On Wed, 30 Jun 2010, Huso, Manuela wrote:
Dear R community,
I am new to R, a reforming SAS user :)
Welcome aboard!
I am running R 2.10.1 on a Windows XP machine. I would like to write
linear functions of my coefficient parameter estimates from a glm, but
am having a difficult time understanding the parameterization R uses.
In the toy example below I am running a glm on binomial data, with
clones and lines within clones as fixed effects, each with 6 replicates.
I cannot figure out the algorithm R uses for determining which
combination of levels is used as the reference. Crawley, in the chapter
on Statistical Modeling in the R Book states "The writers of R agree
that treatment contrasts represent the best solution. This method does
away with parameter a, the overall mean. The mean of the factor level
that comes first in the alphabet (control, in our example) is promoted
to pole position, and the other effects are shown as differences
(contrasts) between this mean and the other four factor level means."
This pattern seems to hold for full factorials, but it doesn't appear to
work with this example in which Line is nested within Clone. In this
example, R appears to use the last line in alphabet order of the first
clone (Clone 1) as the intercept.
Not in my locale:
sort(levels(tmp$Cl))
[1] "1" "2" "3" "4"
sort(levels(tmp$L))
[1] "1" "104" "116" "14" "84-1" "9" "91" "96"
cat(names(coef(tmp.glm)),fill=50)
(Intercept) Cl2 Cl3 Cl4 Cl1:L104 Cl2:L104
Cl3:L104 Cl4:L104 Cl1:L116 Cl2:L116 Cl3:L116
Cl4:L116 Cl1:L14 Cl2:L14 Cl3:L14 Cl4:L14
Cl1:L84-1 Cl2:L84-1 Cl3:L84-1 Cl4:L84-1 Cl1:L9
Cl2:L9 Cl3:L9 Cl4:L9 Cl1:L91 Cl2:L91 Cl3:L91
Cl4:L91 Cl1:L96 Cl2:L96 Cl3:L96 Cl4:L96
# list any terms ending in Cl1 or L1
grep("Cl1$|L1$",names(coef(tmp.glm)))
integer(0)
# so those terms were dropped!!
Cl1 is dropped as are Cl[1234]*:L1.
Thereafter, the reference levels for
Clones are the last lines of Clones 2 and 3, but the first line (Line 1)
of Clone 4. The first line of Clone 4, is also the first line over all
lines. Can someone please explain what process R uses to determine the
parameterization of this model?
Huh?
AFAICS, it dropped the first level in sort(levels(...)) of Cl and the
first level of L in the Cl:L terms as noted above.
And if you want something different, "contrasts()<-" is your friend.
See
?contrasts
and the See Also's there.
Perhaps you are asking why the pivoting dropped some terms and not
others??
If so, you'll need to look at tmp.glm$qr$pivot or just
qr(model.matrix(~Cl/L,tmp))$pivot and dig through the qr() source codes to
follow the algebra.
You do know that the design is not of full rank, right?
HTH,
Chuck
p.s. Thanks for following the posting guide's dictum to include a
self-contained example.
p.p.s. Here is my locale:
sessionInfo()$locale
[1] "LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252"
Of course, I know what the parameterization is in this model and can
write the functions I need. However, I am trying to understand the
algorithm R uses to determine the parameterization. This is only a toy
example of a much larger study and I would like to know when I should
use the last level as the reference and when I should use the first.
Many thanks,
Manuela
tmp <- data.frame(Cl=rep(1:4,c(12,18,18,18)),
L =rep(c(91,104,14,91,96,"84-1",96,116,1,9,14),each=6),
N =rep(10,(12+18*3)),
D =c(1,6,8,1,1,1,2,6,10,3,3,1,2,1,1,0,4,4,6,5,3,5,1,3,
1,6,8,5,5,3,5,2,1,0,4,5,1,0,2,3,6,7,4,0,2,5,3,8,1,
4,7,0,6,3,7,2,3,6,1,9,7,2,1,3,0,1) )
tmp$N[c(13,15,59)] <- c(8,9,9) # not always 10 trials
tmp$Cl <- factor(tmp$Cl) # Make sure clone and line within clone are
factors
tmp$L <- factor(tmp$L)
model <- formula(cbind(D,(N-D))~ Cl/L)
tmp.glm<-glm(data=tmp,formula=model, family=quasibinomial(link="logit"))
with(tmp,table(L,Cl))
summary.glm(tmp.glm)$coefficients
unique(tmp[order(tmp$L),1:2])
# The coeff estimates R gives are in this order,
# but R is using the rows c(1,8,10,11) as reference
# Why?
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.