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 > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! 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