[R] lm diagnostics and qr (fwd)

[Simon Wood]

> I have been struggling to find some informaation on what lm exactly does.
> I know it uses the QR decomp. However, I was recently faced with a
> somewhat badly scaled matrix and summary(lm) said
> 	Coefficients: ( 4 not defined because of singularities)
> does anyone know how lm chooses these 4 coef. is it forward building of
> the model --> drop last when qr sends a non full rank design matrix?
- Probably you've seen this, but just in case...
- There's a quite good explanation of QR with column pivoting and the
subsequent detection of rank deficiency in the least squares context in
Golub and Van Loan, Matrix Computations (1983, section 6.4. p162 - I don't
have newer editions to hand).
Simon 
_____________________________________________________________________
> Simon Wood simon at stats.gla.ac.uk        www.stats.gla.ac.uk/~simon/
>>  Department of Statistics, University of Glasgow, Glasgow, G12 8QQ
>>>   Direct telephone: (0)141 330 4530          Fax: (0)141 330 4814