CODEWITHSUNDEEP
rregressionlm
etienne
etienne

Reputation: 3678

lm() Regression with interactions for an entire dataframe

I know there is a shortcut in Rto run an lm()regression on all a dataframe like this : 

reg<-lm(y~.,data=df)

With df having explanatory variables x1, x2, ... x5, so it is the same as writing 

reg<-lm(y~x1+x2+x3+x4+x5,data=df)

But this doesn't include interactions terms like x1:x2, ... Is there a shortcut in Rto run a regression on all columns of a dataframe with the interactions ? I am looking for 2 shortcuts which will have the same effects as 

reg<-lm(y~x1*x2,x1*x3,x1*x4,x1*x5,x2*x3,...)
reg<-lm(y~x1*x2*x3*x4*x5) # this one will have interactions between the 5 variables

Upvotes: 10

Views: 11827

Answers (2)

Gena
Gena

Reputation: 181

The shortcut you are searching for is:

reg <- lm(y ~ (.)^2, data = df)

This will create a model with the main effects and the interactions between regressors.

Upvotes: 18

LyzandeR
LyzandeR

Reputation: 37879

For both you could use the ^ operator.

See the example:

In your first case you just need the pair-wise interactions (2-way interactions). So you could do:

#Example df
df <- data.frame(a=runif(1:100), b=runif(1:100), c=runif(1:100), d=runif(1:100))

> lm(a ~ (b+c+d)^2, data=df)

Call:
lm(formula = a ~ (b + c + d)^2, data = df)

Coefficients:
(Intercept)            b            c            d          b:c          b:d          c:d  
    0.53873      0.23531      0.07813     -0.14763     -0.43130      0.11084      0.13181

As you can see the above produced the pair-wise interactions

Now in order to include all the interactions you can do:

> lm(a ~ (b+c+d)^5 , data=df)

Call:
lm(formula = a ~ (b + c + d)^5, data = df)

Coefficients:
(Intercept)            b            c            d          b:c          b:d          c:d        b:c:d  
    0.54059      0.23123      0.07455     -0.15150     -0.42340      0.11926      0.14017     -0.01803

In this case you just need to use a number greater than the number of variables you will use (in this case I use 5 but it could be anything greater than 3). As you see all the interactions are produced.

Upvotes: 11

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