[R] formula () problems

Dr R.K.S. Hankin
Wed, 09 Dec 2009 20:22:44 -0000

Hi.

I am having difficulty creating a formula for use with glm()

I have a matrix of an unknown number of columns and wish to estimate a
coefficient for each column, and one for the each product of a column
with another column.

In the case of a five-column matrix this would be:

> x <- matrix(rnorm(100),ncol=5)
> colnames(x) <- letters[1:5]
> z <- rnorm(20)
> lm(z~ -1+(a+b+c+d+e)^2,data=data.frame(x))

Call:
lm(formula = z ~ -1 + (a + b + c + d + e)^2, data = data.frame(x))

Coefficients:
       a b c d e a:b a:c a:d -0.30021 -0.21465 0.12208 0.06308 0.28806
0.34482 -1.00072 0.48218
     a:e       b:c       b:d       b:e       c:d       c:e       d:e
 0.28786  -0.46306   0.39844   0.04436   0.32236  -0.09210  -1.06625

>

This is what I want: five single terms (a-e) and 5*(5-1)/2=10 (a:b to
d:e) for the cross terms.  If there were 6 columns I would want
(a+b+c+d+e+f)^2 and have 21 (=6+15) terms.

How do I create a formula that does this for an arbitrary number of columns?


thanks

Robin