check is(X1) is(X2)
to investigate whether the types of the variables are equal. Probably (most probably), X2 is a factor (treated as dummy variables) so that your 60 values from the second regression are the intercept (i.e. the coefficient for the first observation) plus 59 dummies for the offset difference between each of the 59 observations and the first observation. run: summary(lm(Y~X1)) summary(lm(Y~X2)) and you will see from the regression output that the second regression is estimated with dummies for X2 rather than treating X2 as a numeric variable. Transform X2 to numeric by: X3=as.numeric(X2) and check whether the values are otherwise equal to X2. cbind(X2,X3) If that's the case, rerun your analysis summary(lm(Y~X3)) and you will only get one intercept and a slope coefficient. Cheers, Daniel ------------------------- cuncta stricte discussurus ------------------------- -----Ursprüngliche Nachricht----- Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im Auftrag von GRANT Lewis Gesendet: Friday, September 26, 2008 8:18 AM An: r-help@r-project.org Betreff: [R] Regression and data types Dear All I have three data sets, X1, X2 and Y. X1 is data, X2 and Y were generated in (different) R programs. All three vectors have one column of 60 data points. I am using the code lm(Y~X1)$coef and lm(Y~X2)$coef. The first returns two values, an intercept and a slope, but the second returns 60 values. I suspect there is something in the "type" of X2 such that it forces the regression to do something different, but I can't work this out. Please help! Lewis ********************************************************************** Hermes Fund Managers Limited Registered in England No. 1661776, Lloyds Chambers, 1 Portsoken Street, London E1 8HZ *** Please read the Hermes email disclaimer at http://www.hermes.co.uk/email_terms.htm before acting on this email or opening any attachment *** The contents of this email are confidential. If you hav...{{dropped:28}} ______________________________________________ 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.
