model.frame.default中的错误:可变长度不同 [英] Error in model.frame.default: variable lengths differ

问题描述

在使用mgcv软件包运行gam模型时，遇到了我无法理解的奇怪错误消息:

On running a gam model using the mgcv package, I encountered a strange error message which I am unable to understand:

"model.frame.default中的错误(公式=死亡〜pm10 + Lag(resid1，1)+:可变长度不同(为'Lag(resid1，1)'找到)".

"Error in model.frame.default(formula = death ~ pm10 + Lag(resid1, 1) + : variable lengths differ (found for 'Lag(resid1, 1)')".

在model1中使用的观测次数与偏差残差的长度完全相同，因此我认为此错误与数据大小或长度的差异无关.

The number of observations used in model1 is exactly the same as the length of the deviance residual, thus I think this error is not related to difference in data size or length.

我在网上此处，但该帖子未收到足够的答案，因此对我的问题没有帮助.

I found a fairly related error message on the web here, but that post did not receive an adequate answer, so it is not helpful to my problem.

可复制的示例和数据如下:

Reproducible example and data follows:

library(quantmod)
library(mgcv) 
require(dlnm)

df <- chicagoNMMAPS
df1 <- df[,c("date","dow","death","temp","pm10")] 
df1$trend<-seq(dim(df1)[1]) ### Create a time trend

运行模型

model1<-gam(death ~ pm10 + s(trend,k=14*7)+ s(temp,k=5),
data=df1, na.action=na.omit, family=poisson)

获得偏差残差

resid1 <- residuals(model1,type="deviance")

为模型1添加一天滞后的偏差

model1_1 <- update(model1,.~.+ Lag(resid1,1),  na.action=na.omit)

model1_2<-gam(death ~ pm10 + s(trend,k=14*7)+ s(temp,k=5) + Lag(resid1,1), data=df1, 
na.action=na.omit, family=poisson)

这两个模型都产生了相同的错误消息.

Both of these models produced the same error message.

推荐答案

Joran建议在运行模型之前先删除NA.因此，我删除了NA，运行模型并获得了残差.当我通过包含滞后残差来更新model2时，错误消息不再出现.

Joran suggested to first remove the NAs before running the model. Thus, I removed the NAs, run the model and obtained the residuals. When I updated model2 by inclusion of the lagged residuals, the error message did not appear again.

df2<-df1[complete.cases(df1),]

运行主模型

model2<-gam(death ~ pm10 + s(trend,k=14*7)+ s(temp,k=5), data=df2, family=poisson)

获得残差

resid2 <- residuals(model2,type="deviance")

通过添加滞后1残差来更新model2

model2_1 <- update(model2,.~.+ Lag(resid2,1),  na.action=na.omit)

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