From ccberry at ucsd.edu  Wed Jun 17 04:26:42 2015
From: ccberry at ucsd.edu (Charles C. Berry)
Date: Tue, 16 Jun 2015 19:26:42 -0700
Subject: [Rd] Different behavior of model.matrix between R 3.2 and R3.1.1
In-Reply-To: <5580ACCB.7060802@vanderbilt.edu>
References: <557E36CF.6010302@vanderbilt.edu> <5580ACCB.7060802@vanderbilt.edu>
Message-ID: <alpine.OSX.2.11.1506161921440.1171@charles-berrys-macbook.local>

On Tue, 16 Jun 2015, Frank Harrell wrote:

> Terry Therneau has been very helpful on r-help but we can't figure out what 
> change in R in the past months made extra columns appear in model.matrix when 
> the terms object is subsetted to remove stratification factors in a Cox 
> model.  Terry has changed his logic in the survival package to avoid this 
> issue but he requires generating a larger design matrix then dropping 
> columns.
>
> A simple example is below.
>
>
> strat <- function(x) x
> d <- expand.grid(a=c('a1','a2'), b=c('b1','b2'))
> d$y <- c(1,3,2,4)
> f <- y ~ a * strat(b)
> m <- model.frame(f, data=d)
> Terms <- drop.terms(terms(f, data=d), 2)
> model.matrix(Terms, m)
>
>  (Intercept) aa2 aa1:strat(b)b2 aa2:strat(b)b2
> 1           1   0              0              0
> 2           1   1              0              0
> 3           1   0              1              0
> 4           1   1              0              1
> . . .
>
> The column corresponding to a='a1' b='b2' should not be there
> (aa1:strat(b)b2).
>
> This does seem to be a change in R.  Any help appreciated.

I get the same results with "Trick or Treat" == R 2.15.2, so the change 
must be before late 2012.

HTH,

Chuck



[Rd] Different behavior of model.matrix between R 3.2 and R3.1.1
Charles C. Berry