[R] (no subject)

[Roger Koenker]

Although not immediately relevant to the present inquiry this might still be
an opportune moment to mention again an item that is at the top of
my R-wish-listr:

The SparseM function slm (for sparse lm) is well suited for problems like this in which
the design matrix is quite sparse, so it would be great to have a version of
model.matrix that would return a matrix in one of the formats of SparseM.  I've
hesitated to dig into this having looked a bit at the C, but if some brave soul
were looking for a nice well-defined summer amusement...

One can handle this "by hand" in specific instances, but it would be great to have
a more automated way to do this via the formula approach.

I think it is not uncommon in large regression problems that this would signficantly
expand the range of applications that could be handled by R, especially on smaller
machines.  Regression/anova problems need only store the non-zero elements of X
and computational effort on such problems should grow roughly proportionally
to the number of these non-zero elements.

Roger

url:	www.econ.uiuc.edu	Roger Koenker		Dept. of Economics UCL,
email	rkoenker at uiuc.edu	Department of Economics Drayton House,
vox: 	217-333-4558		University of Illinois	30 Gordon St,
fax:   	217-244-6678		Champaign, IL 61820	London,WC1H 0AX, UK
							vox:	020-7679-5838

On Tue, 3 Jun 2003, Ida Scheel wrote:

> It is over 3000 levels. I have enough RAM to do it, and I have run
> smaller examples (smaller datasets) with the same code which works.
>
> Peter Dalgaard BSA wrote:
>
> >Ida Scheel <ida.scheel at nr.no> writes:
> >
> >
> >
> >>Hei,
> >>
> >>I am trying to fit an ANOVA-model by lm. I get the error-message
> >>
> >>Error in lm.fit(x, y, offset = offset, ...) :
> >>    negative length vectors are not allowed
> >>
> >>which I don't understand. My data looks fine, but one factor has
> >>extremely many levels. Does anyone have a tip?
> >>
> >>
> >
> >Not really. It sounds like it might be a bug. How many levels? Can you
> >generate a simple example (possibly with simulated data) showing the
> >same behaviour?
> >
> >
> >
>
>
> 	[[alternate HTML version deleted]]
>
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