YO.FS and YO*FS - difference?

Discussion in 'CT6' started by tatos, Mar 24, 2012.

  1. tatos

    tatos Member

    If we have 2 factors and we want to consider different models for the linear predictor, what is the difference between saying

    YO.FS and YO*FS where YO and FS are the 2 factors..?
     
  2. John Potter

    John Potter ActEd Tutor Staff Member

    Hi tatos,

    YO.FS considers the just interaction between YO and FS whereas
    YO*FS considers YO, FS and YO.FS
    So, the linear predictor needs to record information about YO, information about FS and information about the interaction between YO and FS.

    In general, if YO requires n parameters and FS requires m parameters then
    YO*FS will require n*m parameters

    John
     
  3. jm_kinuthia

    jm_kinuthia Member

    How do you derive the parameterised form for YO*FS*TC ?
     
  4. John Lee

    John Lee ActEd Tutor Staff Member

    Depends on whether the covariates are factors or variables....

    But think of it as multiplying and you won't go far wrong.

    So if they are all variables then you would have something like:

    \( (\alpha_1 + \beta_1 x)(\alpha_2 + \beta_2 y)(\alpha_3 + \beta_3 z) \)

    which you can multiply out and simply the constants to something like:

    const + const x + const y + const z + const xy + const xz + const yz + const xyz

    If they are all factors then you would have something like:

    \( \alpha_i * \beta_j * \gamma_k \)

    The easiest way of simplifying this would be to something like:

    \( \delta_{ijk} \)
     

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