[Rd] lm() appears to fail with large number of variables (PR#744)

[ligges@statistik.uni-dortmund.de]

r@marksmucker.com wrote:
> 
> Full_Name: Mark Smucker
> Version: 1.1.1
> OS: Windows NT
> Submission from: (NULL) (63.91.145.254)
> 
> Hi,
> 
> I have a data frame with 11 observations and 603 variables.
> 
> When I call,
> 
>     willRaw.fit <- lm( performance ~ ., data=willRaw )
> 
> lm() runs without problems, but computes coefficients for
> only the first 10 variables.  The remaining variables
> get a coefficient of NA.
> 
> There are no NA values in the data frame.  performance
> is one of the columns of the data frame.  I'd be happy
> to email the data file (gzip'd or zip'd).
> 
> My apologies if I've done some stupid (yes, I know it's
> not wise to fit a model to 603 variables, but I was
> just playing around).

That's not a bug!
What do you think about the degrees of freedom, if you have got 11
observations and 603 variables? !!!

Uwe Ligges

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