[R] Contrast matrices for nested factors

[Warnes, Gregory R]

You should be able to get the behavior you want using the fit.glh()  (short
for fit general linear hypothesis) function from the gregmisc/gmodels
package.

-G

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of 
> Fernando Henrique
> Ferraz P. da Rosa
> Sent: Monday, September 06, 2004 11:02 PM
> To: r-help
> Subject: [R] Contrast matrices for nested factors
> 
> 
>         Hi, I'd like to know if it's possible to specify different
> contrast matrices in lm() for a factor that is nested within 
> another one. This
> is useful when we have a model where the nested factor has a different
> number of levels, depending on the main factor.
> 
>         Let me illustrate with an example to make it clearer. Consider
> the following data set:
> 
>         set.seed(1)
>         y <- rnorm(14)
>         a <- factor(c(rep(1,7),rep(2,3),rep(3,4)))
>         b <- factor(c(1,1,1,2,2,3,3,1,1,2,1,1,2,2))
>         k <- factor(c(1,2,3,1,2,1,2,1,2,1,1,2,1,2))
>         internal <- data.frame(y,a,b,k)
> 
>         Where y is an arbitrary response, a is a main factor, b is a
> factor nested within a, and k is the replicate number. It is 
> easy to see
> that depending on the level of a, b has different numbers of 
> levels. For
> instance, when a = 1, we have that b might assume values 1, 2 or 3,
> while a = 2 or 3, b might assume only 1 or 2.
> 
>         I'd like then to use contrasts summing to 0, so I issue:
> 
>         z <- lm(y ~ a + a/b,data=internal,contrasts=list(a=contr.sum,
> b=contr.sum))
> 
>         The problem is, the design matrix is not quite what I 
> expected.
> What happens is, instead of using a different contrast matrix for each
> level of a where b is nested, it's using the same contrast matrix for
> every b, namely:
> 
>         > contr.sum(3)
>   [,1] [,2]
> 1    1    0
> 2    0    1
> 3   -1   -1
> 
>         So, when a=1, the columns of the design matrix are as 
> expected.
> It sums to 0, because there are levels of b 1, 2 and 3, when a=1. But,
> when a=2 or a=3, the same contrast matrix is being used, and then, the
> factor effects do not sum to 0. That's obviously because there are no
>  values for b equal 3, when a != 1, and then the coding that 
> gets done is
>  '0' or '1'.
> 
>         The design matrix lm() is creating is:
> 
> > model.matrix(z)
>    (Intercept) a1 a2 a1:b1 a2:b1 a3:b1 a1:b2 a2:b2 a3:b2
> 1            1  1  0     1     0     0     0     0     0
> 2            1  1  0     1     0     0     0     0     0
> 3            1  1  0     1     0     0     0     0     0
> 4            1  1  0     0     0     0     1     0     0
> 5            1  1  0     0     0     0     1     0     0
> 6            1  1  0    -1     0     0    -1     0     0
> 7            1  1  0    -1     0     0    -1     0     0
> 8            1  0  1     0     1     0     0     0     0
> 9            1  0  1     0     1     0     0     0     0
> 10           1  0  1     0     0     0     0     1     0
> 11           1 -1 -1     0     0     1     0     0     0
> 12           1 -1 -1     0     0     1     0     0     0
> 13           1 -1 -1     0     0     0     0     0     1
> 14           1 -1 -1     0     0     0     0     0     1
> 
> 
>         What I would like to use is:
> 
>    (Intercept) a1 a2 a1:b1 a2:b1 a3:b1 a1:b2    
> 1            1  1  0     1     0     0     0 0 0
> 2            1  1  0     1     0     0     0 0 0
> 3            1  1  0     1     0     0     0 0 0
> 4            1  1  0     0     0     0     1 0 0
> 5            1  1  0     0     0     0     1 0 0
> 6            1  1  0    -1     0     0    -1 0 0
> 7            1  1  0    -1     0     0    -1 0 0
> 8            1  0  1     0     1     0     0 0 0
> 9            1  0  1     0     1     0     0 0 0
> 10           1  0  1     0    -1     0     0 0 0
> 11           1 -1 -1     0     0     1     0 0 0
> 12           1 -1 -1     0     0     1     0 0 0
> 13           1 -1 -1     0     0    -1     0 0 0
> 14           1 -1 -1     0     0    -1     0 0 0
> 
>         (notice that in the second matrix all collumns sum to 
> 0, in the
> first they don't).
> 
> 
>         Thank you,
> 
> --
> Fernando Henrique Ferraz P. da Rosa
> http://www.ime.usp.br/~feferraz
> 
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