From: Christos Hatzis <christos_at_silicoinsights.com>

Date: Tue 18 Apr 2006 - 02:08:00 EST

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 18 02:11:28 2006

Date: Tue 18 Apr 2006 - 02:08:00 EST

Yes, I think these two are equivalent. You ran into problems with V3:V3
because in R the form X:X is considered the same as X (see the MASS4 book
for additional info, if you have it handy).

In any case, you can check the models yourself by checking the corresponding model matrices:

model.matrix(y~1+v2:v3)

model.matrix(y~1+I(v2*v3)

This will show you how the formula is interpreted to built the model matrix for the linear model.

-Christos

From: Luke [mailto:jyzz88@gmail.com]

Sent: Monday, April 17, 2006 11:46 AM

To: christos@silicoinsights.com

Cc: R-help@stat.math.ethz.ch

Subject: Re: [R] interaction terms in formula of lm or glm

Thanks, Christos. Another relevant question:

If I want to include the interaction term consisting of V2 and V3 (they are numeric vectors), should I use:

y ~ 1 + V2:V3 or y ~ 1 + I(V2*V3)

or both are good?

-Luke

On 4/17/06, Christos Hatzis <christos@silicoinsights.com> wrote:

If you want the quadratic term, you need to pass it as an argument in function I():

This is documented in ?formula

> my.formula

y ~ 1 + V1 + V3 + V3:V3

y V1 V2 V3

1 31 1 42 140

2 32 0 43 120

3 33 0 57 150

4 34 0 55 132

> foo <- lm(my.formula, data = my.data)

> foo$coefficients

(Intercept) V1 V3

29.47368421 -2.15789474 0.02631579

Why do the foo coefficients not include V3:V3 ?

I thought that the variable "V3:V3" has the values of squares of V3
elements, that is,

V3:V3

140*140

120*120

....

Am I wrong?

If I specify a fouth varaible "V4" with square values of V3, and the formula is y ~ 1 + V1 + V3 + V4, it seems that the foo will give me different in and

out-sample predictions.

-Luke

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 18 02:11:28 2006

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