I am using the clever formula notation of R to first do an OLS. E.g. I say m <- lm(y ~ x + f)
where f is a factor, and R automatically constructs the dummy variables. Very nice. I need to then go on to do some other ML estimation using the same design matrix that's used for the OLS. I could, of course, do this manually. But it seems that lm() has done all this hard work. I wonder if there's a way to ask him nicely so as to get it. :-) -- Ajay Shah http://www.mayin.org/ajayshah [EMAIL PROTECTED] http://ajayshahblog.blogspot.com <*(:-? - wizard who doesn't know the answer. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.