About
interaction with R .
Articles Related
Prerequisites
Steps
Linear Model
Star
An interaction term between a numeric x and z is just the product of x and z.
lm processes the “*” operator between variables and automatically:
- add the interaction term
- and includes the main effects.
myFit=lm(response~predictor1*predictor2,data=data.frame)
myFit
where the star in R means:
- interaction
- that we're going to have main effects for each and the interaction. The pure interaction is indicated by a colon (predictor1:predictor2)
Call:
lm(formula = response ~ predictor1 * predictor2, data = data.frame)
Coefficients:
(Intercept) predictor1 predictor3 predictor1:predictor2
36.0885359 -1.3921168 -0.0007209 0.0041560
If you don't want the main effects in the regression, use the I() function. The content will then not parsed as a part of the formula, but rather simply evaluated.
myFit=lm(response~I(predictor1*predictor2),data=data.frame)
myFit
The regression ln will contains then only the interaction term and not the main effects.
Dot
fit1=lm(outcome~.+Predictor1:Predictor2+Predictor3:Predictor4,data.frame)
where:
- the dot means all variables of the data.frame
- + Predictor1:Predictor2 as the first interaction
- + Predictor3:Predictor4 as the second interaction
Summary
summary(myFit)
Call:
lm(formula = outcome ~ predictor1 * predictor2 , data = Boston)
Residuals:
Min 1Q Median 3Q Max
-15.806 -4.045 -1.333 2.085 27.552
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 36.0885359 1.4698355 24.553 < 2e-16 ***
predictor1 -1.3921168 0.1674555 -8.313 8.78e-16 ***
predictor2 -0.0007209 0.0198792 -0.036 0.9711
interaction 0.0041560 0.0018518 2.244 0.0252 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 6.149 on 502 degrees of freedom
Multiple R-squared: 0.5557, Adjusted R-squared: 0.5531
F-statistic: 209.3 on 3 and 502 DF, p-value: < 2.2e-16
where:
- Multiple R-squared: Statistics - R-squared ( |Coefficient of determination) for Model Accuracy
- F-statistic: Statistics - (F-Statistic|F-test|F-ratio)
Confidence Interval
confint(myFit)
2.5 % 97.5 %
(Intercept) 33.2007489579 38.976322911
lstat -1.7211168654 -1.063116816
age -0.0397774826 0.038335764
lstat:age 0.0005177284 0.007794175