients:
           Estimate Std. Error t value Pr(>|t|)
(Intercept)    1.000      1.581   0.632  0.54474
x              5.000      1.000   5.000  0.00105 **
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 1.581 on 8 degrees of freedom
Multiple R-Squared: 0.7576,     Adjusted R-squared: 0.7273
F-statistic:    25 on 1 and 8 DF,  p-value: 0.001053

This is R 2.4.1 on Mac OS X 10.4.8.

> - use R-help.  This is really a question about R.

I think this could be a bug (at least it is not doing what I expected)
so I emailed R-devel.

Michael



[Rd] variable scope in update(): bug or feature?
Michael