[R] Intercept in model formulae.
Peter Dalgaard BSA
p.dalgaard at biostat.ku.dk
Wed Sep 11 15:21:27 CEST 2002
"Pfaff, Bernhard" <Bernhard.Pfaff at drkw.com> writes:
> dealing more generally with deterministic structural shiftsmore in the
> context of Classical Linear Regressions, you can define suitable dummy
> variables and multiply them with the regressors (all or a subset). 'test1'
> contains two separate slope coefficients, whereas in 'test2' the additional
> increment in the second subperiod is estimated, hence you have to sum the
> two estimates to get the overall effect for the second subperiod.
> x <- 1:20
> y <- c(1:10,seq(10.5,15,0.5))
> dum1 <- c(rep(1,10),rep(0,10))
> dum2 <- c(rep(0,10),rep(1,10))
> reg1 <- x*dum1
> reg2 <- x*dum2
> test1 <- lm(y~-1+reg1+reg2)
> test2 <- lm(y~-1+x+reg2)
Maybe my brain is just getting boiled in here, but I don't think these
correspond to a continuous model, but one that is pieced together from
two lines that both go through the origin.
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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