问题
I have a problem when I use my model to do some prediction, R shows this message Warning message prediction from a rank-deficient fit may be misleading
, how can I solve it? I think my model is correct is the prediction that fails and I don't know why.
Here you can see step by step what I am doing and the summary of model:
myModel <- lm(margin~.,data = dataClean[train,c(target,numeric,categoric)])
Call:
lm(formula = margin ~ ., data = dataClean[train, c(target, numeric, categoric)])
Residuals:
Min 1Q Median 3Q Max
-0.220407 -0.035272 -0.003415 0.028227 0.276727
Coefficients: (2 not defined because of singularities)
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.061e-01 2.260e-02 26.817 < 2e-16 ***
price 1.042e-05 8.970e-06 1.162 0.245610
shipping 1.355e-03 2.741e-04 4.943 9.25e-07 ***
categoryofficeSupplies -7.721e-02 2.295e-02 -3.364 0.000802 ***
categorytechnology -3.993e-02 2.325e-02 -1.717 0.086249 .
subCategorybindersAndAccessories -1.650e-01 1.421e-02 -11.612 < 2e-16 ***
subCategorybookcases 3.337e-04 2.328e-02 0.014 0.988565
subCategorychairsChairmats -3.104e-02 2.106e-02 -1.474 0.140831
subCategorycomputerPeripherals 1.356e-02 1.293e-02 1.049 0.294604
subCategorycopiersAndFax -1.943e-01 2.944e-02 -6.598 7.27e-11 ***
subCategoryenvelopes -1.648e-01 2.045e-02 -8.057 2.62e-15 ***
subCategorylabels -1.534e-01 1.984e-02 -7.730 3.00e-14 ***
subCategoryofficeFurnishings -8.827e-02 2.220e-02 -3.976 7.61e-05 ***
subCategoryofficeMachines -1.521e-01 1.639e-02 -9.281 < 2e-16 ***
subCategorypaper -1.624e-01 1.363e-02 -11.909 < 2e-16 ***
subCategorypensArtSupplies -8.484e-04 1.524e-02 -0.056 0.955623
subCategoryrubberBands 3.174e-02 2.245e-02 1.414 0.157854
subCategoryscissorsRulersTrimmers 1.092e-01 2.327e-02 4.693 3.13e-06 ***
subCategorystorageOrganization 1.219e-01 1.575e-02 7.739 2.82e-14 ***
subCategorytables NA NA NA NA
subCategorytelephoneAndComunication NA NA NA NA
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.08045 on 858 degrees of freedom
Multiple R-squared: 0.6512, Adjusted R-squared: 0.6439
F-statistic: 88.98 on 18 and 858 DF, p-value: < 2.2e-16
estimateModel <- predict(myModel, type="response", newdata=dataClean[test, c(numeric,categoric,target)])
Warning message:
In predict.lm(myModel, type = "response", newdata = dataClean[test, :
prediction from a rank-deficient fit may be misleading
回答1:
Two of your SubCategory levels had their associated coefficients suppressed. That means that each of them can be 100% predicted by some combination of price and shipping and the other category and subCategory levels. This is known in the R documentation as being "aliased". The warning may or may not be important, although agree with @ZheyuanLi that it's probably benign. I don't think that this particular warning can be be due to missing values since R regression functions generally operate in a manner to remove entire rows when any one variable has a missing value. Also unlikely is the theory that there is 100% correlation between two variables. If you want to find display the combinations that might give rise to this I suggest starting with
with( dataClean , table( category, SubCategory) )
I predict you will find on one SubCategory is one or more of the category rows.
来源:https://stackoverflow.com/questions/40774922/how-to-solve-rank-deficient-fit-may-be-misleading-error-on-my-linear-model