[R] Helmert contrasts and weighted means

[peter dalgaard]

> On 10 Nov 2016, at 16:30 , erlis ruli <erlis.ruli at gmail.com> wrote:
> 
> Here comes the questions. Is it possible to modify Helmert contrasts in order to use weighted means instead of means of means? 

I think not. Not in general. I suppose you can set up a contrast matrix that would make the intercept equal to the overall mean, but the definition would depend on the group sizes. Contrast matrices are by design something that specifies a mapping FROM parameter space TO observation space and shouldn't depend on which observations you have or don't have. 

Put differently, you would have to modify the entire design matrix if you removed a few rows.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com