[R] About the interaction A:B

blue sky bluesky315 at gmail.com
Fri Mar 5 15:08:01 CET 2010


Suppose, 'fr' is data.frame with columns 'Y', 'A' and 'B'. 'A' has levels 'Aa'
'Ab' and 'Ac', and 'B' has levels 'Ba', 'Bb', 'Bc' and 'Bd'. 'Y'
columns are numbers.

I tried the following three sets of commands. I understand that A*B is
equivalent to A+B+A:B. However, A:B in A+B+A:B is different from A:B
just by itself (see the 3rd and 4th set of commands). Would you please
help me understand why the meanings of A:B are different in different
contexts?

I also see the coefficient of AAc:BBd is NA (the last set of
commands). I'm wondering why this coefficient is not removed from the
'coefficients' vector. Since lm(Y~A) has coefficients for (intercept),
Ab, Ac (there are no NA's), I think that it is reasonable to make sure
that there are no NA's when there are interaction terms, namely, A:B
in this case.

Thank you for answering my questions!

> alm=lm(Y ~ A*B,fr)
> alm$coefficients
(Intercept)         AAb         AAc         BBb         BBc         BBd
 -3.548176   -2.086586    7.003857    4.367800   11.887356   -3.470840
   AAb:BBb     AAc:BBb     AAb:BBc     AAc:BBc     AAb:BBd     AAc:BBd
  5.160865  -11.858425  -12.853116  -20.289611    6.727401   -2.327173
>
> alm=lm(Y ~ A + B + A:B,fr)
> alm$coefficients
(Intercept)         AAb         AAc         BBb         BBc         BBd
 -3.548176   -2.086586    7.003857    4.367800   11.887356   -3.470840
   AAb:BBb     AAc:BBb     AAb:BBc     AAc:BBc     AAb:BBd     AAc:BBd
  5.160865  -11.858425  -12.853116  -20.289611    6.727401   -2.327173
>
> alm=lm(Y ~ A:B - 1,fr)
> alm$coefficients
  AAa:BBa    AAb:BBa    AAc:BBa    AAa:BBb    AAb:BBb    AAc:BBb    AAa:BBc
-3.5481765 -5.6347625  3.4556808  0.8196231  3.8939016 -4.0349449  8.3391795
  AAb:BBc    AAc:BBc    AAa:BBd    AAb:BBd    AAc:BBd
-6.6005222 -4.9465744 -7.0190168 -2.3782017 -2.3423322
>
> alm=lm(Y ~ A:B,fr)
> alm$coefficients
(Intercept)     AAa:BBa     AAb:BBa     AAc:BBa     AAa:BBb     AAb:BBb
-2.34233221 -1.20584424 -3.29243033  5.79801305  3.16195534  6.23623377
   AAc:BBb     AAa:BBc     AAb:BBc     AAc:BBc     AAa:BBd     AAb:BBd
-1.69261273 10.68151168 -4.25819000 -2.60424217 -4.67668454 -0.03586951
   AAc:BBd
        NA



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