[R] Model formula for ols function (rms package)

Mark Seeto markseeto at gmail.com
Wed Apr 13 01:16:11 CEST 2011


Thank you for your reply, Frank. %ia% drops the product x1'*x2', but
keeps x1*x2' and x1'*x2. Is there a way to drop all three of these and
include only x1*x2? Or is this not a sensible thing to want to do?

Thanks,
Mark


Frank E Harrell Jr <f.harrell at vanderbilt.edu> wrote:
For the first example you want the restricted interaction operator: y
~ rcs(x1, 3) + rcs(x2, 3) + rcs(x1, 3) %ia% rcs(x2, 3).

For the second example use pol(x,2) or something like pol(x1,2) +
pol(x2,2) + pol(x1, 2) %ia% pol(x2, 2)

If you have to create new variables for R formulas you're usually
doing something wrong.
Frank

Mark Seeto wrote:
Dear R help,

I'm having some trouble with model formulas for the ols function in
the rms package. I want to have two variables represented as
restricted cubic splines, and also include an interaction as a product
of linear terms, but I get an error message.

library(rms)
d <- data.frame(x1 = rnorm(50), x2 = rnorm(50), y = rnorm(50))

ols(y ~ rcs(x1,3) + rcs(x2,3) + x1*x2, data=d)
Error in if (!length(fname) || !any(fname == zname)) { :
  missing value where TRUE/FALSE needed

ols(y ~ rcs(x1,3) + rcs(x2,3) + I(x1*x2), data=d)
Error in if (!length(fname) || !any(fname == zname)) { :
  missing value where TRUE/FALSE needed

I get the same error if I try to fit a model with a quadratic term:

ols(y ~ x1 + I(x1^2), data=d)
Error in if (!length(fname) || !any(fname == zname)) { :
  missing value where TRUE/FALSE needed

ols(y ~ I(x1^2), data=d)  # No error message, but lacks linear term

Is there a way to do these things without first creating new variables
in the data frame?

Thanks,

Mark Seeto
National Acoustic Laboratories

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