[R] constructing appropriate non-intercept formula

Ben Bolker bolker at ufl.edu
Thu Oct 2 04:57:03 CEST 2008


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Trying to work out a model formula that will do what I want ... suppose
I want to model

 y = b_i x + epsilon

(i.e. a linear model with zero intercept and with slopes differing
by groups), and I want to parameterize the slopes
in the "usual" way of having a baseline slope value
for the first level of the factor b and (n-1) values
representing the differences of every other level from
the first.

x = rep(1:10,2)
f = factor(rep(1:2,each=10))
b = c(2,3)
y = rnorm(20,b[f]*x,1)
dat = data.frame(f,x,y)

lm(y~f:x-1,data=dat)

   gives values for the slope of each group independently

lm(y~f*x-f-1,data=dat)

   gives a coefficient for x which is actually the slope
of group 2, a coefficient for f1:x which is (slope 1 - slope 2),
and NA for f2:x

For a subset of data

 f x
 1 1
 1 2
 2 1
 2 2

I would want the model matrix

    x  f2:x
    1    0
    2    0
    1    1
    2    2

Is there any elegant way to do this?
(I could get the estimates I wanted in this case by
switching the order of the levels or the contrasts,
but I would still get an overspecified model/NA coefficient.)
Or am I missing a reason that I just shouldn't do it?

  Ben Bolker
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