From: Sundar Dorai-Raj <sundar.dorai-raj_at_pdf.com>

Date: Fri 01 Jul 2005 - 00:54:51 EST

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 Received on Fri Jul 01 01:00:36 2005

Date: Fri 01 Jul 2005 - 00:54:51 EST

Ghislain Vieilledent wrote:

> Dear advanced statisticians,

*>
**> *******Objectif********
**>
**> I try to set up linear models with mean as intercept:
**> Answer: y
**> Variable: x, as factor of two modalities: x(1), x(2).
**>
**> I would like to have a model as:
**> y = mean(y)+A(i)+residuals,
**> with i in (1,2) and A(1) coefficient for x(1) and A(2) coefficient for x(2).
**>
**> *******Trials in R*******
**>
**> ## Firstly:
**>
**> I write in R:
**> >Model<-lm(y~x,Data)
**> >summary(Model)
**> ...
**> I've got the coefficients for:
**> - the intercept (x(1) as been choosen) that we can call B(1)
**> - the second modality: x(2) that we can call B(2)
**>
**> If I have well understood we have for the model and predictions:
**> if x(1): y=B(1)
**> if x(2): y=B(1)+B(2)
**> which is quite different as y=mean(y)+A(i)
**>
**> ## Secondly
**> I tried to skip the intercept
**> >Model2<-lm(y~0+x,Data)
**> >summary(Model2)
**> ...
**> I've got the coefficients for:
**> - the first modality: x(1) that we can call C(1)
**> - the second modality: x(2) that we can call C(2)
**>
**> And the model and predictions, if I'm right, are:
**> if x(1): y=C(1)
**> if x(2): y=C(2)
**>
**> ******* Questions ***********
**> How can I obtain a predictive model y=mean(y)+A(i) ?
**> Is it possible to settle mean(y) as intercept?
**>
**> Thanks for your help.
**>
**> Ghislain V., retarded statistician.
*

You have to set the contrasts differently:

set.seed(1)

y <- rnorm(10)

x <- factor(rep(letters[1:5], each = 2))
fit <- lm(y ~ x, contrasts = list(x = "contr.sum"))
all.equal(mean(y), coef(fit)[1])

**#[1] TRUE
**
"contr.helmert" will work too. The default "contr.treatment" does not
have columns that sum to zero. Be forewarned: the coefficients need to
be interpretted differently.

**HTH,
**
--sundar

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 Received on Fri Jul 01 01:00:36 2005

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