I have a large data wth numerical response and two categorical factors: date and site. There are about 350 dates and 25 sites, but not all sites have observations on every single date (most have only a few dates active). Other than that there are multiple observations at a site on a given date so that such observed interactions are estimable. I fitted a nested lm model:
resp~site/date
and thought that it would only estimate these interactions which occur in teh date (this is how I understood nested models: levels of date are ONLY sensible within levels of site), but no, the model matrix includes columns for every possible combination - and the unestimable ones are returned by lm as NA. The model fits but takes a very long time because of this.
Is there another formula construct that would let lm (or aov) only estimate interaction effects for dates actually ocuring with each site?