"David Barron" <[EMAIL PROTECTED]> writes: > Is this what you want? > > lm(y ~ fd + fd:y)
Thanks for you fast reply. But it's not what I wanted. To make it clearer I have to correct the first part of what I wrote: > On 29/11/06, Andreas Goesele <[EMAIL PROTECTED]> wrote: >> I would like to estimate something like y = a + b*d2*y + c*d3*y >> where the dummies are created from some vector d with three >> (actually many more) levels using factor(). But either there is >> included the variable y or d1*y. How could I get rid of these? This should have been something like: x = a + b1*d2 + b2*d3 + c1*d2*y + c1*d3*y When I change your suggestion to lm(x ~ fd + fd:y) I get the same as for lm(x ~ fd*y - y), namely: Coefficients: (Intercept) fd2 fd3 fd1:y fd2:y fd3:y 2.4231 9.5769 6.1822 -0.1154 -1.0000 -0.4474 What I want is: Coefficients: (Intercept) fd2 fd3 fd2:y fd3:y Thanks a lot again! Andreas Goesele -- Andreas Gösele Omnis enim res, quae dando non deficit, Inst. f. Gesellschaftspolitik dum habetur et non datur, Kaulbachstr. 31a, 80539 München nondum habetur, quomodo habenda est. E-mail: [EMAIL PROTECTED] (Augustinus) ______________________________________________ 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.