有什么方法可以适合`glm()`以便包含所有级别(即没有参考级别)吗? [英] Is there any way to fit a `glm()` so that all levels are included (i.e. no reference level)?
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问题描述
考虑代码:
x <- read.table("http://data.princeton.edu/wws509/datasets/cuse.dat",
header=TRUE)[,1:2]
fit <- glm(education ~ age, family="binomial", data=x)
summary(fit)
年龄分为4个级别:"<25","25-29","30-39","40-49"
Where age has 4 levels: "<25" "25-29" "30-39" "40-49"
结果是:
因此,默认情况下,其中一个级别用作参考级别.有没有办法让所有4级+截距都具有glm输出系数(即没有参考级)?像SAS这样的软件包默认情况下会执行此操作,因此我想知道是否有任何选择.
So by default, one of the levels is used as a reference level. Is there a way to have glm output coefficients for all 4 levels + the intercept (i.e. have no reference level)? Software packages like SAS do this by default, so I was wondering if there was any option for this.
谢谢!
推荐答案
请参见?formula
,特别是在模型规格中包括+ 0
的含义...
See ?formula
, specifically, the meaning of including + 0
in your model specification...
# Sample data - explanatory variable (continuous)
x <- runif( 100 )
# explanatory data, factor with 3 levels
f <- as.factor( sample( 3 , 100 , TRUE ) )
# outcome data
y <- runif( 100 ) + rnorm(100) + rnorm( 100 , mean = c(1,3,6) )
# model without intercept
summary( glm( y ~ x + f + 0 ) )
#Call:
#glm(formula = y ~ x + f + 0)
#Deviance Residuals:
# Min 1Q Median 3Q Max
#-5.7316 -1.8923 0.0195 1.8918 5.9520
#Coefficients:
# Estimate Std. Error t value Pr(>|t|)
#x 0.3216 0.9772 0.329 0.743
#f1 3.4493 0.6823 5.055 2.06e-06 ***
#f2 3.6349 0.6959 5.223 1.02e-06 ***
#f3 3.1962 0.6598 4.844 4.87e-06 ***
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