[R] Linear model - coefficients

[Robert Ruser]

Hi,
but I want to get the coefficients for every variables from x1 to x5.
(x1 was an example)

Robert

2011/6/12 Jorge Ivan Velez <jorgeivanvelez at gmail.com>:
> Hi Robert,
>
> Try this:
> reg2 <- lm( Y ~ factor(x1) + factor(x2) + factor(x3) + factor(x4) +
> factor(x5) - 1, data = X  )
> cof(ref2)
> HTH,
> Jorge
>
> On Sun, Jun 12, 2011 at 4:40 PM, Robert Ruser <> wrote:
>>
>> Prof. Ripley, thank you very much for the answer but wanted to get
>> something else. There is an example and an explanation:
>>
>> options(contrasts=c("contr.sum","contr.poly")) # contr.sum uses ‘sum
>> to zero contrasts’
>> Y <- c(6,3,5,2,3,1,1,6,6,6,7,4,1,6,6,6,6,1)
>> X <- structure(list(x1 = c(2L, 3L, 1L, 3L, 3L, 2L, 1L, 1L, 3L, 2L,
>> 3L, 2L, 1L, 1L, 2L, 1L, 2L, 3L), x2 = c(3L, 3L, 2L, 3L, 1L, 3L,
>> 2L, 3L, 2L, 1L, 2L, 2L, 3L, 1L, 2L, 1L, 1L, 1L), x3 = c(1L, 1L,
>> 1L, 1L, 1L, 2L, 1L, 1L, 2L, 1L, 2L, 1L, 2L, 1L, 1L, 2L, 2L, 1L
>> ), x4 = c(1L, 1L, 2L, 2L, 1L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
>> 1L, 2L, 2L, 1L, 2L), x5 = c(1L, 1L, 2L, 2L, 3L, 3L, 3L, 2L, 2L,
>> 2L, 1L, 3L, 3L, 1L, 1L, 1L, 2L, 3L)), .Names = c("x1", "x2",
>> "x3", "x4", "x5"), row.names = c(NA, 18L), class = "data.frame")
>>
>> reg <- lm( Y ~ factor(X$x1) + factor(X$x2) + factor(X$x3) +
>> factor(X$x4) + factor(X$x5)   )
>> coef(reg)
>>
>> and e.g. I get two coefficients for variable x1 (3-levels variable)
>> but I would like to get the third. Of course I can calculate a3=
>> -(a1+a2) where a1 and a2 are coefficients of the variable x1.
>>
>> I hope that I manage to explain my problem.
>>
>> Robert
>>
>> 2011/6/12 Prof Brian Ripley <>:
>> > ?dummy.coef
>> >
>> > (NB: 'R' does as you tell it, and if you ask for the default contrasts
>> > you
>> > get coefficients a2 and a3, not a1 and a2.  So perhaps you did something
>> > else and failed to tell us?  And see the comment in ?dummy.coef about
>> > treatment contrasts.)
>> >
>> >
>> > On Sun, 12 Jun 2011, Robert Ruser wrote:
>> >
>> >> Dear R Users,
>> >> Using lm() function with categorical variable R use contrasts. Let
>> >> assume that I have one X independent variable with 3-levels. Because R
>> >> estimate only 2 parameters ( e.g. a1, a2)  the coef function returns
>> >> only 2 estimators. Is there any function or trick to get another a3
>> >> values. I know that using contrast sum (?contr.sum) I could compute a3
>> >> = -(a1+a2). But I have many independent categorical variables and I'm
>> >> looking for a fast solution.
>> >>
>> >> Robert
>> >>
>> >> ______________________________________________
>> >> R-help at r-project.org mailing list
>> >> https://stat.ethz.ch/mailman/listinfo/r-help
>> >> PLEASE do read the posting guide
>> >> http://www.R-project.org/posting-guide.html
>> >> and provide commented, minimal, self-contained, reproducible code.
>> >>
>> >
>> > --
>> > Brian D. Ripley,                  ripley at stats.ox.ac.uk
>> > Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>> > University of Oxford,             Tel:  +44 1865 272861 (self)
>> > 1 South Parks Road,                     +44 1865 272866 (PA)
>> > Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>> >
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
>