[R] lsmeans

John Fox jfox at mcmaster.ca
Fri Sep 26 23:01:23 CEST 2008

Dear Benjamin,

In the absence of interactions, a suitably constructed model matrix could,
for example, allow one predictor to range over its values while others are
held to typical values (such as means). The effects package does this for
linear and generalized linear models (and soon for proportional-odds and
multinomial-logit models), and produces reasonable displays when there are
interactions and other complex terms (such as regression splines or
polynomials) in a model, but it doesn't have methods for mixed-effects
models or survival-regression models. 

I hope this helps,

John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> Behalf Of Nutter, Benjamin
> Sent: September-26-08 3:48 PM
> To: r-help at r-project.org
> Subject: Re: [R] lsmeans
> I hope you'll forgive me for resurrecting this thread.  My question
> refers to John Fox's comments in the discussion of lsmeans from
> https://stat.ethz.ch/pipermail/r-help/2008-June/164106.html
> John you said, "It wouldn't be hard, however, to do the computations
> yourself, using the coefficient vector for the fixed effects and a
> suitably constructed model-matrix to compute the effects; you could also
> get standard errors by using the covariance matrix for the fixed
> effects."
> I've been able to make use of all of that except for the 'suitably
> constructed model-matrix' part.  I've looked through some other threads
> on this topic, but am still a little in the dark as to what I'd need to
> do to construct a suitable matrix.
> I would like to use the least squares means to develop parameter
> estimates for a parametric ROC analysis, as described by Mithat Gonen's
> book (Analyzing Receiver Operating Characteristic Curves with SAS,
> 2007).
> Any suggestions on references that would explain how to go about
> constructing the suitable model matrix?
> Many Thanks
> Benjamin
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