On Tue, 16 Jun 2015, Frank Harrell wrote:
Terry Therneau has been very helpful on r-help but we can't figure out what
change in R in the past months made extra columns appear in model.matrix when
the terms object is subsetted to remove stratification factors in a Cox
model. Terry has changed his logic in the survival package to avoid this
issue but he requires generating a larger design matrix then dropping
columns.
A simple example is below.
strat <- function(x) x
d <- expand.grid(a=c('a1','a2'), b=c('b1','b2'))
d$y <- c(1,3,2,4)
f <- y ~ a * strat(b)
m <- model.frame(f, data=d)
Terms <- drop.terms(terms(f, data=d), 2)
model.matrix(Terms, m)
(Intercept) aa2 aa1:strat(b)b2 aa2:strat(b)b2
1 1 0 0 0
2 1 1 0 0
3 1 0 1 0
4 1 1 0 1
. . .
The column corresponding to a='a1' b='b2' should not be there
(aa1:strat(b)b2).
This does seem to be a change in R. Any help appreciated.
I get the same results with "Trick or Treat" == R 2.15.2, so the change
must be before late 2012.
HTH,
Chuck
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