It was easier than I thought. To your example, just add one line:
> alias(f) Model : y ~ z1 + z2 + z3 Complete : (Intercept) z1B z1C z3 z2Bb 1 z2Cc 1 spencer graves Young Cho wrote: > Hi, > > I was wondering if there is a way, or function in R to > find confounders. For istance, > > >>a = sample( c(1:3), size=10,replace=T) >>X1 = factor( c('A','B','C')[a] ) >>X2 = factor( c('Aa','Bb','Cc')[a] ) >>Xmat = data.frame(X1,X2,rnorm(10),rnorm(10)) >>dimnames(Xmat)[[2]] = c('z1','z2','z3','y') > > > Now, z2 is just an alias of z1. There can be a > collinearity like one is a linear combination of > others. If you run lm on it: > > >>f = lm(y~.,data=Xmat) >>summary(f) > > > Call: > lm(formula = y ~ ., data = Xmat) > > Residuals: > Min 1Q Median 3Q Max > -1.2853 -0.3708 -0.1224 0.4617 1.2821 > > Coefficients: (2 not defined because of singularities) > Estimate Std. Error t value Pr(>|t|) > (Intercept) 0.82141 0.44583 1.842 0.1150 > z1B -1.34167 0.65176 -2.059 0.0852 . > z1C 0.80891 1.07639 0.751 0.4808 > z2Bb NA NA NA NA > z2Cc NA NA NA NA > z3 0.04231 0.23397 0.181 0.8625 > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' > 0.1 ' ' 1 > > Residual standard error: 0.971 on 6 degrees of freedom > Multiple R-Squared: 0.5086, Adjusted R-squared: > 0.2629 > F-statistic: 2.07 on 3 and 6 DF, p-value: 0.2057 > > In this case, I can look at data and figure out which > variable is confounded with which. But, if we have > many categorial covariates ( not necessarily same > number of levels ), it is almost impossible to check > it out. > > Any help would be greatly appreicated. Thanks. > > Young. > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA [EMAIL PROTECTED] www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html