[R] Full or non constrained/reparametrized model.matrix

[Gabor Grothendieck]

On 5/9/06, Gregor Gorjanc <gregor.gorjanc at gmail.com> wrote:
> Hello!
>
> Thank you very much for the response. Please read within the lines
>
> Gabor Grothendieck wrote:
> > On 5/9/06, Gregor Gorjanc <gregor.gorjanc at gmail.com> wrote:
> >
> >> Hello!
> >>
> >> I have parameter estimates for a generalized linear model and would like
> >> to produce fitted values i.e. fitted(). This can be easily done in R,
> >> but my problem lies in fact that I have a vector of parameters from some
> >> other software, that is is not constrained i.e. I have the following
> >> estimates for model with one factor with 4 levels
> >>
> >> beta = c(intercept group1 group2 group3 group4)
> >>
> >> where group1:4 are estimated deviations from intercept i.e. sum to zero
> >> contraint, but all parameter estimates are there! How can I create a
> >> model matrix that will not contain any constraints since I would like to
> >> compute
> >>
> >> model.matrix("some_formula") %*% beta
> >>
> >> I.e. I would like to have model.matrix of the form
> >>
> >> 1 1 0 0 0
> >> 1 0 1 0 0
> >> 1 0 0 1 0
> >> 1 0 0 0 1
> >>
> >> and not of the following form with contr.treatment or any other
> >> contraints
> >>
> >> 1 0 0 0
> >> 1 1 0 0
> >> 1 0 1 0
> >> 1 0 0 1
> >>
> >> I could remove group4 from beta and use sum to zero contraint for
> >> contrast in fomula, but I would like to overcome this, as my model can
> >> be richer in number or parameters. The following example, will show what
> >> I would like to do:
> >>
> >> ## --- Setup ---
> >>
> >> groupN <- 4
> >> NPerGroup <- 5
> >> min <- 1
> >> max <- 5
> >> g <- runif(n = groupN, min = min, max = max)
> >>
> >> ## --- Simulate ---
> >>
> >> group <- factor(rep(paste("G", 1:groupN, sep = ""), each = NPerGroup))
> >> y <- vector(mode = "numeric", length = groupN * NPerGroup)
> >> j <- 1
> >> for (i in 1:groupN) {
> >>  y[j:(i * NPerGroup)] <- rpois(n = NPerGroup, lambda = g[i])
> >>  j <- (i * NPerGroup) + 1
> >> }
> >>
> >> ## --- GLM ---
> >>
> >> contrasts(group) <- contr.sum(groupN)
> >> fit <- glm(y ~ group, family = "poisson")
> >> coef(fit)
> >>
> >> ## Now this goes nicely
> >> model.matrix(y ~ group) %*% coef(fit)
> >>
> >> ## But pretend I have the following vector of estimated parameters
> >> beta <- c(coef(fit), 0 - sum(coef(fit)[-1]))
> >> names(beta) <- c(names(beta)[1:4], "group4")
> >>
> >> ## I can not apply this as model matrix does not conform to beta
> >> model.matrix(y ~ group) %*% beta
> >
> >
> > Try this:
> >
> > model.matrix(y ~ group-1) %*% beta[-1] + beta[1]
>
> This is a nice hack here, but does not work in general. Say I have
> another factor
>
> sex <- factor(rep(paste("S", 1:2, sep = ""), times=10))
>
> model.matrix(y ~ group + sex - 1)
>
> produces a matrix of 5 columns and not 6 as I want to.

Try this:

cbind(1, model.matrix(~group-1), model.matrix(~sex-1))



>
> >>
> >> ## Is there any general way of constructing full design/model matrix
> >> ## without any constraints/reparametrizations?
> >>
> >> Thanks!
> >>
> >> --
> >> Lep pozdrav / With regards,
> >>    Gregor Gorjanc
> >>
> >> ----------------------------------------------------------------------
> >> University of Ljubljana     PhD student
> >> Biotechnical Faculty
> >> Zootechnical Department     URI: http://www.bfro.uni-lj.si/MR/ggorjan
> >> Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si
> >>
> >> SI-1230 Domzale             tel: +386 (0)1 72 17 861
> >> Slovenia, Europe            fax: +386 (0)1 72 17 888
> >>
> >> ----------------------------------------------------------------------
> >> "One must learn by doing the thing; for though you think you know it,
> >>  you have no certainty until you try." Sophocles ~ 450 B.C.
> >>
> >> ______________________________________________
> >> R-help at 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
> >>
>
>
> --
> Lep pozdrav / With regards,
>    Gregor Gorjanc
>
> ----------------------------------------------------------------------
> University of Ljubljana     PhD student
> Biotechnical Faculty
> Zootechnical Department     URI: http://www.bfro.uni-lj.si/MR/ggorjan
> Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si
>
> SI-1230 Domzale             tel: +386 (0)1 72 17 861
> Slovenia, Europe            fax: +386 (0)1 72 17 888
>
> ----------------------------------------------------------------------
> "One must learn by doing the thing; for though you think you know it,
>  you have no certainty until you try." Sophocles ~ 450 B.C.
> ----------------------------------------------------------------------
>