(PR#7707) Re: [Rd] vcov on result of rlm() yields "-- please report!"
This results from calling vcov() on an object for which it does not have a
method. That is allowed, but that you get an warning is not a bug: it
should point up to you that the results are not reliable. However, there
is an error in the check! (So the bug is not what you were asked to
report: it seems strange to me that it asks for a report on something
that is perfectly reasonable.)
I do not remember why vcov.lm calls summary.lm explicitly (I suspect it is
to cope with aov objects), but that stops inheritance working correctly.
Adding
vcov.rlm <- function (object, ...)
{
so <- summary(object, corr = FALSE)
so$stddev^2 * so$cov.unscaled
}
should circumvent this and also give the results you should expect.
I believe the results you get under S-PLUS are equally unreliable, for the
same reason. Nowhere that I can see is it stated that vcov works for rlm
fits (do check its help page), and a leap of faith underlies this.
Finally, it is courtesy to acknowledge when you are using contributed
software (I hope you _do_ give credit in your reports), and both the
posting guide and FAQ do ask you to report problems with contributed
packages to the maintainer. (You seem unaware that rlm is part of the VR
bundle.) E.g.:
Bug reports on contributed packages should be sent first to the package
maintainer, and only submitted to the R-bugs repository by package
maintainers, mentioning the package in the subject line.
On Fri, 25 Feb 2005 frank@trdlnk.com wrote:
This is a multi-part message in MIME format. --------------020205020409020506080205 Content-Type: text/plain; charset=ISO-8859-1; format=flowed Content-Transfer-Encoding: 7bit Dear r-bugs, I looked over the FAQ. Hope I'm reporting this correctly. I ran this on both solaris and windows. I've provided terminal snapshots which include how R was called from the command line, and the result of version at the R prompt. I have attached the .r file, and the data file and the output snapshots. Below also find everything except only a few lines of the data file. Note that it seems to work for lm() but not for rlm(). Not that it matters for our purposes, but the same program(except for modifying read.csv()) runs without error under Splus Version 6.2.1on Linux 2.4.18. Thanks for looking at this. Of course let me know if I can provide any other information. Frank Hansen 312-264-2043 -------- here is a cut and paste from the terminal window on solaris --- brahe:/home/titan/frank $ R R : Copyright 2004, The R Foundation for Statistical Computing Version 1.9.1 (2004-06-21), ISBN 3-900051-00-3 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R.
version
_ platform i386-pc-solaris2.8 arch i386 os solaris2.8 system i386, solaris2.8 status major 1 minor 9.1 year 2004 month 06 day 21 language R
source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual
degrees of fre
edom. -- please report!") :
missing value where TRUE/FALSE needed
---here is a cut and paste of the terminal window on dos ----- H:\Notes>R R : Copyright 2004, The R Foundation for Statistical Computing Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R.
version
_ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 0.1 year 2004 month 11 day 15 language R
source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual
degrees of fre
edom. -- please report!") :
missing value where TRUE/FALSE needed
here is the program ----------------- test.r -------- library(MASS) dat <- read.csv( "data.for.r.help.no.I.csv", header=TRUE) attach( dat) log1pX <- log(1 + X) logZ <- log(Z) rlm.out <- rlm( Y ~ -1+ Factor + log1pX + logZ + W, method="M") lm.out <- lm( Y ~ -1+ Factor + log1pX + logZ + W) print( "before vcov( lm.out)" ) vcov( lm.out) print( "before vcov(rlm.out)" ) vcov( rlm.out) print( "after vcov(rlm.out)" ) --------------- ---------here is head on the data file -------- "Y","Factor","X","Z","W" 8.73469387755,"A",-0.050335552279,3.49,1.30413295097 23.5315946724,"B",0.399664852202,4.59,0.914640733428 854.100293301,"C",6.65305970571,2.12,-0.127812880306 27.1833605167,"D",0.101059456576,3.52,-0.0648127731788 17.7277970012,"D",0.0446397114047,4.59,-0.137983116953 15.9722222222,"C",0.000378382282472,4.59,-0.495730019986 26.2627737226,"E",0.138801178471,3.55,-0.220289949486 21.9134615385,"A",0.387109096009,3.55,1.22120113878 16.5000165,"C",0.133098708566,3.52,-0.243375187344 --------------020205020409020506080205 Content-Type: text/x-comma-separated-values; name="data.for.r.help.no.I.csv" Content-Transfer-Encoding: 7bit Content-Disposition: inline; filename="data.for.r.help.no.I.csv" "Y","Factor","X","Z","W" 8.73469387755,"A",-0.050335552279,3.49,1.30413295097 23.5315946724,"B",0.399664852202,4.59,0.914640733428 854.100293301,"C",6.65305970571,2.12,-0.127812880306 27.1833605167,"D",0.101059456576,3.52,-0.0648127731788 17.7277970012,"D",0.0446397114047,4.59,-0.137983116953 15.9722222222,"C",0.000378382282472,4.59,-0.495730019986 26.2627737226,"E",0.138801178471,3.55,-0.220289949486 21.9134615385,"A",0.387109096009,3.55,1.22120113878 16.5000165,"C",0.133098708566,3.52,-0.243375187344 28.5052631579,"B",0.623439422305,3.52,-0.422811577042 25.8745622811,"D",0.229205420669,2.12,-0.200177307421 16.4680232558,"E",0.179418817508,3.51,-0.335809927225 11.8625,"F",-0.188194758578,3.63,-0.430203019688 28.75,"E",0.599979969827,3.55,-0.3972666749 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15.3495440729,"E",0.0686445282036,4.59,-0.559465909933 20.5068356119,"E",0.195081088435,4.59,-0.425675859628 6.37312126076,"E",0.0533894440023,4.59,-0.480184792314 16.2802641233,"E",0.105766795295,4.59,-0.107738832602 31.4438502674,"H",0.296937975502,4.59,-0.0697960106888 16.4912917271,"E",0.161621584567,4.59,-0.405132454694 50.1695168467,"B",1.43722620782,2.12,-0.0963983153273 53.9838337182,"H",0.377434883805,4.59,-0.361241121249 19.0052356021,"C",0.114790302635,3.55,-0.509974244194 10.2944111776,"A",0.117306642214,2.12,0.390494449889 --------------020205020409020506080205 Content-Type: text/plain; name="test.r" Content-Transfer-Encoding: 7bit Content-Disposition: inline; filename="test.r" library(MASS) dat <- read.csv( "data.for.r.help.no.I.csv", header=TRUE) attach( dat) log1pX <- log(1 + X) logZ <- log(Z) rlm.out <- rlm( Y ~ -1+ Factor + log1pX + logZ + W, method="M") lm.out <- lm( Y ~ -1+ Factor + log1pX + logZ + W) print( "before vcov( lm.out)" ) vcov( lm.out) print( "before vcov(rlm.out)" ) vcov( rlm.out) print( "after vcov(rlm.out)" ) --------------020205020409020506080205 Content-Type: text/plain; name="test.unix.out" Content-Transfer-Encoding: 7bit Content-Disposition: inline; filename="test.unix.out" brahe:/home/titan/frank $ R R : Copyright 2004, The R Foundation for Statistical Computing Version 1.9.1 (2004-06-21), ISBN 3-900051-00-3 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R.
version
_ platform i386-pc-solaris2.8 arch i386 os solaris2.8 system i386, solaris2.8 status major 1 minor 9.1 year 2004 month 06 day 21 language R
source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of freedom. -- please report!") :
missing value where TRUE/FALSE needed
--------------020205020409020506080205 Content-Type: text/plain; name="test.dos.out" Content-Transfer-Encoding: 7bit Content-Disposition: inline; filename="test.dos.out" H:\Notes>R R : Copyright 2004, The R Foundation for Statistical Computing Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R.
version
_ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 0.1 year 2004 month 11 day 15 language R
source("test.r")
[1] "before vcov( lm.out)"
[1] "before vcov(rlm.out)"
Error in if (rdf != z$df.residual) warning("inconsistent residual degrees of fre
edom. -- please report!") :
missing value where TRUE/FALSE needed
--------------020205020409020506080205--
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Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595