[R] Problem with lm
maechler at stat.math.ethz.ch
Thu Oct 26 14:50:24 CEST 2000
>>>>> "isabelle" == isabelle Zabalza-Mezghani <isabelle.zabalza-mezghani at ifp.fr> writes:
isabelle> Hello Everybody, I have a problem with the output of lm. In
isabelle> fact, when I compare the R output and the Splus output, the
isabelle> results appears to be different :
isabelle> I have a dataframe with 5 factors , 16 rows and a response.
isabelle> First, I tried to fit this response to a linear model :
isabelle> lm(rep~(A+B+C+D+E),data). The results beetween SPlus and R
isabelle> are different.
isabelle> In a second time, I tried a new fit :
isabelle> lm(rep~(A+B+D+E+A:B),data). The estimation of the main
isabelle> effects in the model are the same as the one obtained for the
isabelle> first fit for Splus, and are different for R.
isabelle> Here an exemple :
isabelle> Can someone explain what happens with these fitting
It's because your "A",.. are factors,
and the default contrasts (for non-ordered factors) are different
in R from those in S-plus (on purpose!):
R uses "treatment" contrasts by default (intuitive to most users)
S-plus has "helmert" ones " " (neat for orthogonality reasons,
somewhat hard to interpret)
See ?contrasts (and read Venables & Ripley ..)
isabelle> Isabelle Zabalza-Mezghani
(and then, the whole stuff once more, with <HTML> tags ..
Isabelle, please re-configure your E-mail program to *NOT* send html,
at least not to mailing lists ...)
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO D10 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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