[R] contrasts in lm
Warnes, Gregory R
gregory_r_warnes at groton.pfizer.com
Fri Aug 31 05:48:40 CEST 2001
I've been playing around with contrasts in lm by specifying the contrasts
argument. So, I want to specify a specific contrast to be tested
Say:
> y _ rnorm(100)
> x _ cut(rnorm(100, mean=y, sd=0.25),c(-3,-1.5,0,1.5,3))
> reg _ lm(y ~ x, contrasts=list(x=c(1,0,0,-1)))
> coef(reg)[2]
x1
-1.814101
I was surprised to see that I get a different estimate for the contrast
specified this way than if I do
> reg2 _ lm(y ~ x, contrasts=list(x=contr.sum))
> coef(reg2)[2]
x1
-1.816682
even though the first contrast in the same in both cases:
> reg$contrasts
$x
[,1] [,2] [,3]
(-3,-1.5] 1 -0.2697521 0.42099143
(-1.5,0] 0 -0.3256196 -0.80247857
(0,1.5] 0 0.8651239 -0.03950429
(1.5,3] -1 -0.2697521 0.42099143
> reg2$contrasts
$x
[,1] [,2] [,3]
(-3,-1.5] 1 0 0
(-1.5,0] 0 1 0
(0,1.5] 0 0 1
(1.5,3] -1 -1 -1
Questions:
1) How are columns 2 and 3 of the first contrast matrix being created and
why?
2) What is the proper way of doing custom contrasts? I'm interested in a
'general' solution.
Thanks,
Greg
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