[R] lm() and interactions in model formula for x passed as matrix
David Winsemius
dwinsemius at comcast.net
Sun Dec 5 21:44:20 CET 2010
On Dec 5, 2010, at 3:19 PM, William Simpson wrote:
> Suppose I have x variables x1, x2, x3 (however in general I don't know
> how many x variables there are). I can do
> X<-cbind(x1,x2,x3)
> lm(y ~ X)
> This fits the no-interaction model with b0, b1, b2, b3.
>
> How can I get lm() to fit the model that includes interactions when I
> pass X to lm()? For my example,
> lm(y~x1*x2*x3)
> I am looking for something along the lines of
> lm(y~X ...)
> where ... is some extra stuff I need to fill in.
The formula syntax in R allows you to specify interactions with the
"^" operator but some testing makes me think you cannot use either y
~ .^3 or y ~ X^3 with matrix data arguments, here assuming you only
want interaction up to third order.
Assuming you know how to use do.call("cbind", varlist)
perhaps:
form = as.formula( paste("y ~ (",
paste(colnames(X), collapse="+"),
")^3", sep="") )
lm(form)
--- output------
Call:
lm(formula = form)
Coefficients:
(Intercept) x1 x2 x3 x1:x2
x1:x3
-0.383296 -0.333429 0.003976 0.332982 -0.001130
0.100698
x2:x3 x1:x2:x3
0.366745 0.122111
>
--
David Winsemius, MD
West Hartford, CT
More information about the R-help
mailing list