[R] Dummies multiplied with other variable

[David Barron]

Is this what you want?

lm(y ~ fd + fd:y)

On 29/11/06, Andreas Goesele <Goesele at hfph.mwn.de> wrote:
> Hi,
>
> I would like to estimate something like y = a + b*d2*y + c*d3*y where
> the dummies are created from some vector d with three (actually many
> more) levels using factor(). But either there is included the variable
> y or d1*y. How could I get rid of these?
>
> Example:
>
> x = c(1,2,3,4,5,6,7,8)
> y = c(3,6,2,8,7,6,2,4)
> d = c(1,1,1,2,3,2,3,3)
> fd = factor(d)
>
> lm(x ~ fd*y)
> gives:
>
> Coefficients:
> (Intercept)         fd2         fd3           y       fd2:y       fd3:y
>      2.4231      9.5769      6.1822     -0.1154     -0.8846     -0.3320
>
> lm(x ~ fd*y - y)
> gives:
>
> Coefficients:
> (Intercept)         fd2         fd3       fd1:y       fd2:y       fd3:y
>      2.4231      9.5769      6.1822     -0.1154     -1.0000     -0.4474
>
> What I would like to get is:
>
> Coefficients:
> (Intercept)         fd2         fd3       fd2:y       fd3:y
>
> Is there an easy way to achieve this?
>
> Maybe it's obvious how to do it, but I'm new to R did quite some
> searching without finding the solution.
>
> Thanks a lot in advance!
>
> Andreas Goesele
>
> --
> Andreas Gösele
>
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>


-- 
=================================
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP