Interpretation of ordered and non-ordered factors, vs. numerical predictors in model summary

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一向 2020-12-03 11:40

I have fitted a model where:

Y ~ A + A^2 + B + mixed.effect(C)

Y is continuous A is continuous B actually refers to a DAY and currently looks like this:

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  • 2020-12-03 12:28

    This is not really a mixed-model specific question, but rather a general question about model parameterization in R.

    Let's try a simple example.

    set.seed(101)
    d <- data.frame(x=sample(1:4,size=30,replace=TRUE))
    d$y <- rnorm(30,1+2*d$x,sd=0.01)
    

    x as numeric

    This just does a linear regression: the x parameter denotes the change in y per unit of change in x; the intercept specifies the expected value of y at x=0.

    coef(lm(y~x,d))
    ## (Intercept)           x 
    ##   0.9973078   2.0001922 
    

    x as (unordered/regular) factor

    coef(lm(y~factor(x),d))
    ## (Intercept)  factor(x)2  factor(x)3  factor(x)4 
    ##    3.001627    1.991260    3.995619    5.999098 
    

    The intercept specifies the expected value of y in the baseline level of the factor (x=1); the other parameters specify the difference between the expected value of y when x takes on other values.

    x as ordered factor

    coef(lm(y~ordered(x),d))
    ##  (Intercept) ordered(x).L ordered(x).Q ordered(x).C 
    ##  5.998121421  4.472505514  0.006109021 -0.003125958 
    

    Now the intercept specifies the value of y at the mean factor level (halfway between 2 and 3); the L (linear) parameter gives a measure of the linear trend (not quite sure I can explain the particular value ...), Q and C specify quadratic and cubic terms (which are close to zero in this case because the pattern is linear); if there were more levels the higher-order contrasts would be numbered 5, 6, ...

    successive-differences contrasts

    coef(lm(y~factor(x),d,contrasts=list(`factor(x)`=MASS::contr.sdif)))
    ##  (Intercept) factor(x)2-1 factor(x)3-2 factor(x)4-3 
    ##     5.998121     1.991260     2.004359     2.003478 
    

    This contrast specifies the parameters as the differences between successive levels, which are all a constant value of (approximately) 2.

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