On Sep 13, 2013, at 4:15 AM, E Joffe wrote:
Hello,
I have a problem with creating an identity matrix for glmnet by
using the
contrasts function.
Why do you want to do this?
I have a factor with 4 levels.
When I create dummy variables I think there should be n-1 variables
(in this
case 3) - so that the contrasts would be against the baseline level.
This is also what is written in the help file for 'contrasts'.
The problem is that the function creates a matrix with n variables
(i.e. the
same as the number of levels) and not n-1 (where I would have a
baseline
level for comparison).
Only if you specify contrasts=FALSE does it do so and this is
documented in that help file.
My questions are:
1. How can I create a matrix with n-1 dummy vars ?
See below.
was I supposed to
define explicitly that I want contr.treatment (contrasts) ?
No need to do so.
2. If it is not possible, how should I interpret the hazard
ratios in
the Cox regression I am generating (I use glmnet for variable
selection and
then generate a Cox regression) - That is, if I get an HR of 3 for
the
variable 300mg what does it mean ? the hazard is 3 times higher of
what ?
Relative hazards are generally referenced to the "baseline hazard",
i.e. the hazard for a group with the omitted level for treatment
constrasts and the mean value for any numeric predictors.
Here is some code to reproduce the issue:
# Create a 4 level example factor
trt <- factor( sample( c("PLACEBO", "300 MG", "600 MG", "1200 MG"),
100, replace=TRUE ) )
# If your intent is to use constrasts different than the defaults used
by
# regression functions, these factor contrasts need to be assigned,
either
# within the construction of the factor or after the fact.
> contrasts(trt)
300 MG 600 MG PLACEBO
1200 MG 0 0 0
300 MG 1 0 0
600 MG 0 1 0
PLACEBO 0 0 1
# the default value for the contrasts parameter is TRUE and the
default type is treatement
# That did not cause any change to the 'trt'-object:
trt
#To make a change you need to use the `contrasts<-` function:
contrasts (trt) <- contrasts(trt)
trt
# Use contrasts to get the identity matrix of dummy variables to be
used in
glmnet
trt2 <- contrasts (trt,contrasts=FALSE)
Results (as you can see all levels are represented in the identity
matrix):
levels (trt)
[1] "1200 MG" "300 MG" "600 MG" "PLACEBO"
print (trt2)
1200 MG 300 MG 600 MG PLACEBO
1200 MG 1 0 0 0
300 MG 0 1 0 0
600 MG 0 0 1 0
PLACEBO 0 0 0 1
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--
David Winsemius, MD
Alameda, CA, USA
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