童小军 发表于 2013-12-11 23:00 
不懂你什么意思?截距项怎么变成dummy variable。是你自己重新定义还是怎样?
这样做是不是截距项也有了:(这么做对不对)
另外一个各个time的截距和斜率是用
(Intercept) -1.833508 —— factor(time)2 -0.002559
D 2.290970——D:factor(time)2 -0.019753
这么做的计算结果和使用data.frame(predict(model))的预测值不一样呀,不知道各个time的参数(截距和斜率怎么求呀)
model<-lm(T~D+D*factor(time), data=rd)
summary(model)
Call:
lm(formula = T ~ D + D * factor(time), data = rd)
Residuals:
Min 1Q Median 3Q Max
-0.40008 -0.08177 -0.00893 0.08135 0.48261
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -1.833508 0.164526 -11.144 < 2e-16 ***
D 2.290970 0.059637 38.415 < 2e-16 ***
factor(time)2 -0.002559 0.181352 -0.014 0.988753
factor(time)3 -0.484401 0.191205 -2.533 0.011942 *
factor(time)4 -0.883485 0.210132 -4.204 3.71e-05 ***
factor(time)5 0.454283 0.208719 2.177 0.030503 *
factor(time)6 -0.728906 0.194657 -3.745 0.000227 ***
D:factor(time)2 -0.019753 0.067653 -0.292 0.770564
D:factor(time)3 0.236851 0.072270 3.277 0.001205 **
D:factor(time)4 0.383749 0.077723 4.937 1.49e-06 ***
D:factor(time)5 -0.108568 0.075846 -1.431 0.153625
D:factor(time)6 0.272438 0.072589 3.753 0.000220 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 0.1416 on 237 degrees of freedom
Multiple R-squared: 0.9891, Adjusted R-squared: 0.9886
F-statistic: 1951 on 11 and 237 DF, p-value: < 2.2e-16