Michael
2008-Nov-10 02:28 UTC
[R] question about contrast in R for multi-factor linear regression models?
Hi all, I am using "lm" to fit some anova factor models with interactions. The default setting for my unordered factors is "treatment". I understand the resultant "lm" coefficients for one factors, but when it comes to the interaction term, I got confused.> options()$contrastsunordered ordered "contr.treatment" "contr.poly" Here is my question: Factor A has 6 levels, B has 2 levels,> levels(dd$A)=c("A1", "A2", "A3", "A4", "A5", "A6") > levels(dd$B)=c("b1", "b2")My question is how to interpret the resultant coefficients. What are the bases of "dd$AA2:dd$Bb2" and "dd$AA3:dd$Bb2", etc. ? I am having a hard time to understand the result and making sense out of the numbers... Please help me ! Thank you!> zz=lm(formula = (dd$Y) ~ dd$A * dd$B) > summary(zz)Call: lm(formula = dd$Y~ dd$A * dd$B) Residuals: Min 1Q Median 3Q Max -1.68582 -0.42469 -0.02536 0.20012 3.50798 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.40842 0.40295 10.940 5.34e-13 *** dd$AA2 0.11575 0.56986 0.203 0.8402 dd$AA3 0.01312 0.56986 0.023 0.9818 dd$AA4 -0.06675 0.56986 -0.117 0.9074 dd$AA5 0.10635 0.56986 0.187 0.8530 dd$AA6 0.11507 0.56986 0.202 0.8411 dd$Bb2 -0.58881 0.56986 -1.033 0.3084 dd$AA2:dd$Bb2 0.26465 0.80590 0.328 0.7445 dd$AA3:dd$Bb2 0.40984 0.80590 0.509 0.6142 dd$AA4:dd$Bb2 -0.02918 0.80590 -0.036 0.9713 dd$AA5:dd$Bb2 0.35574 0.80590 0.441 0.6616 dd$AA6:dd$Bb2 1.55424 0.80590 1.929 0.0617 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.8059 on 36 degrees of freedom Multiple R-squared: 0.2642, Adjusted R-squared: 0.03934 F-statistic: 1.175 on 11 and 36 DF, p-value: 0.3378
Mark Difford
2008-Nov-10 09:48 UTC
[R] question about contrast in R for multi-factor linear regression models?
Hi losemind,>> I understand the resultant "lm" coefficients for one factors, but when it >> comes to the >> interaction term, I got confused.Yes, it is possible to lose your mind on this (so perhaps get a real name). A good friend here is ?dummy.coef In your case (i.e. treatment contrasts), your reference level for the interaction terms are the reference levels of the factors themselves. In your example, these seem to be A1 and b1. Assuming they are, the coefficient for, say, dd$AA3:dd$Bb2 is worked out relative to them. It also helps to have more descriptive names for your factors and factor levels. This is why I haven't worked out what yours might be. In a busy day, yours seem to be a nightmare. HTH, Mark. losemind wrote:> > Hi all, > > I am using "lm" to fit some anova factor models with interactions. > > The default setting for my unordered factors is "treatment". I > understand the resultant "lm" coefficients for one factors, but when > it comes to the interaction term, I got confused. > >> options()$contrasts > unordered ordered > "contr.treatment" "contr.poly" > > Here is my question: > > Factor A has 6 levels, B has 2 levels, > >> levels(dd$A)=c("A1", "A2", "A3", "A4", "A5", "A6") >> levels(dd$B)=c("b1", "b2") > > > My question is how to interpret the resultant coefficients. What are > the bases of "dd$AA2:dd$Bb2" and "dd$AA3:dd$Bb2", etc. ? > > I am having a hard time to understand the result and making sense out > of the numbers... > > Please help me ! Thank you! > >> zz=lm(formula = (dd$Y) ~ dd$A * dd$B) >> summary(zz) > > Call: > lm(formula = dd$Y~ dd$A * dd$B) > > Residuals: > Min 1Q Median 3Q Max > -1.68582 -0.42469 -0.02536 0.20012 3.50798 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 4.40842 0.40295 10.940 5.34e-13 *** > dd$AA2 0.11575 0.56986 0.203 0.8402 > dd$AA3 0.01312 0.56986 0.023 0.9818 > dd$AA4 -0.06675 0.56986 -0.117 0.9074 > dd$AA5 0.10635 0.56986 0.187 0.8530 > dd$AA6 0.11507 0.56986 0.202 0.8411 > dd$Bb2 -0.58881 0.56986 -1.033 0.3084 > c 0.26465 0.80590 0.328 0.7445 > dd$AA3:dd$Bb2 0.40984 0.80590 0.509 0.6142 > dd$AA4:dd$Bb2 -0.02918 0.80590 -0.036 0.9713 > dd$AA5:dd$Bb2 0.35574 0.80590 0.441 0.6616 > dd$AA6:dd$Bb2 1.55424 0.80590 1.929 0.0617 . > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > Residual standard error: 0.8059 on 36 degrees of freedom > Multiple R-squared: 0.2642, Adjusted R-squared: 0.03934 > F-statistic: 1.175 on 11 and 36 DF, p-value: 0.3378 > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >-- View this message in context: http://www.nabble.com/question-about-contrast-in-R-for-multi-factor-linear-regression-models--tp20413510p20416877.html Sent from the R help mailing list archive at Nabble.com.
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