# [R] lm(y ~ group/x ) + predict.lm(...,type="terms")

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Jan 19 07:35:22 CET 2014

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On 18/01/2014 22:03, Xing Zhao wrote:
> Hi, all
>
> I am trying to figure out the computation result for
> predict.lm(...,type="terms")  when the original fitting model has a
> nesting term, lm(y ~ group/x ).

'nested' ....

>
> A example,
>
>> set.seed(731)
>> group <- factor(rep(1:2, 200))
>> x <- rnorm(400)
>>
>> fun1 <- function(x) -3*x+8
>> fun2 <- function(x) 15*x-18
>>
>> y <- (group==1)*fun1(x)+(group==2)*fun2(x) + rnorm(400)
>>
>> mod1 <- lm(y ~ group/(x-1) ) # without intercetp
>> mod2 <- lm(y ~ group/x ) # with intercetp
>>
>>
>> #data to predict
>> new <- data.frame(x=rep(0:2,each=2),
> +                   group=factor(rep(1:2,3)))
>> new
>    x group
> 1 0     1
> 2 0     2
> 3 1     1
> 4 1     2
> 5 2     1
> 6 2     2
>> coef(mod1) # checking coefficients, both make sense to me.
>      group1     group2   group1:x   group2:x
>    7.864981 -18.098424  -2.963931  15.051449
>> coef(mod2)
> (Intercept)      group2    group1:x    group2:x
>     7.864981  -25.963405   -2.963931   15.051449
>>
>> predict(mod1, new,type = c("response")) # two "response" type predictions
> are the same, make sense to me.
>           1          2          3          4          5          6
>    7.864981 -18.098424   4.901050  -3.046975   1.937120  12.004474
>> predict(mod2, new,type = c("response"))
>           1          2          3          4          5          6
>    7.864981 -18.098424   4.901050  -3.046975   1.937120  12.004474
>>
>> predict(mod1, new,type = c("terms")) # make sense to me
>         group   group:x
> 1   7.864981  0.000000
> 2 -18.098424  0.000000
> 3   7.864981 -2.963931
> 4 -18.098424 15.051449
> 5   7.864981 -5.927861
> 6 -18.098424 30.102898
> attr(,"constant")
> [1] 0
>
> # I want to know the computation process for group:x below??? this is
> what I am interested in
>> predict(mod2, new,type = c("terms"))
>       group    group:x
> 1  12.9817  0.5209069
> 2 -12.9817  0.5209069
> 3  12.9817 -2.4430237
> 4 -12.9817 15.5723560
> 5  12.9817 -5.4069544
> 6 -12.9817 30.6238052
> attr(,"constant")
> [1] -5.637629
>
>
> Thanks in advance
> Xing
>
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>
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--
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

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