Perhaps of interest...in S-Plus 7.0
> model.matrix(y ~ (1+x)*group, data = dat)
(Intercept) x group x:group
1 1 1 1 1
2 1 2 1 2
...
> model.matrix(y ~ (1)*group, data = dat)
(Intercept) group
1 1 1
2 1 1
...
Kevin
On Wed, Jun 1, 2011 at 9:44 AM, Kevin Wright <kw.s...@gmail.com> wrote:
>
> 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]]
>>>
>>> ______________________________________________
>>> 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.
>>>
>>>
>> --
>> 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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