R version 2.14.1 produces a warning message that did not occur in earlier versions of R. Specifically, the sd(y) function now produces a warning message if y is a column matrix and not a vector. This situation arises in the various programs for multiple linear regression. I have therefore replaced the offending uses of sd(y) with apply(y,2,sd). You can download the updated programs from the link in the book website.
If I missed any occurrences in these or other programs, please let me know.
Many thanks to Agustin Alonso Rodriguez for bringing this issue to my attention.