[R] lm predict warning: "prediction from a rank-deficient fit may be misleading"
José Augusto M. de Andrade Junior
jamaj69 at gmail.com
Mon Jan 14 19:29:05 CET 2008
I´m getting this warning with predict form lm.fit model, but the
prediction still works.
I have read some old messages, and Prof. Ripley said that the matrix
Interestingly, when i make a regression like lag2 ~ lag1 + lag0 i do
not get this message. Only with higher dimensions, like lag3 ~ lag2 +
lag1 + lag0.
It´s difficult to me to debug, because the regression is done with 45
or more points. Any suggestion?
I used SVD matrix to reduce the space dimensionality and it works
fine, but i want to make lm and rlm work too.
Thanks for your attention.
José Augusto M. de Andrade Jr.
University of São Paulo
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