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I'm currently working with a dataset in R and my $B_0$ result is different when I run linear regression with & without converting the data into factors. And I want to understand what I'm doing wrong here.

# IV: Time
time = c(-1, -1, -1, 0, 0, 0, 1, 1, 1)
time.f = factor(time, levels=c(-1, 0, 1), labels=c("low", "med", "high"))
# IV: Temp
temp = c(-1, 0, 1, -1, 0, 1, -1, 0, 1)
temp.f = factor(temp, levels=c(-1, 0, 1), labels=c("low", "med", "high"))
# IV: Acid
acid = c(-1, 0, 1, 1, -1, 0, 0, 1, -1)
acid.f = factor(acid, levels=c(-1, 0, 1), labels=c("low", "med", "high"))
# DV: Uranium Recovery (%)
urecovery = c(86.88, 88.96, 93.68, 88.92, 86.96, 91.26, 88.20, 93.20, 88.75)

# Combine into data frame
x = cbind(time, temp, acid)
x_factors = cbind(time.f, temp.f, acid.f)

data1 = data.frame(cbind(urecovery, x))
data2 = data.frame(cbind(urecovery, x_factors))

# Least Squares
u = lm(urecovery ~ time + temp + acid, data=data1)
summary(u)

u2 = lm(urecovery ~ time.f + temp.f + acid.f, data=data2)
summary(u2)

Could someone explain why only the $B_0$ is different, I think I'm most likely setting up the factor part wrong.

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2 Answers 2

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1) If your code did what you wanted, then this would be the problem:

When a -1/0/1 variable is used directly in a linear regression, you're regressing on its actual values.

As a result, the model you're fitting when you do that stipulates that the effect of going from -1 to 0 is the same as the effect of going from 0 to 1, and the effect of going from -1 to 1 is therefore twice either of the other effects. (You're treating that variable as interval and the response is linear in that variable.)

When you fit the variable as a factor, the three values are simply labels. The effect of going from category "-1" to category "0" needn't even have the same sign as going from category "0" to "1".

In the first case you have a single predictor; in the second, you have an additional predictor which corresponds to picking up the nonlinearity in the relationship, if any.

As a result, there's no reason to expect the intercept to be the same (in fact, you can show that it generally won't be the same).


2) Your code doesn't do what you want!

> is.factor(time.f)
[1] TRUE
> is.factor(data2$time.f)
[1] FALSE

> table(time.f)
time.f
 low  med high 
   3    3    3 
> table(data2$time.f)

1 2 3 
3 3 3 

Your factor has simply been turned back into another numeric (interval) variable, but with a shifted origin. Which is why the intercept is different in this case.

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x_factors = cbind(time.f, temp.f, acid.f)
data2 = data.frame(cbind(urecovery, x_factors))

These lines seems to be the problem. When you cbind different factors together, they become coerced into a numeric matrix. So what ends up happening is that data2 is the same as data (the independent variables are numeric), but the values are now {1, 2, 3} instead of {-1, 0, 1} due to the prior conversion to a factor. (That's just how R converts a factor into numeric – levels get assigned to numbers 1 through k.)

You can check this by using summary() or str() on the x_factors or data2 variables.

Thus, your lm results are the same, except for a different intercept, because {1, 2, 3} has the same numeric effect as {-1, 0, 1}, but now you have a different mean value.

If you want to actually treat the independent variables as factors, I recommend constructing your data.frame by either specifying each variable separately:

data3 <- data.frame(urecovery, time.f, temp.f, acid.f)

or converting variables to factors after combining together:

data4 <- data2
data4$time.f <- as.factor(data4$time.f)
data4$temp.f <- as.factor(data4$temp.f)
data4$acid.f <- as.factor(data4$acid.f)
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