Databases
StackOverflow2013
Postsdbo
POCoefficients of lm with different orders of factors in the formula
 

Note that there are some explanatory texts on larger screens.

plurals
  1. POCoefficients of lm with different orders of factors in the formula
    primarykey
    data
    text
    <p>I'm trying to analyze some linear model results in R, in particular I'm interested in the p-values reported for the independent variables in the summary of a lm object (I know that there are more sophisticated way to compare relevance of variables but some comparisons in the past convinced me that for preliminary analyses this p-values will do). I was convinced that these p-values were not dependent on the order in which variables are specified in the formula (which is not true when using anova, for example) so I'm puzzled by some results on fake data that I'm getting:</p> <pre><code>&gt; x&lt;-rnorm(100) &gt; y &lt;- 2*x &gt; xJ &lt;- jitter(x) &gt; lm1 &lt;- lm(y~x) &gt; lm2 &lt;- lm(y~x+xJ) &gt; lm3 &lt;- lm(y~xJ+x) &gt; summary(lm1)$coefficients Estimate Std. Error t value Pr(&gt;|t|) (Intercept) -2.220446e-17 4.064501e-17 -5.463023e-01 0.5860998 x 2.000000e+00 4.037817e-17 4.953172e+16 0.0000000 &gt; summary(lm2)$coefficients Estimate Std. Error t value Pr(&gt;|t|) (Intercept) 0.000000e+00 4.271540e-17 0.000000e+00 1.0000000 x 2.000000e+00 3.534137e-13 5.659091e+12 0.0000000 xJ 4.147502e-13 3.534140e-13 1.173553e+00 0.2434475 &gt; summary(lm3)$coefficients Estimate Std. Error t value Pr(&gt;|t|) (Intercept) -1.594538e-18 5.512644e-21 -2.892511e+02 3.147977e-144 xJ -3.531641e-16 4.560990e-17 -7.743146e+00 9.391428e-12 x 2.000000e+00 4.560986e-17 4.385017e+16 0.000000e+00 </code></pre> <p>Where is my error?</p> <p>Thanks</p>
    singulars
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PTQuestion
    1. This table or related slice is empty.
    1. USvodka
    plurals
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. This table or related slice is empty.
    1. PO
      singulars
      1. PTAnswer
    1. VO
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. This table or related slice is empty.
      1. VTUpMod
    2. VO
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. This table or related slice is empty.
      1. VTUpMod
    3. VO
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. USMYaseen208
      1. VTFavorite
    1. COFloating point precision might also be an issue here. Try `y <- 2*x+3*xJ+rnrom(100)`, so that `xJ` actually influences `y`.
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. USRoland
    2. CO@Arun: I don't think that's quite what's going on here, that might explain the difference between `y ~ x` and `y ~ x + xJ`, but I don't think it covers the difference between `y ~ x + xJ` and `y ~ xJ + x`. I think it's a combination of floating point weirdness and the fact that `x` is perfectly correlated with `y`.
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. USMarius
    3. COThanks everyone for your answers. In this case I believe that Marius is right (and the test suggested by Roland supports this idea). It's my usual loop about statistics and similar things: when I look at real data I get confused, so I decide to work on small fake examples and I usually make them too simple/corner case situations so I get more confused :)
      singulars
      1. POCoefficients of lm with different orders of factors in the formula
      1. USvodka
 

Querying!

 
Guidance
A row detail

Detail views are divided into sections. All the information in the data section comes from columns in the selected row. The other sections display data from other, related rows.

Related data can be related in a to-one or a to-many fashion. Captions of data related in a to-many fashion link to a list view showing a filtered view of the table.

Try moving around until you find a non-empty to-many entry and click on the label to get to one. You can move back to the root by clicking on the database name in the header.

SQuiL has stopped working due to an internal error.

If you are curious you may find further information in the browser console, which is accessible through the devtools (F12).

Reload