[R] lm question

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Mon Oct 9 12:26:21 CEST 2000

```Bill Simpson <wsi at gcal.ac.uk> writes:

> I have not really used lm before and I was hoping for some help on a
> simple problem.

> I want to fit a model that has one y-intercept and three slopes, one for
> each group.

Actually, this is not so simple because it goes somewhat against the
grain of the way the S/R model formulas are designed (they generally
assume that identical intercepts only make sense with identical
slopes).

However,

> lm(y~x:(grp-1)+1)

Call:
lm(formula = y ~ x:(grp - 1) + 1)

Coefficients:
(Intercept)       x.grpa       x.grpb       x.grpc
-0.80977      0.01847      0.13124      0.14259

The form grp-1 gives you the "no-intercept" coding of the grp factor
and its interaction (":") with x specifies separate slopes for each
group. Once you've used "-1" the intercept disappears from the model,
so you need to add it back in with "+1".

--
O__  ---- Peter Dalgaard             Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics     2200 Cph. N
(*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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```