--- title: "02 - Coercion between model objects and restriction matrices in 'pbkrtest'" author: "Søren Højsgaard and Ulrich Halekoh" output: rmarkdown::html_vignette vignette: > %\VignetteEngine{knitr::knitr} %\VignetteIndexEntry{02 - Coercion between model objects and restriction matrices in 'pbkrtest'} %\VignetteEncoding{UTF-8} --- ```{r, echo=FALSE} require( pbkrtest ) prettyVersion <- packageDescription("pbkrtest")$Version prettyDate <- format(Sys.Date()) ``` ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE) options("warn"=-1) ## FIXME Fragile; issue with rankMatrix(, method="qr.R") ``` **Package version: `r prettyVersion`** Consider two linear models; the smaller is a submodel of the large: ```{r} N <- 4 dat <- data.frame(int=rep(1, N), x=1:N, y=rnorm(N)) ``` ```{r} lg <- lm(y ~ x + I(x^2), data=dat) sm <- lm(y ~ x, data=dat) lg sm ``` The corresponding model matrices are ```{r} Xlg <- model.matrix(lg) Xsm <- model.matrix(sm) Xlg Xsm ``` Given the two model matrices, the restriction matrix which describes the restrictions that should be made to the model matrix of the large model to produce the model matrix of the small model: ```{r} L <- make_restriction_matrix(Xlg, Xsm) L ``` Given the model matrix of the large model and the restriction matrix, the model matrix of the small model can be constructed as: ```{r} Xsm_2 <- make_model_matrix(Xlg, L) Xsm_2 ``` The same operation can be made directly on model objects: ```{r} L <- model2restriction_matrix(lg, sm) L ``` Likewise, given the large model and the restriction matrix, the small model can be constructed: ```{r} sm_2 <- restriction_matrix2model(lg, L) sm_2 sm_2 |> model.matrix() ``` Lastly, model matrices can be compared ```{r} ## The first column space contains the second compare_column_space(Xlg, Xsm) ## The second column space contains the first compare_column_space(Xsm, Xlg) ## The two column spaces are identical compare_column_space(Xlg, Xlg) ```