Re: [R] lm() and interactions in model formula for x passed as matrix
On Dec 5, 2010, at 3:19 PM, William Simpson wrote: Suppose I have x variables x1, x2, x3 (however in general I don't know how many x variables there are). I can do X-cbind(x1,x2,x3) lm(y ~ X) This fits the no-interaction model with b0, b1, b2, b3. How can I get lm() to fit the model that includes interactions when I pass X to lm()? For my example, lm(y~x1*x2*x3) I am looking for something along the lines of lm(y~X ...) where ... is some extra stuff I need to fill in. The formula syntax in R allows you to specify interactions with the ^ operator but some testing makes me think you cannot use either y ~ .^3 or y ~ X^3 with matrix data arguments, here assuming you only want interaction up to third order. Assuming you know how to use do.call(cbind, varlist) perhaps: form = as.formula( paste(y ~ (, paste(colnames(X), collapse=+), )^3, sep=) ) lm(form) --- output-- Call: lm(formula = form) Coefficients: (Intercept) x1 x2 x3x1:x2 x1:x3 -0.383296-0.333429 0.003976 0.332982-0.001130 0.100698 x2:x3 x1:x2:x3 0.366745 0.122111 -- David Winsemius, MD West Hartford, CT __ R-help@r-project.org 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.
Re: [R] lm() and interactions in model formula for x passed as matrix
Hi Bill, If you can put all (and only) your variables into a dataframe, (for example: X - data.frame(y, x1, x2, x3) ) then another alternative to David's solution would be: lm(y ~ .^3, data = X) '.' will expand to every column except y, and then the ^3 will get you up to 3-way interactions. Cheers, Josh On Sun, Dec 5, 2010 at 12:19 PM, William Simpson william.a.simp...@gmail.com wrote: Suppose I have x variables x1, x2, x3 (however in general I don't know how many x variables there are). I can do X-cbind(x1,x2,x3) lm(y ~ X) This fits the no-interaction model with b0, b1, b2, b3. How can I get lm() to fit the model that includes interactions when I pass X to lm()? For my example, lm(y~x1*x2*x3) I am looking for something along the lines of lm(y~X ...) where ... is some extra stuff I need to fill in. Thanks for any help. Bill __ R-help@r-project.org 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. -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ __ R-help@r-project.org 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.
Re: [R] lm() and interactions in model formula for x passed as matrix
Thanks for the replies. I was just thinking that, for a two variable example, doing X-cbind(x1,x2,x1*x2) lm(y~X) would work. So maybe that's what I'll do. This also allows me to pick and choose which interactions to include. Cheers Bill On Sun, Dec 5, 2010 at 8:19 PM, William Simpson william.a.simp...@gmail.com wrote: Suppose I have x variables x1, x2, x3 (however in general I don't know how many x variables there are). I can do X-cbind(x1,x2,x3) lm(y ~ X) This fits the no-interaction model with b0, b1, b2, b3. How can I get lm() to fit the model that includes interactions when I pass X to lm()? For my example, lm(y~x1*x2*x3) I am looking for something along the lines of lm(y~X ...) where ... is some extra stuff I need to fill in. Thanks for any help. Bill __ R-help@r-project.org 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.
