[R] how to suppress the intercept in an lm()-like formula method?
Michael Friendly
friendly at yorku.ca
Tue Jan 29 15:14:55 CET 2013
To partly answer my own question: It wasn't that hard to hack the
result of model.matrix() to remove the intercept,
remove.intercept <- function(x) {
if (colnames(x)[1] == "(Intercept)") {
x <- x[,-1]
attr(x, "assign") <- attr(x, "assign")[-1]
}
x
}
However, the model frame and therefore the model terms stored in the
object are wrong, still including the intercept:
Browse[1]> str(mt)
Classes 'terms', 'formula' length 3 cbind(SAT, PPVT, Raven) ~ n + s + ns
+ na + ss
..- attr(*, "variables")= language list(cbind(SAT, PPVT, Raven), n,
s, ns, na, ss)
..- attr(*, "factors")= int [1:6, 1:5] 0 1 0 0 0 0 0 0 1 0 ...
.. ..- attr(*, "dimnames")=List of 2
.. .. ..$ : chr [1:6] "cbind(SAT, PPVT, Raven)" "n" "s" "ns" ...
.. .. ..$ : chr [1:5] "n" "s" "ns" "na" ...
..- attr(*, "term.labels")= chr [1:5] "n" "s" "ns" "na" ...
..- attr(*, "order")= int [1:5] 1 1 1 1 1
..- attr(*, "intercept")= int 1
..- attr(*, "response")= int 1
..- attr(*, ".Environment")=<environment: R_GlobalEnv>
..- attr(*, "predvars")= language list(cbind(SAT, PPVT, Raven), n, s,
ns, na, ss)
..- attr(*, "dataClasses")= Named chr [1:6] "nmatrix.3" "numeric"
"numeric" "numeric" ...
.. ..- attr(*, "names")= chr [1:6] "cbind(SAT, PPVT, Raven)" "n" "s"
"ns" ...
Browse[1]>
On 1/29/2013 8:44 AM, Michael Friendly wrote:
> I'm trying to write a formula method for canonical correlation analysis,
> that could be called similarly to lm() for
> a multivariate response:
>
> cancor(cbind(y1,y2,y3) ~ x1+x2+x3+x4, data=, ...)
> or perhaps more naturally,
> cancor(cbind(y1,y2,y3) ~ cbind(x1,x2,x3,x4), data=, ...)
>
> I've adapted the code from lm() to my case, but in this situation, it
> doesn't make sense to
> include an intercept, since X & Y are mean centered by default in the
> computation.
>
> In the code below, I can't see where the intercept gets included in the
> model matrix and therefore
> how to suppress it. There is a test case at the end, showing that the
> method fails when called
> normally, but works if I explicitly use -1 in the formula. I could hack
> the result of model.matrix(),
> but maybe there's an easier way?
>
> cancor <- function(x, ...) {
> UseMethod("cancor", x)
> }
>
> cancor.default <- candisc:::cancor
>
> # TODO: make cancisc::cancor() use x, y, not X, Y
> cancor.formula <- function(formula, data, subset, weights,
> na.action,
> method = "qr",
> model = TRUE,
> x = FALSE, y = FALSE, qr = TRUE,
> contrasts = NULL, ...) {
>
> cl <- match.call()
> mf <- match.call(expand.dots = FALSE)
> m <- match(c("formula", "data", "subset", "weights", "na.action"),
> names(mf), 0L)
> mf <- mf[c(1L, m)]
>
> mf[[1L]] <- as.name("model.frame")
> mf <- eval(mf, parent.frame())
>
> mt <- attr(mf, "terms")
> y <- model.response(mf, "numeric")
> w <- as.vector(model.weights(mf))
> if (!is.null(w) && !is.numeric(w))
> stop("'weights' must be a numeric vector")
>
> x <- model.matrix(mt, mf, contrasts)
> # fixup to remove intercept???
> z <- if (is.null(w))
> cancor.default(x, y, ...)
> else stop("weights are not yet implemented") # lm.wfit(x, y, w, ...)
>
> z$call <- cl
> z$terms <- mt
> z
> }
>
> TESTME <- FALSE
> if (TESTME) {
>
> # need to get latest version, 0.6-1 from R-Forge
> install.packages("candisc", repo="http://R-Forge.R-project.org")
> library(candisc)
>
> data(Rohwer)
>
> # this bombs: needs intercept removed
> cc <- cancor.formula(cbind(SAT, PPVT, Raven) ~ n + s + ns + na + ss,
> data=Rohwer)
> ## Error in chol.default(Rxx) :
> ## the leading minor of order 1 is not positive definite
>
> #this works as is
> cc <- cancor.formula(cbind(SAT, PPVT, Raven) ~ -1 + n + s + ns + na +
> ss, data=Rohwer)
> cc
> ## Canonical correlation analysis of:
> ## 5 X variables: n, s, ns, na, ss
> ## with 3 Y variables: SAT, PPVT, Raven
> ##
> ## CanR CanRSQ Eigen percent cum
> ## 1 0.6703 0.44934 0.81599 77.30 77.30
> ## 2 0.3837 0.14719 0.17260 16.35 93.65
> ## 3 0.2506 0.06282 0.06704 6.35 100.00
> ##
> ## Test of H0: The canonical correlations in the
> ## current row and all that follow are zero
> ##
> ...
> }
>
>
--
Michael Friendly Email: friendly AT yorku DOT ca
Professor, Psychology Dept. & Chair, Quantitative Methods
York University Voice: 416 736-2100 x66249 Fax: 416 736-5814
4700 Keele Street Web: http://www.datavis.ca
Toronto, ONT M3J 1P3 CANADA
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