[R] Linear model - coefficients

[Robert Ruser]

Prof. Ripley, thank you very much for the answer but wanted to get
something else. There is an example and an explanation:

options(contrasts=c("contr.sum","contr.poly")) # contr.sum uses ‘sum
to zero contrasts’
Y <- c(6,3,5,2,3,1,1,6,6,6,7,4,1,6,6,6,6,1)
X <- structure(list(x1 = c(2L, 3L, 1L, 3L, 3L, 2L, 1L, 1L, 3L, 2L,
3L, 2L, 1L, 1L, 2L, 1L, 2L, 3L), x2 = c(3L, 3L, 2L, 3L, 1L, 3L,
2L, 3L, 2L, 1L, 2L, 2L, 3L, 1L, 2L, 1L, 1L, 1L), x3 = c(1L, 1L,
1L, 1L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 2L, 1L
), x4 = c(1L, 1L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 2L, 2L, 1L, 2L), x5 = c(1L, 1L, 2L, 2L, 3L, 3L, 3L, 2L, 2L,
2L, 1L, 3L, 3L, 1L, 1L, 1L, 2L, 3L)), .Names = c("x1", "x2",
"x3", "x4", "x5"), row.names = c(NA, 18L), class = "data.frame")

reg <- lm( Y ~ factor(X$x1) + factor(X$x2) + factor(X$x3) +
factor(X$x4) + factor(X$x5)   )
coef(reg)

and e.g. I get two coefficients for variable x1 (3-levels variable)
but I would like to get the third. Of course I can calculate a3=
-(a1+a2) where a1 and a2 are coefficients of the variable x1.

I hope that I manage to explain my problem.

Robert

2011/6/12 Prof Brian Ripley <ripley at stats.ox.ac.uk>:
> ?dummy.coef
>
> (NB: 'R' does as you tell it, and if you ask for the default contrasts you
> get coefficients a2 and a3, not a1 and a2.  So perhaps you did something
> else and failed to tell us?  And see the comment in ?dummy.coef about
> treatment contrasts.)
>
>
> On Sun, 12 Jun 2011, Robert Ruser wrote:
>
>> Dear R Users,
>> Using lm() function with categorical variable R use contrasts. Let
>> assume that I have one X independent variable with 3-levels. Because R
>> estimate only 2 parameters ( e.g. a1, a2)  the coef function returns
>> only 2 estimators. Is there any function or trick to get another a3
>> values. I know that using contrast sum (?contr.sum) I could compute a3
>> = -(a1+a2). But I have many independent categorical variables and I'm
>> looking for a fast solution.
>>
>> Robert
>>
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>>
>
> --
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>