[R] Constrain coefs. in linear model to sum to 0

[Peter Dalgaard]

"Gorjanc Gregor" <Gregor.Gorjanc at bfro.uni-lj.si> writes:

> Hello!
> 
> I would like to use constrain to sum coeficients of a factor to 0 instead
> of classical corner contraint i.e. I would like to fit a model like
> 
> lm(y ~ 1 + effectA + effectB)
> 
> and say get parameters
> 
> intercept
> effectA_1
> effectA_2
> effectB_1
> effectB_2
> effectB_3
> 
> where effectA_1 represents deviation of level A_1 from intercept and 
> sum(effectA_1, effectA_2) = 0 and the same for factor B.
> 
> Is this possible to do?

This is what contr.sum does. There are multiple ways to set this
instead of the default contr.treatment:

(a) options(contrast=....) 

(b) contrasts(effectA) <-  contr.sum 

(c) lm(y~C(effectA,contr.sum)+.....)

Notice though that you only get parameters for a linearly independent
subset of groups (i.e. the first n-1 of them). The last one is defined
as -sum(the other levels).

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907