问题
Using the following data:
http://pastebin.com/4wiFrsNg
I am wondering how to fit a predefined offset to the raw relationship of another model i.e. how to fit the estimates from Model A, thus:
ModelA<-lm(Dependent1~Explanatory)
to model B thus:
ModelB<-lm(Dependent2~Explanatory)
Where the explanatory variable is either the variable "Categorical" in my dataset, or the variable "Continuous". I got a useful answer related to a similar question on CV:
https://stats.stackexchange.com/questions/62584/how-to-fit-a-specific-model-to-some-data
Here the exaplantory variable was "Continuous". However I had some extra questions I needed answering that I thought might be more suited to SO. If this is not the case, tell me and I will delete this question :)
Specifically, I was advised in the link above that in order to fit a predefined slope for the continuous explanatory variable in my dataset I should do this:
lm( Dependent2 ~ 1 + offset( Slope * Continuous ) )
Where slope is the predefined slope taken from from Model A. Which worked great.
Now I am wondering, how do I do the same when x is a categorical variable with two levels, and then when x is a continuous variable with a quadratic term i.e. x+x^2?
For the quadratic term I am trying:
lm( Dependent2 ~ 1 + offset( Slope * Continuous )+ offset( Slope2 * I((Continuous)^2)) )
Where Slope is the value for the fixed estimate of for Continuous term, and Slope2 is the value for the fixed estimate of the quadratic term.
I am unsure how to get this working for a categorical variable however. When I try to fit an offset as:
lm( Dependent2 ~ 1 + offset( Slope * Categorical ) )
where again, slope is the slope value of the fixed estimate taken from Model A, I get an error:
"Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) : 0 (non-NA) cases
In addition: Warning message:
In Ops.factor(0.25773, Categorical) : * not meaningful for factors"
If anyone has an input on how to create offsets for categorical variables it would be greatly appreciated :)
回答1:
The best you can probably do is compute the offset manually for each level of your factor:
x <- rep(1:3, each=10)
df <- data.frame(x=factor(x), y=3 - x)
# compute the offset for each level of x
df$o <- with(df, ifelse(x == "1", 2, ifelse(x == "2", 1, 0)))
# fitted coef's for the models below will all be zero due to presence of offset
lm(y - o ~ x - 1, data=df)
# or
lm(y ~ x + offset(o), data=df)
来源：https://stackoverflow.com/questions/17319689/how-to-fit-predefined-offsets-to-models-containing-categorical-variables-in-r