[R] Problem with lm

John Fox jfox at mcmaster.ca
Thu Oct 26 16:47:46 CEST 2000


Dear Isabelle,

R and S-Plus have different default options for constructing contrasts 
(columns of the model matrix) from factors. For S-Plus:

 > options("contrasts")
$contrasts:
           factor      ordered
  "contr.helmert" "contr.poly"


For R:

 > options("contrasts")
$contrasts
         unordered           ordered
"contr.treatment"      "contr.poly"

By changing the contrasts option you should be able to get R and S-Plus to 
agree. Help in R and S-Plus provides additional information about contrast 
codings.

I hope that this helps,
  John

At 10:22 AM 26/10/2000 +0200, you wrote:
>Hello Everybody,
>
>I have a problem with the output of lm.
>In fact, when I compare the R output and the Splus output, the results 
>appears to be different :
>
>I have a dataframe with 5 factors , 16 rows and a response.
>First, I tried to fit this response to a linear model : 
>lm(rep~(A+B+C+D+E),data).
>The results beetween SPlus and R are different.
>
>In a second time, I tried a new fit : lm(rep~(A+B+D+E+A:B),data).
>The estimation of the main effects in the model are the same as the one
>obtained for the first fit for Splus,
>and are different for R.
>
>Here an exemple :
>
> 
>On R:                            On Splus
>
>         lm(rep~(A+B+C+D+E),data) 
> ->  Intercept  12.6297                12.5573
>                                                                     A 
 >          0.0391                  0.0195
>                                                                     B 
 >        -0.0073                -0.0036
>                                                                     C 
 >          0.0443                   0.0221
>                                                                     D 
 >       -0.0321                 -0.016
>                                                                     E 
 >        -0.18887              -0.0944
>
>     lm(rep~(A+B+D+E+A:B),data) ->  Intercept  12.7937                12.5573
>                                                                     A 
 >        -0.2445                  0.0195
>                                                                     B 
 >        -0.2910                -0.0036
>                                                                     D 
 >       -0.03213               -0.016
>                                                                     E 
 >       -0.18887               -0.0944
>                                                                     A:B 
 >        0.5672                  0.1418
>
>Can someone explain what happens with these fitting procedure.
>
>Thanks
>
>
>Isabelle Zabalza-Mezghani
>
>
>
>
>--
>Isabelle Zabalza-Mezghani          Tel : 01 47 52 61 99
>Institut Français du Pétrole       E-mail : isabelle.zabalza-mezghani at ifp.fr
>1-4 Av. Bois Preau - Bat Lauriers
>92852 Rueil Malmaison Cedex, France
>


________________________________
  John Fox
  Department of Sociology
  McMaster University
  email: jfox at McMaster.ca
  web: www.socsci.mcmaster.ca/jfox
________________________________

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