On Sun, 6 Nov 2005, Kjetil Brinchmann halvorsen wrote: > John Fox wrote: >> >> 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)
This is an R-S difference (FAQ 3.3.2). R's formula parser always takes x^2 = x whereas the S one does so only for factors. This makes sense it you interpret `interaction' strictly as in John's description - S chose to see an interaction of any two continuous variables as multiplication (something which puzzled me when I first encountered it, as it was not well documented back in 1991). I have often wondered if this difference was thought to be an improvement, or if it just a different implementation of the Rogers-Wilkinson syntax. Should we consider changing it? -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
