Indeed (version-specific). With R 3.4.1 on linux, I get coefficients and residuals that are numerically exact, F-statistic = NaN, p-value = NA, R-squared = NaN, etc.
All of which is what ought to happen, given that the response variable (y) is not actually variable. ---JRG John R. Gleason On 09/06/2017 09:10 AM, S Ellison wrote: >> I think what you're seeing is >> https://en.wikipedia.org/wiki/Loss_of_significance. > > Almost. > All the results in the OP's summary are reflections of finite precision in > the analytically exact solution, leading to residuals smaller than the double > precision limit. The summary is correctly warning that it's all potentially > nonsense, and indeed the only things you can trust are the coefficient values > (to within .Machine$double.eps or thereabouts) > > Interestingly, though, my current version of R (3.4.0) gives numerically > exact coefficients (c(1,0) and identically zero standard errors. > > So this particular example is apparently version-specific. > > S Ellison > > > ******************************************************************* > This email and any attachments are confidential. Any use...{{dropped:8}} > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. > ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
