Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-23 Thread Chris Friedl
Dieter Menne wrote: > > > > David Winsemius wrote: >> >> >> On Jun 23, 2009, at 3:08 AM, Chris Friedl wrote: >> The point is that in very few applications can one legitimately >> "exclude" an intercept. In this situation (stepwise regression) I am >> able to think of a way to make the i

Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-23 Thread Chris Friedl
David Winsemius wrote: > > > OK, this is on your head. Make sure you know how not to burn yourself > with this: > > > model <- y ~ x1*x2 + one -1 > > data2$one <- 1 > > by(data2, data2$grp, function(x) step(lm(model, data=x))) > > Lets the intercept just be another variable. > > > Dav

Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-23 Thread Dieter Menne
David Winsemius wrote: > > > On Jun 23, 2009, at 3:08 AM, Chris Friedl wrote: > The point is that in very few applications can one legitimately > "exclude" an intercept. In this situation (stepwise regression) I am > able to think of a way to make the intercept just another covariate, >

Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-23 Thread David Winsemius
On Jun 23, 2009, at 3:08 AM, Chris Friedl wrote: I appreciate that you are trying to help me but I don't fully understand your point. The point is that in very few applications can one legitimately "exclude" an intercept. In this situation (stepwise regression) I am able to think of a

Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-23 Thread Chris Friedl
I appreciate that you are trying to help me but I don't fully understand your point. At one point I did say "... the intercept is not significantly different from zero". I admit I also said "dropping the intercept term" which in my loose application of terminology means force the intercept to a va

Re: [R] How to exclude insignificant intercepts using "step" function

2009-06-22 Thread David Winsemius
I think you should explain (to yourself primarily) what it means to have a non-significant intercept. If you can justify on a theoretic basis the exclusion of an intercept, then you may get more assistance. However, if you are just naively questing after some mythical concept of "significan

[R] How to exclude insignificant intercepts using "step" function

2009-06-22 Thread Chris Friedl
I posted this question way down at teh end of another thread realted to an error in step, but that was stupid since it really is another matter altogether. I should have posted it separately, as I have now done. The code below creates a data.frame comprising three marginally noisy surfaces. The c