On 15 Oct 2010, at 13:55, Berwin A Turlach wrote: > G'day Michael, >
Hi Berwin Thanks for the reply > On Fri, 15 Oct 2010 12:09:07 +0100 > Michael Hopkins <hopk...@upstreamsystems.com> wrote: > >> OK, my last question didn't get any replies so I am going to try and >> ask a different way. >> >> When I generate contrasts with contr.sum() for a 3 level categorical >> variable I get the 2 orthogonal contrasts: >> >>> contr.sum( c(1,2,3) ) >> [,1] [,2] >> 1 1 0 >> 2 0 1 >> 3 -1 -1 > > These two contrasts are *not* orthogonal. > I'm surprised. Can you please tell me how you calculated that. >> This provides the contrasts <1-3> and <2-3> as expected. But I also >> want it to create <1-2> (i.e. <1-3> - <2-3>). So in general I want >> all possible orthogonal contrasts - think of it as the contrasts for >> all pairwise comparisons between the levels. > > You have to decide what you want. The contrasts for all pairwise > comparaisons between the levels or all possible orthogonal contrasts? > Well the pairwise contrasts are the most important as I am looking for evidence of whether they are zero (i.e. no difference between levels) or not. But see my above comment about orthogonality. > The latter is actually not well defined. For a factor with p levels, > there would be p orthogonal contrasts, which are only identifiable up to > rotation, hence infinitely many such sets. But there are p(p-1) > pairwise comparisons. So unless p=2, yo have to decide what you want.... > Well of course the pairwise comparisons are bi-directional so in fact only p(p-1)/2 are of interest to me. >> Are there are any options for contrast() or other functions/libraries >> that will allow me to do this automatically? > > Look at package multcomp, in particular functions glht and mcp, these > might help. > Thanks I will have a look. But I want to be able to do this transparently "within" lm() using regsubsets() etc as I am collecting large quantities of summary stats from all possible models to use with a model choice criterion based upon true Bayesian model probabilities. > Cheers, > > Berwin > > ========================== Full address ============================ > Berwin A Turlach Tel.: +61 (8) 6488 3338 (secr) > School of Maths and Stats (M019) +61 (8) 6488 3383 (self) > The University of Western Australia FAX : +61 (8) 6488 1028 > 35 Stirling Highway > Crawley WA 6009 e-mail: ber...@maths.uwa.edu.au > Australia http://www.maths.uwa.edu.au/~berwin Michael Hopkins Algorithm and Statistical Modelling Expert Upstream 23 Old Bond Street London W1S 4PZ Mob +44 0782 578 7220 DL +44 0207 290 1326 Fax +44 0207 290 1321 hopk...@upstreamsystems.com www.upstreamsystems.com [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
