[R] having a bit of regression trouble

jones jones at reed.edu
Thu Jan 26 05:52:05 CET 2012


Since this is a homework exercise, I'm guessing that the intent of the
problem is for you to figure out why that is happening.

albyn

On 1/25/12 2:24 PM, Rampagegrl wrote:
> I got the code for how to do regression without an intercept out of 
> the back
> of my book and the next part of the homework asks me to do it with an
> intercept.  The problem is, Q1 disappears whenever I try.  Here is my 
> code:
>
> Without the intercept:
>
> load("tsa3.rda")
>>
>> Q=factor(rep(1:4,21))
>> reg=lm(log(jj)~0+trend+Q,na.action=NULL)
>> model.matrix(reg)
>     trend Q1 Q2 Q3 Q4
> 1  -10.00  1  0  0  0
> 2   -9.75  0  1  0  0
> 3   -9.50  0  0  1  0
> 4   -9.25  0  0  0  1
> 5   -9.00  1  0  0  0
> ...
>
> now, I'm supposed to add an intercept to the regression model.  I've 
> hit a
> bit of a problem.
>
>>reg=lm(log(jj)~trend+Q,na.action=NULL)
>>  model.matrix(reg)
>    (Intercept)  trend Q2 Q3 Q4
> 1            1 -10.00  0  0  0
> 2            1  -9.75  1  0  0
> 3            1  -9.50  0  1  0
> 4            1  -9.25  0  0  1
> 5            1  -9.00  0  0  0
>
> Can you help me get Q1 back?  thanks.
>
> --
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> 
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>
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