[R] offset with a factor

David Winsemius dwinsemius at comcast.net
Wed Dec 20 17:52:19 CET 2017


> On Dec 20, 2017, at 6:51 AM, Bond, Stephen <Stephen.Bond at cibc.com> wrote:
> 
> Knowledgeable useRs,
> 
> Please, advise how to use offset with a factor. I estimate monthly effects from a much bigger data set as monthly effects seem to be stable, and other variables are estimated from a small, but recent data set as there is variation in those non-seasonal coefficients.
> How can I use the seasonality estimates from the big data set as an offset provided to the small data set. I know an offset is supposed to be quantitative, but this is such a practical and sensible scenario, I feel compelled. Assume I have 11 coefs estimated with contr.sum.

Why not create a variable that specifies the relevant coefficient for each of the various levels of the factor (and 0 for the reference level? Then pass that variable to the offset argument.

-- 
David.
> 
> Thanks everybody
> 
> Stephen
> 
> 
> 	[[alternative HTML version deleted]]

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David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law



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