[R] Full or non constrained/reparametrized model.matrix

[Gabor Grothendieck]

On 5/9/06, Gregor Gorjanc <gregor.gorjanc at gmail.com> wrote:
> Hello!
>
> I have parameter estimates for a generalized linear model and would like
> to produce fitted values i.e. fitted(). This can be easily done in R,
> but my problem lies in fact that I have a vector of parameters from some
> other software, that is is not constrained i.e. I have the following
> estimates for model with one factor with 4 levels
>
> beta = c(intercept group1 group2 group3 group4)
>
> where group1:4 are estimated deviations from intercept i.e. sum to zero
> contraint, but all parameter estimates are there! How can I create a
> model matrix that will not contain any constraints since I would like to
> compute
>
> model.matrix("some_formula") %*% beta
>
> I.e. I would like to have model.matrix of the form
>
> 1 1 0 0 0
> 1 0 1 0 0
> 1 0 0 1 0
> 1 0 0 0 1
>
> and not of the following form with contr.treatment or any other contraints
>
> 1 0 0 0
> 1 1 0 0
> 1 0 1 0
> 1 0 0 1
>
> I could remove group4 from beta and use sum to zero contraint for
> contrast in fomula, but I would like to overcome this, as my model can
> be richer in number or parameters. The following example, will show what
> I would like to do:
>
> ## --- Setup ---
>
> groupN <- 4
> NPerGroup <- 5
> min <- 1
> max <- 5
> g <- runif(n = groupN, min = min, max = max)
>
> ## --- Simulate ---
>
> group <- factor(rep(paste("G", 1:groupN, sep = ""), each = NPerGroup))
> y <- vector(mode = "numeric", length = groupN * NPerGroup)
> j <- 1
> for (i in 1:groupN) {
>  y[j:(i * NPerGroup)] <- rpois(n = NPerGroup, lambda = g[i])
>  j <- (i * NPerGroup) + 1
> }
>
> ## --- GLM ---
>
> contrasts(group) <- contr.sum(groupN)
> fit <- glm(y ~ group, family = "poisson")
> coef(fit)
>
> ## Now this goes nicely
> model.matrix(y ~ group) %*% coef(fit)
>
> ## But pretend I have the following vector of estimated parameters
> beta <- c(coef(fit), 0 - sum(coef(fit)[-1]))
> names(beta) <- c(names(beta)[1:4], "group4")
>
> ## I can not apply this as model matrix does not conform to beta
> model.matrix(y ~ group) %*% beta

Try this:

model.matrix(y ~ group-1) %*% beta[-1] + beta[1]





>
> ## Is there any general way of constructing full design/model matrix
> ## without any constraints/reparametrizations?
>
> Thanks!
>
> --
> Lep pozdrav / With regards,
>    Gregor Gorjanc
>
> ----------------------------------------------------------------------
> University of Ljubljana     PhD student
> Biotechnical Faculty
> Zootechnical Department     URI: http://www.bfro.uni-lj.si/MR/ggorjan
> Groblje 3                   mail: gregor.gorjanc <at> bfro.uni-lj.si
>
> SI-1230 Domzale             tel: +386 (0)1 72 17 861
> Slovenia, Europe            fax: +386 (0)1 72 17 888
>
> ----------------------------------------------------------------------
> "One must learn by doing the thing; for though you think you know it,
>  you have no certainty until you try." Sophocles ~ 450 B.C.
>
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