[R] Dummies multiplied with other variable

[David Barron]

I'm not sure if this will help, but it's worth a try.  Do the
regression as I suggested before, extract the model matrix and remove
the "offending" column.  I'm assuming you don't know in advance how
many levels there are in the factor.  Then use this to perform the
regression.  Something like this:

m1 <- lm(x ~ fd:y + fd)
mm <- model.matrix(m1)
nl <- length(levels(fd))
newdat <- mm[,-c(1,nl)]
lm(x ~ newdat)


On 30/11/06, Andreas Goesele <Goesele at hfph.mwn.de> wrote:
> "David Barron" <mothsailor at googlemail.com> writes:
>
> > I'm not sure that's possible, given that you would effectively be
> > fitting a different model to those cases with fd==1, wouldn't you?
>
> This was what I was afraid of. But your argument I don't understand
> completely.
>
> Do you want to say, that the *model* x = a + b1*fd2 + b2*fd3 +
> c1*fd2*y + c1*fd3*y doesn't make sense as fd2 together with fd3
> doesn't cover all cases? And that because the model doesn't make sense
> it is not easily implemented in R?
>
> My problem is that I have to estimate a model of this kind whether it
> makes sense or not. So I still would be happy to find an easy and
> elegant way...
>
> > On 29/11/06, Andreas Goesele <Goesele at hfph.mwn.de> wrote:
> >> "David Barron" <mothsailor at googlemail.com> writes:
> >>
> >> > Is this what you want?
> >> >
> >> > lm(y ~ fd + fd:y)
> >>
> >> Thanks for you fast reply. But it's not what I wanted.
> >>
> >> To make it clearer I have to correct the first part of what I wrote:
> >>
> >> > On 29/11/06, Andreas Goesele <Goesele at hfph.mwn.de> wrote:
> >>
> >> >> I would like to estimate something like y = a + b*d2*y + c*d3*y
> >> >> where the dummies are created from some vector d with three
> >> >> (actually many more) levels using factor(). But either there is
> >> >> included the variable y or d1*y. How could I get rid of these?
> >>
> >> This should have been something like:
> >>
> >> x = a + b1*d2 + b2*d3 + c1*d2*y + c1*d3*y
> >>
> >> When I change your suggestion to lm(x ~ fd + fd:y) I get the same as
> >> for lm(x ~ fd*y - y), namely:
> >>
> >> Coefficients:
> >> (Intercept)         fd2         fd3       fd1:y       fd2:y       fd3:y
> >>       2.4231      9.5769      6.1822     -0.1154     -1.0000     -0.4474
> >>
> >> What I want is:
> >>
> >> Coefficients:
> >> (Intercept)         fd2         fd3       fd2:y       fd3:y
> >>
> >> Thanks a lot again!
> >>
> >> Andreas Goesele
> >>
> >> --
> >> Andreas Gösele                   Omnis enim res, quae dando non deficit,
> >> Inst. f. Gesellschaftspolitik    dum habetur et non datur,
> >> Kaulbachstr. 31a, 80539 München  nondum habetur, quomodo habenda est.
> >> E-mail: goesele at hfph.mwn.de      (Augustinus)
> >>
> >> ______________________________________________
> >> R-help at stat.math.ethz.ch mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
> >
> > --
> > =================================
> > David Barron
> > Said Business School
> > University of Oxford
> > Park End Street
> > Oxford OX1 1HP
> >
> >
>
> --
> Andreas Gösele                   Omnis enim res, quae dando non deficit,
> Inst. f. Gesellschaftspolitik    dum habetur et non datur,
> Kaulbachstr. 31a, 80539 München  nondum habetur, quomodo habenda est.
> E-mail: goesele at hfph.mwn.de      (Augustinus)
>


-- 
=================================
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP