Fitting linear models

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-- Bert Gunter


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Vemuri, Aparna
Sent: Monday, April 20, 2009 4:26 PM
To: r-help at r-project.org
Subject: [R] Fitting linear models

I am not sure if this is an R-users question, but since most of you here
are statisticians, I decided to give it a shot. 

I am using the lm() function in R to fit a dependent variable to a set
of 3 to 5 independent variables. For this, I used the following
commands:

model1<-lm(function=PBW~SO4+NO3+NH4)

Coefficients:
(Intercept)          SO4          NO3      NH4
    0.01323      0.01968      0.01856           NA  

and

model2<-lm(function=PBW~SO4+NO3+NH4+Na+Cl)

Coefficients:
(Intercept)          SO4         	 NO3      NH4
Na       Cl  
 -0.0006987   -0.0119750   -0.0295042    0.0842989    0.1344751
NA

In both cases, the last independent variable has a coefficient of NA in
the result. I say last variable because, when I change the order of the
variables, the coefficient changes (see below). Can anyone point me to
the reason R behaves this way?  Is there anyway for me to force R to use
all the variables? I checked the correlation matrices to makes sure
there is no orthogonality between the variables. 

Thanks
Aparna 

model1<-lm(formula = PBW ~ SO4 + NH4 +NO3)

model1

Call:
lm(formula = PBW ~ SO4 + NH4 + NO3)

Coefficients:
(Intercept)          SO4      NH4          NO3  
    0.01323     -0.00430      0.06394           NA

model2<-lm(formula = PBW ~ SO4 + NO3 + Na +Cl  +NH4)
model2

Call:
lm(formula = PBW ~ SO4 + NO3 + Na + Cl + NH4)

Coefficients:
(Intercept)          SO4             NO3                 	Na
Cl                  NH4	  
 -0.0006987    0.0196371   -0.0050303    0.0685020    0.0427431
NA  


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