On 18 Jan 2016, at 16:49 , Guelman, Leo <leo.guel...@rbc.com> wrote:
> Is it really the same model? No, and I didn't say that they would be. I did say that they would be in the all-factor case, which does seem to be right: > df$trt <- factor(df$trt) > fit1 <- glm(y ~ x1:trt + f1:trt, data = df, family = binomial) > fit2 <- glm(y ~ f1:trt + x1:trt, data = df, family = binomial) > plot(fitted(fit1), fitted(fit2)) # still differs > df$x1 <- factor(sample(c(-1,1), 100, replace = TRUE)) > fit1 <- glm(y ~ x1:trt + f1:trt, data = df, family = binomial) > fit2 <- glm(y ~ f1:trt + x1:trt, data = df, family = binomial) > plot(fitted(fit1), fitted(fit2)) # looks like it's on diagonal > identical(fitted(fit1), fitted(fit2)) # wrong check [1] FALSE > all.equal(fitted(fit1), fitted(fit2)) # better [1] TRUE -pd > > Following the example provided by Lars: > > set.seed(1) > x1 <- rnorm(100) > f1 <- factor(sample(letters[1:3], 100, replace = TRUE)) > trt <- sample(c(-1,1), 100, replace = TRUE) > y <- factor(sample(c(0,1), 100, T)) > df <- data.frame(y=y, x1=x1, f1=f1, trt=trt) > > fit1 <- glm(y ~ x1:trt + f1:trt, data = df, family = binomial) > coef(fit1) > > fit2 <- glm(y ~ f1:trt + x1:trt, data = df, family = binomial) > coef(fit2) > > identical(fitted(fit1), fitted(fit2)) > [1] FALSE > > > > _______________________________________________________________________ > > If you received this email in error, please advise the sender (by return > email or otherwise) immediately. You have consented to receive the attached > electronically at the above-noted email address; please retain a copy of this > confirmation for future reference. > > Si vous recevez ce courriel par erreur, veuillez en aviser l'expéditeur > immédiatement, par retour de courriel ou par un autre moyen. Vous avez > accepté de recevoir le(s) document(s) ci-joint(s) par voie électronique à > l'adresse courriel indiquée ci-dessus; veuillez conserver une copie de cette > confirmation pour les fins de reference future. > -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
