This is a multi-part message in MIME format.
------=_NextPart_000_0007_01C00569.70069B40
Content-Type: multipart/alternative;
boundary="----=_NextPart_001_0008_01C00569.70069B40"
------=_NextPart_001_0008_01C00569.70069B40
Content-Type: text/plain;
charset="iso-8859-1"
Content-Transfer-Encoding: quoted-printable
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
------=_NextPart_001_0008_01C00569.70069B40
Content-Type: text/html;
charset="iso-8859-1"
Content-Transfer-Encoding: quoted-printable
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<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>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=3D#ffffff>
<DIV><FONT size=3D2>Dear Sirs:</FONT></DIV>
<DIV> </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, (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> </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> </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> </DIV>
<DIV><FONT size=3D2> Rail^0 Rail^1 =20
Rail^2 Rail^3 =
Rail^4 =20
Rail^5</FONT></DIV>
<DIV><FONT size=3D2> 66.5 =20
54.303 -4.692 =
-2.658 =20
-0.567 11.192</FONT></DIV>
<DIV><FONT size=3D2>which do not seem correct.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Those reported in the book are:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2> Rail2 =20
Rail5 Rail1 =20
Rail6 Rail3 =20
Rail4</FONT></DIV>
<DIV><FONT size=3D2> 31.667 =20
50 54 =
82.667 84.667 96</FONT></DIV>
<DIV> </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> </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> </DIV>
<DIV><FONT size=3D2>Thanking you for your attention, I am</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=3D2>Sincerely yours</FONT></DIV>
<DIV> </DIV>
<DIV> </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> </DIV>
<DIV> </DIV></BODY></HTML>
------=_NextPart_001_0008_01C00569.70069B40--
------=_NextPart_000_0007_01C00569.70069B40
Content-Type: application/octet-stream;
name="report"
Content-Transfer-Encoding: quoted-printable
Content-Disposition: attachment;
filename="report"
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=
=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=
------=_NextPart_000_0007_01C00569.70069B40--
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
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
This is a matter of differing conventions in handling
lm(travel ~ Rail - 1, data = Rail)
when Rail is an ordered factor. R uses polynomial contrasts in the
no-intercept case as it does when the intercept is present, whereas
Splus treats the ordered factor as if it were an unordered factor. If
you do something like the below, you get your coefficients.
I suspect that this could indeed be argued to be a bug in R, but
others may know better.
lm(travel ~ factor(Rail,ordered=F)-1, data = Rail)
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._