[R] lm design matrix bug?

[toby909 at gmail.com]

uups, ok, I see, thanks

Tim Calkins wrote:
> check the dimensions of your X and P matrices:
> 
>> dim(X)
> [1] 21 9
>> dim(P)
> [1] 9 21
> 
> what you see is that the final row is *named* 26.  It's actually row 21.
> 
> cheers,
> 
> On 10/29/07, toby909 at gmail.com <toby909 at gmail.com> wrote:
>> Hi All
>>
>> Maybe I dont understand it, but I would have expected that the design matrix has
>> as many rows as there were observations available to fit the model.
>> Below a small artificial dataset created, then one model fitted and the design
>> matrix outputted, having 27 rows. Then I delete 6 obs, and fit the model on
>> these 21 obs, but the design matrix that comes out has 26 rows?
>>
>> Thanks for your enlightenment.
>>
>> Toby
>>
>>
>>
>>
>> y = c()
>> x1 = c()
>> x2 = c()
>> idx = 1
>> for (i in 1:3) {
>>   for (j in 1:3) {
>>    for (k in 1:3) {
>>     y[idx] = 30*i+10*j+100*i*j+30*k-60
>>     x1[idx] = i
>>     x2[idx] = j
>>     idx = idx+1
>>    }
>>   }
>> }
>>
>> lm11 = lm(y ~ factor(x1)*factor(x2), x=1)
>> summary(lm11)
>> unique(predict(lm11))
>>
>> X = lm11$x; X
>>
>> P = solve(t(X)%*%X) %*% t(X); round(P,3)
>>
>>
>> y[3] = NA
>> y[6] = NA
>> y[12] = NA
>> y[18] = NA
>> y[24] = NA
>> y[27] = NA
>>
>> lm21 = lm(y ~ factor(x1)*factor(x2), x=1)
>> summary(lm21)
>> unique(predict(lm21))
>>
>> X = lm21$x; X
>>
>> P = solve(t(X)%*%X) %*% t(X); round(P,3)
>>
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>>
> 
>