Duh! Silly me! But my confusion persits: What is the regression being done? See below....
On Sat, Dec 3, 2011 at 5:10 PM, R. Michael Weylandt < michael.weyla...@gmail.com> wrote: > In your code by supplying a vector M[,"e"] you are regressing "e" > against all the variables provided in the data argument, including "e" > itself -- this gives the very strange regression coefficients you > observe. R has no way to know that that's somehow related to the "e" > it sees in the data argument. > > In the suggested way, > > lm(formula = e ~ ., data = as.data.frame(M)) > > e is regressed against everything that is not e and sensible results are > given. > But still 'l1 <- lm(e~., data=df)' is not the same as 'l3 <- lm(M[,5]~M[,1]+M[,2]+M[,3]+M[,4])' > M <- matrix(runif(5*20), nrow=20) > colnames(M) <- c('a', 'b', 'c', 'd', 'e') > l1 <- lm(e~., data=df) > summary(l1) Call: lm(formula = e ~ ., data = df) Residuals: Min 1Q Median 3Q Max -0.38343 -0.21367 0.03067 0.13757 0.49080 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.28521 0.29477 0.968 0.349 a 0.09283 0.30112 0.308 0.762 b 0.23921 0.22425 1.067 0.303 c -0.16027 0.24154 -0.664 0.517 d 0.24025 0.20054 1.198 0.250 Residual standard error: 0.2871 on 15 degrees of freedom Multiple R-squared: 0.1602, Adjusted R-squared: -0.06375 F-statistic: 0.7153 on 4 and 15 DF, p-value: 0.5943 > l3 <- lm(M[,5]~M[,1]+M[,2]+M[,3]+M[,4]) > summary(l3) Call: lm(formula = M[, 5] ~ M[, 1] + M[, 2] + M[, 3] + M[, 4]) Residuals: Min 1Q Median 3Q Max -0.36355 -0.22679 -0.01202 0.18462 0.37377 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.76972 0.24501 3.142 0.00672 ** M[, 1] -0.23830 0.24123 -0.988 0.33890 M[, 2] -0.02046 0.21958 -0.093 0.92699 M[, 3] -0.29518 0.22559 -1.308 0.21040 M[, 4] -0.31545 0.24570 -1.284 0.21866 --- Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1 Residual standard error: 0.2668 on 15 degrees of freedom Multiple R-squared: 0.2762, Adjusted R-squared: 0.08317 F-statistic: 1.431 on 4 and 15 DF, p-value: 0.272 > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.