Gabor Grothendieck wrote:
On Sun, Nov 8, 2009 at 11:59 AM, Peng Yu <pengyu...@gmail.com> wrote:
On Sun, Nov 8, 2009 at 10:11 AM, Duncan Murdoch <murd...@stats.uwo.ca> wrote:
On 08/11/2009 11:03 AM, Peng Yu wrote:
I'm wondering which textbook discussed the various contrast matrices
mentioned in the help page of 'contr.helmert'. Could somebody let me
know?
Doesn't the reference on that page discuss them?
It does explain what the functions are. But I need a more basic and
complete reference. For example, I want to understand what 'Helmert
parametrization' (on page 33 of 'Statistical Models in S') is.


Just google for: Helmert contrasts

Or,

> contr.helmert(5)
  [,1] [,2] [,3] [,4]
1   -1   -1   -1   -1
2    1   -1   -1   -1
3    0    2   -1   -1
4    0    0    3   -1
5    0    0    0    4

> MASS::fractions(MASS::ginv(contr.helmert(5)))
     [,1]  [,2]  [,3]  [,4]  [,5]
[1,]  -1/2   1/2     0     0     0
[2,]  -1/6  -1/6   1/3     0     0
[3,] -1/12 -1/12 -1/12   1/4     0
[4,] -1/20 -1/20 -1/20 -1/20   1/5

and apply brains.

I.e., except for a slightly odd multiplier, the parameters represent the difference between each level and the average of the preceding levels.

--
   O__  ---- Peter Dalgaard             Ă˜ster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalga...@biostat.ku.dk)              FAX: (+45) 35327907

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