From agusalon@mcr.ucm.es  Sun Aug 13 19:59:22 2000
From: agusalon@mcr.ucm.es (agusalon@mcr.ucm.es)
Date: Sun, 13 Aug 2000 20:59:22 +0200 (MET DST)
Subject: [Rd] Possible bug (PR#633)
Message-ID: <200008131859.UAA15816@pubhealth.ku.dk>

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Dear Sirs:

I am reading the book Mixed-Effects Models in S and S-Plus, by Pinheiro =
and Bates,  (Springer-Verlag New York, 2000) but using the nlme library =
for R (version:3.1-7, dated: 2000-07-07), and for the Linux (Mandrake =
7.0) operating system.

Working the first example of the book (pp. 4 - 12), I reproduce the =
reported results but with one exception: the model on page 6, called =
fm2Rail.lm. The estimated coefficients that I get are not those reported =
on the book.

In the attached file (report), I am sending you the short program (which =
reproduces the one in the book) and the results for estimating the =
fm2Rail.lm model. The estimated coefficients which I get are:

    Rail^0  Rail^1       Rail^2   Rail^3   Rail^4       Rail^5
    66.5    54.303    -4.692    -2.658    -0.567    11.192
which do not seem correct.

Those reported in the book are:

    Rail2    Rail5    Rail1    Rail6       Rail3    Rail4
    31.667    50      54        82.667    84.667    96

I have tried several times and other examples but the function lm seems =
not to work correctly, and perhaps the problem is in the adaptation of =
nlme from S to R.

Would you, please, let me know what is the reason for the estimated =
coefficients which I get?

Thanking you for your attention, I am

Sincerely yours


Agustin Alonso-Rodriguez
Prof. of Econometrics
Real C. Univ. "Escorial-Maria Cristina"
28200 San Lorenzo del Escorial(Madrid)
Spain
aalonso@mcr.ucm.es



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<HTML><HEAD>
<META content=3D"text/html; charset=3Diso-8859-1" =
http-equiv=3DContent-Type>
<META content=3D"MSHTML 5.00.2014.210" name=3DGENERATOR>
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<BODY bgColor=3D#ffffff>
<DIV><FONT size=3D2>Dear Sirs:</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>I am reading the book <U>Mixed-Effects Models in S =
and=20
S-Plus</U>, by Pinheiro and Bates,&nbsp; (Springer-Verlag New York, =
2000) but=20
using the nlme library for R (version:3.1-7, dated: 2000-07-07), and for =
the=20
Linux (Mandrake 7.0) operating system.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Working the first example of the book (pp. 4 - 12), =
I=20
reproduce the reported results but with one exception: the model on page =
6,=20
called fm2Rail.lm. The estimated coefficients that I get are not those =
reported=20
on the book.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>In the attached file (report), I am sending you the =
short=20
program (which reproduces the one in the book) and the results for =
estimating=20
the fm2Rail.lm model. The estimated coefficients which I get =
are:</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>&nbsp;&nbsp;&nbsp; Rail^0&nbsp; Rail^1&nbsp;&nbsp;=20
&nbsp;&nbsp;&nbsp; Rail^2&nbsp;&nbsp; Rail^3&nbsp;&nbsp; =
Rail^4&nbsp;&nbsp;=20
&nbsp;&nbsp;&nbsp; Rail^5</FONT></DIV>
<DIV><FONT size=3D2>&nbsp;&nbsp;&nbsp; 66.5&nbsp;&nbsp;&nbsp;=20
54.303&nbsp;&nbsp;&nbsp; -4.692&nbsp;&nbsp;&nbsp; =
-2.658&nbsp;&nbsp;&nbsp;=20
-0.567&nbsp;&nbsp;&nbsp; 11.192</FONT></DIV>
<DIV><FONT size=3D2>which do not seem correct.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Those reported in the book are:</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>&nbsp;&nbsp;&nbsp; Rail2&nbsp;&nbsp;&nbsp;=20
Rail5&nbsp;&nbsp;&nbsp; Rail1&nbsp;&nbsp;&nbsp;=20
Rail6&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rail3&nbsp;&nbsp;&nbsp;=20
Rail4</FONT></DIV>
<DIV><FONT size=3D2>&nbsp;&nbsp;&nbsp; 31.667&nbsp;&nbsp;&nbsp;=20
50&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp; =

82.667&nbsp;&nbsp;&nbsp; 84.667&nbsp;&nbsp;&nbsp; 96</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>I have tried several times and other examples but =
the function=20
<STRONG>lm </STRONG>seems not to work correctly, and perhaps the problem =
is in=20
the adaptation of nlme from S to R.</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Would you, please, let me know what is the reason =
for the=20
estimated coefficients which I get?</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Thanking you for your attention, I am</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Sincerely yours</FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=3D2>Agustin Alonso-Rodriguez</FONT></DIV>
<DIV><FONT size=3D2>Prof. of Econometrics</FONT></DIV>
<DIV><FONT size=3D2>Real C. Univ. "Escorial-Maria Cristina"</FONT></DIV>
<DIV><FONT size=3D2>28200 San Lorenzo del Escorial(Madrid)</FONT></DIV>
<DIV><FONT size=3D2>Spain</FONT></DIV>
<DIV><FONT size=3D2><A=20
href=3D"mailto:aalonso@mcr.ucm.es">aalonso@mcr.ucm.es</A></FONT></DIV>
<DIV>&nbsp;</DIV>
<DIV>&nbsp;</DIV></BODY></HTML>

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1.- Program=0A=
=0A=
library(nlme)=0A=
data(Rail)=0A=
Rail=0A=
=0A=
# Fixed-effects model=0A=
fm2Rail.lm <- lm(travel ~ Rail - 1, data =3D Rail)=0A=
fm2Rail.lm=0A=
summary(fm2Rail.lm)=0A=
=0A=
=0A=
2.- Results=0A=
=0A=
=0A=
R : Copyright 2000, The R Development Core Team=0A=
Version 1.1.0  (June 15, 2000)=0A=
=0A=
R is free software and comes with ABSOLUTELY NO WARRANTY.=0A=
You are welcome to redistribute it under certain conditions.=0A=
Type	"?license" or "?licence" for distribution details.=0A=
=0A=
R is a collaborative project with many contributors.=0A=
Type	"?contributors" for a list.=0A=
=0A=
Type	"demo()" for some demos, "help()" for on-line help, or=0A=
    	"help.start()" for a HTML browser interface to help.=0A=
Type	"q()" to quit R.=0A=
=0A=
> library(nlme)=0A=
Loading required package: nls =0A=
> data(Rail)=0A=
> Rail=0A=
Grouped Data: travel ~ 1 | Rail=0A=
   Rail travel=0A=
1     1     55=0A=
2     1     53=0A=
3     1     54=0A=
4     2     26=0A=
5     2     37=0A=
6     2     32=0A=
7     3     78=0A=
8     3     91=0A=
9     3     85=0A=
10    4     92=0A=
11    4    100=0A=
12    4     96=0A=
13    5     49=0A=
14    5     51=0A=
15    5     50=0A=
16    6     80=0A=
17    6     85=0A=
18    6     83=0A=
> =0A=
> # Fixed-effects model=0A=
> fm2Rail.lm <- lm(travel ~ Rail - 1, data =3D Rail)=0A=
> fm2Rail.lm=0A=
=0A=
Call:=0A=
lm(formula =3D travel ~ Rail - 1, data =3D Rail)=0A=
=0A=
Coefficients:=0A=
Rail^0  Rail^1  Rail^2  Rail^3  Rail^4  Rail^5  =0A=
66.500  54.303  -4.692  -2.658  -0.567  11.192  =0A=
=0A=
> summary(fm2Rail.lm)=0A=
=0A=
Call:=0A=
lm(formula =3D travel ~ Rail - 1, data =3D Rail)=0A=
=0A=
Residuals:=0A=
    Min      1Q  Median      3Q     Max =0A=
-6.6667 -1.0000  0.1667  1.0000  6.3333 =0A=
=0A=
Coefficients:=0A=
       Estimate Std. Error t value Pr(>|t|)    =0A=
Rail^0  66.5000     0.9477  70.169  < 2e-16 ***=0A=
Rail^1  54.3032     2.3214  23.392 2.22e-11 ***=0A=
Rail^2  -4.6917     2.3214  -2.021 0.066161 .  =0A=
Rail^3  -2.6584     2.3214  -1.145 0.274458    =0A=
Rail^4  -0.5669     2.3214  -0.244 0.811181    =0A=
Rail^5  11.1919     2.3214   4.821 0.000418 ***=0A=
---=0A=
Signif. codes:  0  `***'  0.001  `**'  0.01  `*'  0.05  `.'  0.1  ` '  1 =0A=
=0A=
Residual standard error: 4.021 on 12 degrees of freedom=0A=
Multiple R-Squared: 0.9978,	Adjusted R-squared: 0.9967 =0A=
F-statistic: 916.6 on 6 and 12 degrees of freedom,	p-value: 2.998e-15 =0A=
=0A=
> =0A=

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[Rd] Possible bug (PR#633)
agusalon@mcr.ucm.es