From: Hong Ooi <Hong.Ooi_at_iag.com.au>

Date: Wed 07 Dec 2005 - 12:09:04 EST

Date: Wed 07 Dec 2005 - 12:09:04 EST

Interestingly, for the project I'm working on I actually do call model.matrix directly. The project is profit optimization for insurance, where you try to maximize returns as a function of your premium formula. The premium formula itself is essentially the output from a regression model, so the parameters are coefficients for various rating factors. To do the optimization, I create the model matrix of dummy variables corresponding to the individual parameters, and use that in the objective function.

Of course, this really amounts to writing my own modelling function, so I'm not sure if it counts as "straightforward".

PS. Have my messages suddenly had word wrap turned off? Just noticed this in my recent posts to the list.

-- Hong Ooi Senior Research Analyst, IAG Limited 388 George St, Sydney NSW 2000 +61 (2) 9292 1566 -----Original Message----- From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Berton Gunter Sent: Wednesday, 7 December 2005 8:27 AM To: 'Liaw, Andy'; 'Charles H. Franklin'; r-help@stat.math.ethz.ch Subject: Re: [R] Matrix of dummy variables from a factor But note: There are (almost?) no situations in R where the dummy variables coding is needed. The coding is (almost?) always handled properly by the modeling functions themselves. Question: Can someone provide a "straightforward" example where the dummy variable coding **is** explicitly needed? -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. BoxReceived on Wed Dec 07 12:25:56 2005

> -----Original Message-----

> From: r-help-bounces@stat.math.ethz.ch> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Liaw, Andy> Sent: Tuesday, December 06, 2005 12:30 PM> To: 'Charles H. Franklin'; r-help@stat.math.ethz.ch> Subject: Re: [R] Matrix of dummy variables from a factor>> See ?model.matrix.>> HTH,> Andy>> From: Charles H. Franklin> >> > What is a simple way to convert a factor into a matrix of> > dummy variables?> >> > fm<-lm(y~f)> >> > where f is a factor takes care of this in the estimation.> I'd like to> > save the result of expanding f into a matrix for later use.> >> > Thanks.> >> > Charles> >> > --> >

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