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Message-ID: <AANLkTi=VxHnT6rZ9xSrJMwyBQkqwgq0Oc1ufQx-68kYD@mail.gmail.com>
Date: 2010-12-05T21:57:57Z
From: William Simpson
Subject: lm() and interactions in model formula for x passed as matrix
In-Reply-To: <AANLkTim+BhcgVKhG5GwrHwOffjWBfNDTNXB8zzXXnxeW@mail.gmail.com>

Thanks for the replies.

I was just thinking that, for a two variable example, doing
X<-cbind(x1,x2,x1*x2)
lm(y~X)
would work. So maybe that's what I'll do. This also allows me to pick
and choose which interactions to include.

Cheers
Bill

On Sun, Dec 5, 2010 at 8:19 PM, William Simpson
<william.a.simpson at gmail.com> wrote:
> Suppose I have x variables x1, x2, x3 (however in general I don't know
> how many x variables there are). I can do
> X<-cbind(x1,x2,x3)
> lm(y ~ X)
> This fits the no-interaction model with b0, b1, b2, b3.
>
> How can I get lm() to fit the model that includes interactions when I
> pass X to lm()? For my example,
> lm(y~x1*x2*x3)
> I am looking for something along the lines of
> lm(y~X ...)
> where ... is some extra stuff I need to fill in.
>
> Thanks for any help.
> Bill
>