Re: Interactions in GLM

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Interactions in GLM

Min-Woong Sohn
As a followup, I realized that GLM put the interaction variable at the end of the estimates in the coeftable output. Is there any way I can preserve the order such that the variables are shown in order (e.g., LStat, Age, and LStat and Age intertion in that order).



On Wednesday, May 14, 2014 at 12:04:00 PM UTC-4, Douglas Bates wrote:
I think the problem is with third and higher order interactions.

On Tuesday, May 13, 2014 8:44:38 PM UTC-5, Taylor Maxwell wrote:
It works fine for me although I am using the latest master version of GLM so I need to use fit(LmMod, formula,df)

using RDatasets, GLM
boston = dataset("MASS", "Boston")

julia> cc=fit(LmMod,MedV ~ LStat+Age+LStat&Age, boston)
DataFrameRegressionModel{LmMod{DensePredQR{Float64}},Float64}:

Coefficients:
                  Estimate Std.Error    t value Pr(>|t|)
(Intercept)        36.0885   1.46984    24.5528  < eps()
LStat             -1.39212  0.167456   -8.31335  8.8e-16
Age            -0.00072086 0.0198792 -0.0362621   0.9711
LStat & LStat   0.00415595 0.0018518    2.24428   0.0252


On Tuesday, May 6, 2014 10:13:36 AM UTC-6, Johan Sigfrids wrote:
How do you specify interactions and non-linear transforms using the fomula for GLM? Something like y~x1*x2 + x2^2

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Interactions in GLM

Milan Bouchet-Valat
Le jeudi 29 septembre 2016 à 09:47 -0700, Min-Woong Sohn a écrit :
> As a followup, I realized that GLM put the interaction variable at
> the end of the estimates in the coeftable output. Is there any way I
> can preserve the order such that the variables are shown in order
> (e.g., LStat, Age, and LStat and Age intertion in that order).
What's the problem exactly with the output shown in the message below?
Don't you get the same result?


Regards


> > I think the problem is with third and higher order interactions.
> >
> > > It works fine for me although I am using the latest master
> > > version of GLM so I need to use fit(LmMod, formula,df)
> > >
> > > using RDatasets, GLM
> > > boston = dataset("MASS", "Boston")
> > >
> > > julia> cc=fit(LmMod,MedV ~ LStat+Age+LStat&Age, boston)
> > > DataFrameRegressionModel{LmMod{DensePredQR{Float64}},Float64}:
> > >
> > > Coefficients:
> > >                   Estimate Std.Error    t value Pr(>|t|)
> > > (Intercept)        36.0885   1.46984    24.5528  < eps()
> > > LStat             -1.39212  0.167456   -8.31335  8.8e-16
> > > Age            -0.00072086 0.0198792 -0.0362621   0.9711
> > > LStat & LStat   0.00415595 0.0018518    2.24428   0.0252
> > >
> > >
> > > > How do you specify interactions and non-linear transforms using
> > > > the fomula for GLM? Something like y~x1*x2 + x2^2
> > > >
> > >
> >
> -- 
> You received this message because you are subscribed to the Google
> Groups "julia-stats" group.
> To unsubscribe from this group and stop receiving emails from it,
> send an email to [hidden email].
> For more options, visit https://groups.google.com/d/optout.

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.
Loading...