[R] problem with predict()

Prof Brian D Ripley ripley at stats.ox.ac.uk
Mon Jul 1 15:38:01 CEST 2002

I should point that there is (as I thought) nothing wrong with predict.lm
on a rank-degenerate problem, e.g.

x1 <- rnorm(100)
x3 <- rnorm(100)
y <- rnorm(100)
train <- data.frame(y=y, x1=x1, x2=x1, x3=x3)
fit <- lm(y ~ ., train)
stopifnot(all.equal(predict(fit), predict(fit, train)))

although as Thomas points out a warning would be useful.

The problem here is that model.matrix is (for me) adding 13 duplicate
columns in lm and not in predict.lm.  That's a bug unrelated to predict().

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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