Thanks Peter. That make sense. Nevertheless, what comes at a surprise to me (and maybe to others) is that one can potentially get different fits by simply swapping the terms in the model formula.
Best, Leo. -----Original Message----- From: peter dalgaard [mailto:pda...@gmail.com] Sent: 2016, January, 18 11:16 AM To: Guelman, Leo Cc: r-help@r-project.org; Charles C. Berry Subject: Re: [R] Order of formula terms in model.matrix 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 _______________________________________________________________________ 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. ______________________________________________ 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.
