Thank you so much for your answer ! As far as I understand, glmnet doesn't accept categorical variables only binary factors - so I had to create dummy variables for all categorical variables. It worked perfectly. Erel
Erel Joffe MD MSc School of Biomedical Informatics University of Texas - Health Science Center in Houston 832.287.0829 (c) -----Original Message----- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Friday, September 13, 2013 3:05 PM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ? On Sep 13, 2013, at 4:15 AM, E Joffe wrote: > Hello, > > > > I have a problem with creating an identity matrix for glmnet by using > the contrasts function. Why do you want to do this? > I have a factor with 4 levels. > > When I create dummy variables I think there should be n-1 variables > (in this case 3) - so that the contrasts would be against the baseline > level. > > This is also what is written in the help file for 'contrasts'. > > The problem is that the function creates a matrix with n variables > (i.e. the same as the number of levels) and not n-1 (where I would > have a baseline level for comparison). Only if you specify contrasts=FALSE does it do so and this is documented in that help file. > > > > My questions are: > > 1. How can I create a matrix with n-1 dummy vars ? See below. > was I supposed to > define explicitly that I want contr.treatment (contrasts) ? No need to do so. > > 2. If it is not possible, how should I interpret the hazard > ratios in > the Cox regression I am generating (I use glmnet for variable > selection and > then generate a Cox regression) - That is, if I get an HR of 3 for > the > variable 300mg what does it mean ? the hazard is 3 times higher of > what ? > Relative hazards are generally referenced to the "baseline hazard", i.e. the hazard for a group with the omitted level for treatment constrasts and the mean value for any numeric predictors. > Here is some code to reproduce the issue: > > # Create a 4 level example factor > > trt <- factor( sample( c("PLACEBO", "300 MG", "600 MG", "1200 MG"), > > 100, replace=TRUE ) ) # If your intent is to use constrasts different than the defaults used by # regression functions, these factor contrasts need to be assigned, either # within the construction of the factor or after the fact. > contrasts(trt) 300 MG 600 MG PLACEBO 1200 MG 0 0 0 300 MG 1 0 0 600 MG 0 1 0 PLACEBO 0 0 1 # the default value for the contrasts parameter is TRUE and the default type is treatement # That did not cause any change to the 'trt'-object: trt #To make a change you need to use the `contrasts<-` function: contrasts (trt) <- contrasts(trt) trt > > # Use contrasts to get the identity matrix of dummy variables to be > used in > glmnet > > trt2 <- contrasts (trt,contrasts=FALSE) > > Results (as you can see all levels are represented in the identity > matrix): > >> levels (trt) > [1] "1200 MG" "300 MG" "600 MG" "PLACEBO" > > >> print (trt2) > > 1200 MG 300 MG 600 MG PLACEBO > > 1200 MG 1 0 0 0 > > 300 MG 0 1 0 0 > > 600 MG 0 0 1 0 > > PLACEBO 0 0 0 1 > > > > [[alternative HTML version deleted]] Rhelp is a plain text mailing list. -- David Winsemius, MD Alameda, CA, USA ______________________________________________ R-help@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.