compare linear regressions
Yes, adding "-1" or "+0" both return a lm without an intercept term. Michael On Tue, Nov 8, 2011 at 8:52 AM, Holger Taschenberger
<Holger.Taschenberger at mpi-bpc.mpg.de> wrote:
Hi, ? ? ? ?I'm trying to compare two linear regressions. I'm using the following approach: ################## xx<-1:100 df1 <- data.frame(x = xx, y = xx * 2 + 30 + rnorm(n=length(xx),sd=10), g = 1) df2 <- data.frame(x = xx, y = xx * 4 + 9 ?+ rnorm(n=length(xx),sd=10), g = 2) dta <- rbind(df1, df2) dta$g <- factor(dta$g) plot(df2$x,df2$y,type="l",col="red") lines(df1$x,df1$y,col="blue") summary(lm(formula = y ~ x + g + x:g, dta)) ################## I learned that the coefficients (g2 and x:g2) tell me about the differences in intercept and slope and the corresponding p-values. Now I'm trying to do the same except that there should be no intercept term: ################## xx<-1:100 df1 <- data.frame(x = xx, y = xx * 2 + rnorm(n=length(xx),sd=10), g = 1) df2 <- data.frame(x = xx, y = xx * 4 + rnorm(n=length(xx),sd=10), g = 2) dta <- rbind(df1, df2) dta$g <- factor(dta$g) plot(df2$x,df2$y,type="l",col="red") lines(df1$x,df1$y,col="blue") summary(lm(formula = y ~ x - 1 + x:g, dta)) ################## I assume that the last line is the correct way to specify a linear model without intercept. But I'm not certain about that. Can someone please confirm? Thanks a lot, ? ? ? ?Holger
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