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Interestingly, for the project I'm working on I actually do call
model.matrix directly. The project is profit optimization for insurance,
where you try to maximize returns as a function of your premium formula.
The premium formula itself is essentially the output from a regression
model, so the parameters are coefficients for various rating factors. To
do the optimization, I create the model matrix of dummy variables
corresponding to the individual parameters, and use that in the
objective function.

Of course, this really amounts to writing my own modelling function, so
I'm not sure if it counts as "straightforward".

PS. Have my messages suddenly had word wrap turned off? Just noticed
this in my recent posts to the list.

-- 
Hong Ooi
Senior Research Analyst, IAG Limited
388 George St, Sydney NSW 2000
+61 (2) 9292 1566

-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Berton Gunter
Sent: Wednesday, 7 December 2005 8:27 AM
To: 'Liaw, Andy'; 'Charles H. Franklin'; r-help@stat.math.ethz.ch
Subject: Re: [R] Matrix of dummy variables from a factor

But note: There are (almost?) no situations in R where the dummy
variables
coding is needed. The coding is (almost?) always handled properly by the
modeling functions themselves.

Question: Can someone provide a "straightforward" example where the
dummy
variable coding **is** explicitly needed?

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: [EMAIL PROTECTED] 
> [mailto:[EMAIL PROTECTED] On Behalf Of Liaw, Andy
> Sent: Tuesday, December 06, 2005 12:30 PM
> To: 'Charles H. Franklin'; r-help@stat.math.ethz.ch
> Subject: Re: [R] Matrix of dummy variables from a factor
> 
> See ?model.matrix.
> 
> HTH,
> Andy
> 
> From: Charles H. Franklin
> > 
> > What is a simple way to convert a factor into a matrix of 
> > dummy variables?
> > 
> > fm<-lm(y~f)
> > 
> > where f is a factor takes care of this in the estimation. 
> I'd like to 
> > save the result of expanding f into a matrix for later use.
> > 
> > Thanks.
> > 
> > Charles
> > 
> > -- 
> > 


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