John Fox wrote: > Dear Leaf, > > I assume that you're using lm() to fit the model, and that you don't really > want *all* of the interactions among 20 predictors: You'd need quite a lot > of data to fit a model with 2^20 terms in it, and might have trouble > interpreting the results. > > If you know which interactions you're looking for, then why not specify them > directly, as in lm(y ~ x1*x2 + x3*x4*x5 + etc.)? On the other hand, it you > want to include all interactions, say, up to three-way, and you've put the > variables in a data frame, then lm(y ~ .^3, data=DataFrame) will do it.
This is nice with factors, but with continuous variables, and need of a response-surface type, of model, will not do. For instance, with variables x, y, z in data frame dat lm( y ~ (x+z)^2, data=dat ) gives a model mwith the terms x, z and x*z, not the square terms. There is a need for a semi-automatic way to get these, for instance, use poly() or polym() as in: lm(y ~ polym(x,z,degree=2), data=dat) Kjetil > There are many terms in this model, however, if not quite 2^20. > > The introductory manual that comes with R has information on model formulas > in Section 11. > > I hope this helps, > John > > -------------------------------- > John Fox > Department of Sociology > McMaster University > Hamilton, Ontario > Canada L8S 4M4 > 905-525-9140x23604 > http://socserv.mcmaster.ca/jfox > -------------------------------- > >> -----Original Message----- >> From: [EMAIL PROTECTED] >> [mailto:[EMAIL PROTECTED] On Behalf Of Leaf Sun >> Sent: Sunday, November 06, 2005 3:11 AM >> To: r-help@stat.math.ethz.ch >> Subject: [R] OLS variables >> >> Dear all, >> >> Is there any simple way in R that can I put the all the >> interactions of the variables in the OLS model? >> >> e.g. >> >> I have a bunch of variables, x1,x2,.... x20... I expect then >> to have interaction (e.g. x1*x2, x3*x4*x5... ) with some >> combinations(2 way or higher dimensions). >> >> Is there any way that I can write the model simpler? >> >> Thanks! >> >> Leaf >> >> > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > -- Checked by AVG Free Edition. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html