From nalimilan at club.fr  Fri Mar  8 14:50:50 2013
From: nalimilan at club.fr (Milan Bouchet-Valat)
Date: Fri, 08 Mar 2013 14:50:50 +0100
Subject: [Rd] Small quirks in summary.(g)lm docs
In-Reply-To: <1361291525.2067.109.camel@milan.ined.fr>
References: <1361291525.2067.109.camel@milan.ined.fr>
Message-ID: <1362750650.28193.23.camel@milan>

Hi!

Anybody on this patch?

Le mardi 19 f?vrier 2013 ? 17:32 +0100, Milan Bouchet-Valat a ?crit :
> Hi!
> 
> In R 3.0.0 from current SVN, ?summary.lm says:
> > Value [...]
> > df degrees of freedom, a 3-vector (p, n-p, p*), the last
> >    being the number of non-aliased coefficients.
> 
> ?summary.glm says:
> > df a 3-vector of the rank of the model and the number of residual 
> >    degrees of freedom, plus number of non-aliased coefficients.
> 
> It seems to me that the description is reversed: p is the number of
> non-aliased coefficients, and p* the total number of coefficients. I do
> not have reference books off-hand to check how it is intended to work,
> but see this example:
> 
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> group <- gl(2,10,20, labels=c("Ctl","Trt"))
> weight <- c(ctl, trt)
> lm.D9 <- lm(weight ~ group + I(group != "Ctl"))
> lm.D9
> 
> Call:
> lm(formula = weight ~ group + I(group != "Ctl"))
> 
> Coefficients:
>           (Intercept)               groupTrt  I(group != "Ctl")TRUE  
>                 5.032                 -0.371                     NA  
> 
> summary(lm.D9)$df
> [1]  2 18  3
> 
> sum(!summary(lm.D9)$aliased)
> [1] 2
> 
> 
> The same is true with glm().
> 
> 
> Also, ?summary.lm seems to miss a mention that is present
> in ?summary.glm:
> > Aliased coefficients are omitted in the returned object but (as from
> > R 1.8.0) restored by the print method.
> 
> This is apparently true of summary.lm too:
> 
> summary(lm.D9)
> 
> Call:
> lm(formula = weight ~ group + I(group != "Ctl"))
> 
> Residuals:
>     Min      1Q  Median      3Q     Max 
> -1.0710 -0.4938  0.0685  0.2462  1.3690 
> 
> Coefficients: (1 not defined because of singularities)
>                       Estimate Std. Error t value Pr(>|t|)    
> (Intercept)             5.0320     0.2202  22.850 9.55e-15 ***
> groupTrt               -0.3710     0.3114  -1.191    0.249    
> I(group != "Ctl")TRUE       NA         NA      NA       NA    
> ---
> Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 
> 
> Residual standard error: 0.6964 on 18 degrees of freedom
> Multiple R-squared: 0.07308,	Adjusted R-squared: 0.02158 
> F-statistic: 1.419 on 1 and 18 DF,  p-value: 0.249 
> 
> summary(lm.D9)$coefficients
>             Estimate Std. Error  t value     Pr(>|t|)
> (Intercept)    5.032  0.2202177 22.85012 9.547128e-15
> groupTrt      -0.371  0.3114349 -1.19126 2.490232e-01
> 
> 
> Attached is a patch that applies these changes, if I'm not mistaken (and
> my English can be improved...).
> 
> 
> Regards
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel



[Rd] Small quirks in summary.(g)lm docs
Milan Bouchet-Valat