BXC (Bendix Carstensen)
2005-Feb-17 13:39 UTC
[R] How to get interction terms first in a model
Consider the following two specifications of a model: library( splines ) x <- 1:100 y <- rnorm( 100 ) w <- rep( 1, 100 ) A <- factor( sample( 1:2, 100, replace=T ) ) B <- factor( sample( letters[1:4], 100, replace=T ) ) summary( lm( y ~ ns( x, knots=c(30, 50, 70 ), intercept=T ):A - 1 + B ) ) summary( lm( y ~ ns( x, knots=c(30, 50, 70 ), intercept=T ):A - 1 + B:w ) ) The interaction with the constant variable w is how I got to have the two spline terms as "proper" intercept terms. Is there another way to do this, or is it a featur of the model formulae that lower order terms appear before higher order terms regardless of the order they are specified in the model? Bendix Carstensen ---------------------- Bendix Carstensen Senior Statistician Steno Diabetes Center Niels Steensens Vej 2 DK-2820 Gentofte Denmark tel: +45 44 43 87 38 mob: +45 30 75 87 38 fax: +45 44 43 07 06 bxc at steno.dk www.biostat.ku.dk/~bxc
It can be done via an explicit call to terms[.formula] with
keep.order = TRUE.
summary( lm(terms(y ~ ns(x, knots=c(30, 50, 70), intercept=T):A - 1 + B,
keep.order = TRUE)) )
I've given other examples in the past, and I think this is in the White
Book.
BTW, it is not quite the same as this drops Ba not Bd (as I think it
should).
On Thu, 17 Feb 2005, BXC (Bendix Carstensen) wrote:
> Consider the following two specifications of a model:
>
> library( splines )
> x <- 1:100
> y <- rnorm( 100 )
> w <- rep( 1, 100 )
> A <- factor( sample( 1:2, 100, replace=T ) )
> B <- factor( sample( letters[1:4], 100, replace=T ) )
> summary( lm( y ~ ns( x, knots=c(30, 50, 70 ), intercept=T ):A - 1 + B )
> )
> summary( lm( y ~ ns( x, knots=c(30, 50, 70 ), intercept=T ):A - 1 + B:w
> ) )
>
> The interaction with the constant variable w is how I got to have the
> two spline terms as "proper" intercept terms.
>
> Is there another way to do this, or is it a featur of the model formulae
> that lower order terms appear before higher order terms regardless of
> the
> order they are specified in the model?
>
> Bendix Carstensen
> ----------------------
> Bendix Carstensen
> Senior Statistician
> Steno Diabetes Center
> Niels Steensens Vej 2
> DK-2820 Gentofte
> Denmark
> tel: +45 44 43 87 38
> mob: +45 30 75 87 38
> fax: +45 44 43 07 06
> bxc at steno.dk
> www.biostat.ku.dk/~bxc
>
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http://www.R-project.org/posting-guide.html
>
--
Brian D. Ripley, ripley at 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