[R] Problem with lm Giving Wrong Results

[Eric Berger]

Hi Thomas,
I could not reproduce your problem. Both examples worked fine for me.

Here is my setup:

R version 4.1.2 (2021-11-01)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 20.04.3 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/liblapack.so.3

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
LC_TIME=en_US.UTF-8
 [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=en_US.UTF-8
LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
LC_ADDRESS=C
[10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8
LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] R.matlab_3.6.2

loaded via a namespace (and not attached):
[1] compiler_4.1.2    tools_4.1.2       R.methodsS3_1.8.1
R.utils_2.11.0    R.oo_1.24.0


On Thu, Dec 2, 2021 at 4:18 PM Labone, Thomas <labone using email.sc.edu> wrote:
>
> In the code below the first and second plots should look pretty much the same, the only difference being that the first has n=1000 points and the second n=10000 points. On two of my Linux machines (info below) the second plot is a horizontal line (incorrect answer from lm), but on my Windows 10 machine and a third Linux machine it works as expected. The interesting thing is that the code works as expected for n <= 4095 but fails for n>=4096 (which equals 2^12). Can anyone else reproduce this problem? Any ideas on how to fix it?
>
> set.seed(132)
>
> #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> # This works
> n <- 1000# OK <= 4095
> Z <- qnorm(ppoints(n))
>
> k <- sort(rlnorm(n,log(2131),log(1.61)) / rlnorm(n,log(355),log(1.61)))
>
> quantile(k,probs=c(0.025,0.5,0.975))
> summary(k)
>
> fit <- lm(log(k) ~ Z)
> summary(fit)
>
> gm <- exp(coef(fit)[1])
> gsd <- exp(coef(fit)[2])
> gm
> gsd
>
> plot(Z,k,log="y",xlim=c(-4,4),ylim=c(0.1,100))
> lines(Z,gm*gsd^Z,col="red")
>
> #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> #this does not
> n <- 10000# fails >= 4096 = 2^12
> Z <- qnorm(ppoints(n))
>
> k <- sort(rlnorm(n,log(2131),log(1.61)) / rlnorm(n,log(355),log(1.61)))
>
> quantile(k,probs=c(0.025,0.5,0.975))
> summary(k)
>
> fit <- lm(log(k) ~ Z)
> summary(fit)
>
> gm <- exp(coef(fit)[1])
> gsd <- exp(coef(fit)[2])
> gm
> gsd
>
> plot(Z,k,log="y",xlim=c(-4,4),ylim=c(0.1,100))
> lines(Z,gm*gsd^Z,col="red")
>
>
> #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> > sessionInfo() #for two Linux machines having problem
> R version 4.1.2 (2021-11-01)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Linux Mint 20.2
>
> Matrix products: default
> BLAS/LAPACK: /usr/lib/x86_64-linux-gnu/libmkl_rt.so
>
> locale:
>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8     LC_MONETARY=en_US.UTF-8
>  [6] LC_MESSAGES=en_US.UTF-8    LC_PAPER=en_US.UTF-8       LC_NAME=C                  LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> loaded via a namespace (and not attached):
> [1] compiler_4.1.2  Matrix_1.3-4    tools_4.1.2     expm_0.999-6    grid_4.1.2      lattice_0.20-45
>
> #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> > sessionInfo() # for a third Linux machine not having the problem
> R version 4.1.1 (2021-08-10)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Linux Mint 19.3
>
> Matrix products: default
> BLAS/LAPACK: /opt/intel/compilers_and_libraries_2020.0.166/linux/mkl/lib/intel64_lin/libmkl_rt.so
>
> locale:
>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=en_US.UTF-8
>  [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
>  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                  LC_ADDRESS=C
> [10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> loaded via a namespace (and not attached):
> [1] compiler_4.1.1 tools_4.1.1
>
>
>
> Thomas R. LaBone
> PhD student
> Department of Epidemiology and Biostatistics
> Arnold School of Public Health
> University of South Carolina
> Columbia, South Carolina USA
>
>
>         [[alternative HTML version deleted]]
>
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