Tomas Goicoa wrote: > Dear R users, > > I am trying to fit the following ANCOVA model in R2.4.0 > > Y_ij=mu+alpha_i+beta*(X_ij-X..)+epsilon_ij > > Particularly I am interested in obtaining estimates for mu, and the effects > alpha_i > > > I have this data (from the book Applied Linear Statistical Models by Neter > et al (1996), page 1020) > > > y<-c(38,43,24,39,38,32,36,38,31,45,27,21,33,34,28) > x<-c(21,34,23,26,26,29,22,29,30,28,18,16,19,25,29) > xmean<-x-mean(x) > grupo<-factor(rep(c(1,2,3),5)) > datos<-data.frame(y,xmean,grupo) > > and I have done the following > > modelo<-lm(y~xmean+grupo,data=datos) > > summary(modelo) > > Call: > lm(formula = y ~ xmean + grupo, data = datos) > > Residuals: > Min 1Q Median 3Q Max > -2.4348 -1.2739 -0.3363 1.6710 2.4869 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 39.8174 0.8576 46.432 5.66e-14 *** > xmean 0.8986 0.1026 8.759 2.73e-06 *** > grupo2 -5.0754 1.2290 -4.130 0.00167 ** > grupo3 -12.9768 1.2056 -10.764 3.53e-07 *** > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > Residual standard error: 1.873 on 11 degrees of freedom > Multiple R-Squared: 0.9403, Adjusted R-squared: 0.9241 > F-statistic: 57.78 on 3 and 11 DF, p-value: 5.082e-07 > > > In the book, the estimates are > > From this book, > > mu=33.8 > alpha_1=6.017 > alpha_2=0.942 > beta=0.899 > > Is it possible to obtain this estimates and their standard errors from the > model I fitted?
Yes, just change the default contrast for the grupo factor: y<-c(38,43,24,39,38,32,36,38,31,45,27,21,33,34,28) x<-c(21,34,23,26,26,29,22,29,30,28,18,16,19,25,29) xmean<-x-mean(x) grupo<-factor(rep(c(1,2,3),5)) datos<-data.frame(y,xmean,grupo) contrasts(datos$grupo) <- contr.sum(3) modelo<-lm(y~xmean+grupo,data=datos) summary(modelo) Call: lm(formula = y ~ xmean + grupo, data = datos) Residuals: Min 1Q Median 3Q Max -2.4348 -1.2739 -0.3363 1.6710 2.4869 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 33.8000 0.4835 69.908 6.37e-16 *** xmean 0.8986 0.1026 8.759 2.73e-06 *** grupo1 6.0174 0.7083 8.496 3.67e-06 *** grupo2 0.9420 0.6987 1.348 0.205 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.873 on 11 degrees of freedom Multiple R-Squared: 0.9403, Adjusted R-squared: 0.9241 F-statistic: 57.78 on 3 and 11 DF, p-value: 5.082e-07 > Thanks in advance > > Tomas Goicoa > > [[alternative HTML version deleted]] > > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. > -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.