On Wed, Jun 1, 2011 at 1:19 AM, Prof Brian Ripley <rip...@stats.ox.ac.uk>wrote:
[text deleted]
> Note that you usually want to do '*' when you say 'interact with':
>
>> model.matrix(y ~ (1+x)*group, data = dat)
>>
> (Intercept) x groupB x:groupB
> 1 1 1 1 1
> ...
Thanks for that suggestion. To follow up,
R> model.matrix(y ~ (1+x)*group, data = dat)
(Intercept) x groupB x:groupB
1 1 1 0 0
2 1 2 1 2
...
but if I delete 'x',
R> model.matrix(y ~ (1)*group, data = dat)
(Intercept)
1 1
2 1
...
Why is "group" simply vanishing in the second model? I tried to dig into
this until I hit .Internal(model.matrix
Kevin
>
>
> On Tue, 31 May 2011, Kevin Wright wrote:
>
> For a pedagogical purpose, I was trying to show how the formula for a
>> simple
>> regression line (~1+x) could be crossed with a factor (~1:group + x:group)
>> to fit separate regressions by group. For example:
>>
>> set.seed(201108)
>> dat <- data.frame(x=1:15, y=1:15+rnorm(15),
>> group = sample(c('A','B'), size=15,
>> replace=TRUE))
>>
>> m1 <- lm(y~ 1 + x, data=dat)
>> m2 <- lm(y ~ group + x:group, data=dat)
>> m3 <- lm(y ~ 1:group + x:group, data=dat)
>> m4 <- lm(y ~ 1 + x:group, data=dat)
>>
>> The simple regression is model m1.
>>
>> The usual way to write the by-group regression is model m2.
>>
>> In model m3 was trying to be explicitly clear and interact "1+x" with
>> "group".
>>
>> Looking only at the coefficients, it appears that model m3 is simplified
>> to
>> model m4.
>>
>> R> coef(m3)
>> (Intercept) groupA:x groupB:x
>> 0.3775140 0.9213835 0.9879690
>>
>> R> coef(m4)
>> (Intercept) x:groupA x:groupB
>> 0.3775140 0.9213835 0.9879690
>>
>> I wonder if anyone can shed some light on what R is doing with the
>> "1:group"
>> term.
>>
>> Kevin
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
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>> PLEASE do read the posting guide
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>>
>>
> --
> Brian D. Ripley, rip...@stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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