[R] OLS variables

[Adaikalavan Ramasamy]

IMHO, the details section of help(formula) provides a nicer help.

Regards, Adai


On Sun, 2005-11-06 at 08:27 -0500, John Fox wrote:
> Dear Leaf,
> 
> I assume that you're using lm() to fit the model, and that you don't really
> want *all* of the interactions among 20 predictors: You'd need quite a lot
> of data to fit a model with 2^20 terms in it, and might have trouble
> interpreting the results. 
> 
> If you know which interactions you're looking for, then why not specify them
> directly, as in lm(y ~  x1*x2 + x3*x4*x5 + etc.)? On the other hand, it you
> want to include all interactions, say, up to three-way, and you've put the
> variables in a data frame, then lm(y ~ .^3, data=DataFrame) will do it.
> There are many terms in this model, however, if not quite 2^20.
> 
> The introductory manual that comes with R has information on model formulas
> in Section 11.
> 
> I hope this helps,
>  John 
> 
> --------------------------------
> John Fox
> Department of Sociology
> McMaster University
> Hamilton, Ontario
> Canada L8S 4M4
> 905-525-9140x23604
> http://socserv.mcmaster.ca/jfox 
> -------------------------------- 
> 
> > -----Original Message-----
> > From: r-help-bounces at stat.math.ethz.ch 
> > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Leaf Sun
> > Sent: Sunday, November 06, 2005 3:11 AM
> > To: r-help at stat.math.ethz.ch
> > Subject: [R] OLS variables
> > 
> > Dear all,
> > 
> > Is there any simple way in R that can I put the all the 
> > interactions of the variables in the OLS model?
> > 
> > e.g.
> > 
> > I have a bunch of variables, x1,x2,.... x20... I expect then 
> > to have interaction (e.g. x1*x2, x3*x4*x5... ) with some 
> > combinations(2 way or higher dimensions). 
> > 
> > Is there any way that I can write the model simpler?
> > 
> > Thanks!
> > 
> > Leaf
> > 
> >
> 
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-- 
Adaikalavan Ramasamy                    ramasamy at cancer.org.uk
Centre for Statistics in Medicine       http://www.ihs.ox.ac.uk/csm/
Wolfson College Annexe                  Tel : 01865 284 408
Linton Road, Oxford OX2 6UD             Fax : 01865 284 424