On 13 Aug 2000, Peter Dalgaard BSA wrote:
> agusalon@mcr.ucm.es writes:
>
> > Rail^0 Rail^1 Rail^2 Rail^3 Rail^4 Rail^5
> > 66.5 54.303 -4.692 -2.658 -0.567 11.192
> > which do not seem correct.
> >
> > Those reported in the book are:
> >
> > Rail2 Rail5 Rail1 Rail6 Rail3 Rail4
> > 31.667 50 54 82.667 84.667 96
>
> This is a matter of differing conventions in handling
>
> lm(travel ~ Rail - 1, data = Rail)
>
> when Rail is an ordered factor. R uses polynomial contrasts in the
> no-intercept case as it does when the intercept is present, whereas
> Splus treats the ordered factor as if it were an unordered factor. If
S-PLUS does it internally, R via contr.*(n, contrast=F). Both
systems give
> contr.treatment(6, contrasts=F)
1 2 3 4 5 6
1 1 0 0 0 0 0
2 0 1 0 0 0 0
3 0 0 1 0 0 0
4 0 0 0 1 0 0
5 0 0 0 0 1 0
6 0 0 0 0 0 1
> contr.poly(6, contrasts=F)
^0 ^1 ^2 ^3 ^4 ^5
[1,] 1 -0.5976143 0.5455447 -0.3726780 0.1889822 -0.06299408
[2,] 1 -0.3585686 -0.1091089 0.5217492 -0.5669467 0.31497039
[3,] 1 -0.1195229 -0.4364358 0.2981424 0.3779645 -0.62994079
[4,] 1 0.1195229 -0.4364358 -0.2981424 0.3779645 0.62994079
[5,] 1 0.3585686 -0.1091089 -0.5217492 -0.5669467 -0.31497039
[6,] 1 0.5976143 0.5455447 0.3726780 0.1889822 0.06299408
but S-PLUS uses neither.
> you do something like the below, you get your coefficients.
>
> I suspect that this could indeed be argued to be a bug in R, but
> others may know better.
I suspect it is an undocumented(?) feature. However, as
lm(travel ~ Rail - 1, data = Rail)
and
lm(travel ~ Rail, data = Rail)
give the same results (up to the coefficient labels) it is not a useful
one, and so I guess we should change it. Unfortunately we need either
to break the compatibility of contr.poly or to re-structure the internal
code.
Here's a simpler way to get the book's results:
> options(contrasts=rep("contr.treatment", 2))
> lm(travel ~ Rail - 1, data = Rail)
Call:
lm(formula = travel ~ Rail - 1, data = Rail)
Coefficients:
Rail2 Rail5 Rail1 Rail6 Rail3 Rail4
31.67 50.00 54.00 82.67 84.67 96.00
or
> contrasts(Rail$Rail) <- "contr.treatment"
> lm(formula = travel ~ Rail - 1, data = Rail)
--
Brian D. Ripley, ripley@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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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