I think you should explain (to yourself primarily) what it means to
have a non-significant intercept. If you can justify on a theoretic
basis the exclusion of an intercept, then you may get more assistance.
However, if you are just naively questing after some mythical concept
of "significance", people may be less motivated to solve what most
would consider to be an "insignificant" question.
--
DW
On Jun 22, 2009, at 11:38 PM, Chris Friedl wrote:
I posted this question way down at teh end of another thread realted
to an
error in step, but that was stupid since it really is another matter
altogether. I should have posted it separately, as I have now done.
The code below creates a data.frame comprising three marginally noisy
surfaces. The code below (including a fix courtesy of David
Winsemius that
avoids a step function error through use of the "by" function) returns
significant coefficients for regressions based on factor grp. In the
case of
grp A the intercept is not significantly different from zero.
However I
can't get step to consider dropping the intercept term. In the
attached code
the returned function for grp A is y ~ x1+x2. However I think it
should
return y ~ -1 + x1 +x2 (or I guess y ~ 0 + x1 + x2). If I include -1
in the
model designation then no intercept is returned for grps B and C. Am
I not
using step properly? Or perhaps there is an alternative methodology
I could
use. Any help appreciated.
# y = x1 + x2 for grp A
# y = 2 + 2x1 + 4x2 for grp B
# y = 3 + 2x1 + 4x2 + 6x1x2 for grp C
ind <- matrix(runif(200), ncol=2, dimnames=list(c(), c("x1","x2")))
d1 <- data.frame(ind, y=ind[,"x1"]+ind[,"x2"]+rnorm(100,0,0.05),
grp=rep("A",100))
d2 <- data.frame(ind,
y=2+2*ind[,"x1"]+4*ind[,"x2"]+rnorm(100,0,0.05),grp=rep("B", 100))
d3 <- data.frame(ind,
y=3+2*ind[,"x1"]+4*ind[,"x2"]+6*ind[,"x1"]*ind[,"x2"]
+rnorm(100,0,0.05),grp=rep("C",100))
data2 <- rbind(d1,d2,d3)
# Fit each surface by grp
model <- y ~ x1*x2
by(data2, data2$grp, function(x) {step(lm(model, data=x))})
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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