Yes, I think these two are equivalent. You ran into problems with V3:V3 because in R the form X:X is considered the same as X (see the MASS4 book for additional info, if you have it handy). In any case, you can check the models yourself by checking the corresponding model matrices: model.matrix(y~1+v2:v3) model.matrix(y~1+I(v2*v3) This will show you how the formula is interpreted to built the model matrix for the linear model. -Christos
_____ From: Luke [mailto:[EMAIL PROTECTED] Sent: Monday, April 17, 2006 11:46 AM To: [EMAIL PROTECTED] Cc: [email protected] Subject: Re: [R] interaction terms in formula of lm or glm Thanks, Christos. Another relevant question: If I want to include the interaction term consisting of V2 and V3 (they are numeric vectors), should I use: y ~ 1 + V2:V3 or y ~ 1 + I(V2*V3) or both are good? -Luke On 4/17/06, Christos Hatzis <[EMAIL PROTECTED]> wrote: If you want the quadratic term, you need to pass it as an argument in function I(): y ~ 1 + V1 + V3 + I(V3^2) This is documented in ?formula -Christos -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Luke Sent: Monday, April 17, 2006 12:08 AM To: [email protected] Subject: [R] interaction terms in formula of lm or glm I would like to include pairwise interaction terms for lm(). For example, I want to include the quadratic term of variable "V3". > my.formula y ~ 1 + V1 + V3 + V3:V3 > my.data y V1 V2 V3 1 31 1 42 140 2 32 0 43 120 3 33 0 57 150 4 34 0 55 132 > foo <- lm(my.formula, data = my.data) > foo$coefficients (Intercept) V1 V3 29.47368421 -2.15789474 0.02631579 Why do the foo coefficients not include V3:V3 ? I thought that the variable "V3:V3" has the values of squares of V3 elements, that is, V3:V3 140*140 120*120 .... Am I wrong? If I specify a fouth varaible "V4" with square values of V3, and the formula is y ~ 1 + V1 + V3 + V4, it seems that the foo will give me different in and out-sample predictions. -Luke [[alternative HTML version deleted]] ______________________________________________ [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 <http://www.R-project.org/posting-guide.html> [[alternative HTML version deleted]] ______________________________________________ [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
