Dear Alexander,

If I understand you correctly, you have a sample of 200 observations. Even if you had only two factors with 40 levels each, the main effects and interactions of these factors would require about 1600 degrees of freedom -- that is, more than the number of observations. This doesn't make a whole lot of sense.

I hope that this helps,
 John

At 05:03 PM 10/16/2003 -0700, Alexander Sirotkin \[at Yahoo\] wrote:

--- Deepayan Sarkar <[EMAIL PROTECTED]> wrote:
> On Thursday 16 October 2003 17:59, Alexander
> Sirotkin \[at Yahoo\] wrote:
> > Thanks for all the help on my previous questions.
> >
> > One more (hopefully last one) : I've been very
> > surprised when I tried to fit a model (using
> aov())
> > for a sample of size 200 and 10 variables and
> their
> > interactions.
>
> That doesn't really say much. How many of these
> variables are factors ? How
> many levels do they have ? And what is the order of
> the interaction ? (Note
> that for 10 numeric variables, if you allow all
> interactions, then there will
> be a 100 terms in your model. This increases for
> factors.)
>
> In other words, how big is your model matrix ? (See
> ?model.matrix)
>
> Deepayan
>


I see...


Unfortunately, model.matrix() ran out of memory :)
I have 10 variables, 6 of which are factor, 2 of which

have quite a lot of levels (about 40). And I would
like
to allow all interactions.

I understand your point about categorical variables,
but
still - this does not seem like too much data to me.


I remmeber fitting all kinds of models (mostly decision trees) for much, much larger data sets.

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----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: [EMAIL PROTECTED] phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox

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