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List: r-help
Subject: Re: [R] stats::lm has inconsistent output when adding constant to dependent variable
From: Rui Barradas <ruipbarradas () sapo ! pt>
Date: 2019-09-27 19:01:13
Message-ID: 5b4fcb05-5669-fdd4-618a-0f6b2a9da573 () sapo ! pt
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Hello,
Maybe FAQ 7.31?
Check the residuals, they are all "zero" in both cases:
fit0 <- lm(y~x)
fit1 <- lm(1+y~x)
# residuals
table(resid(fit0))
#
# 0
#30
table(resid(fit1))
#
#-5.21223595241838e-16 -4.93038065763132e-31 3.12734157145103e-15
# 6 23 1
Hope this helps,
Rui Barradas
Às 18:05 de 27/09/19, David J. Birke escreveu:
> Dear R community,
>
> I just stumbled upon the following behavior in R version 3.6.0:
>
> set.seed(42)
> y <- rep(0, 30)
> x <- rbinom(30, 1, prob = 0.91)
> # The following will not show any t-statistic or p-value
> summary(lm(y~x))
> # The following will show t-statistic and p-value
> summary(lm(1+y~x))
>
> My expected output is that the first case should report t-statistic and
> p-value. My intuition might be tricking me, but I think that a constant
> shift of the data should be fully absorbed by the constant and not
> affect inference about the slope.
>
> Is this a bug or is there a reason why there should be a discrepancy
> between the two outputs?
>
> Best,
> David
>
> ______________________________________________
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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