Dear Peng Yu, Perhaps you're referring to my text, Applied Linear Regression Analysis and Generalized Linear Models, since I seem to recall that you sent me a number of questions about it. See Section 9.1.2 on linear contrasts for the answer to your question.
I hope this helps, John -------------------------------- John Fox Senator William McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Peng Yu > Sent: November-08-09 4:52 PM > To: r-h...@stat.math.ethz.ch > Subject: Re: [R] reference on contr.helmert and typo on its help page. > > On Sun, Nov 8, 2009 at 11:28 AM, Peter Dalgaard > <p.dalga...@biostat.ku.dk> wrote: > > 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. > > I realized that my questions are what a contrast matrix is and how it > is related to hypothesis testing. For a give hypothesis, how to get > the corresponding contrast matrix in a systematical way? There are > some online materials, but they are all diffused. I have also read the > book Applied Linear Regression Models, which doesn't give a complete > descriptions on all the aspects of contrast and contrast matrix. But I > would want a textbook that gives a complete description, so that I > don't have to look around for other materials. > > ______________________________________________ > 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. ______________________________________________ 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.
