[R] Linear model - coefficients

[Robert Ruser]

Hi Weidong,
thank you very much. It really works fine.

Robert

2011/6/12 Weidong Gu <anopheles123 at gmail.com>:
> this may work.
> X<-data.frame(sapply(X,function(x) as.factor(x)))
> reg3=lm(Y~.,data=X)
> dummy.coef(reg3)
>
> Weidong Gu
>
> On Sun, Jun 12, 2011 at 4:55 PM, Robert Ruser <robert.ruser at gmail.com> wrote:
>> Hi,
>> but I want to get the coefficients for every variables from x1 to x5.
>> (x1 was an example)
>>
>> Robert
>>
>> 2011/6/12 Jorge Ivan Velez <jorgeivanvelez at gmail.com>:
>>> Hi Robert,
>>>
>>> Try this:
>>> reg2 <- lm( Y ~ factor(x1) + factor(x2) + factor(x3) + factor(x4) +
>>> factor(x5) - 1, data = X  )
>>> cof(ref2)
>>> HTH,
>>> Jorge
>>>
>>> On Sun, Jun 12, 2011 at 4:40 PM, Robert Ruser <> wrote:
>>>>
>>>> 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 <>:
>>>> > ?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
>>>> >>
>>>> >> ______________________________________________
>>>> >> R-help at r-project.org mailing list
>>>> >> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> >> PLEASE do read the posting guide
>>>> >> http://www.R-project.org/posting-guide.html
>>>> >> and provide commented, minimal, self-contained, reproducible code.
>>>> >>
>>>> >
>>>> > --
>>>> > 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
>>>> >
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>