Stratum-varying fixed effects
Assume we have three strata, \(s_0\) , \(s_1\) , and \(s_2\) , where \(s_0\) is the “reference” stratum – in other words, \(s_0\) is the stratum for which the 0/1 indicator is 0 across the board in the indicator matrix below (the first row): \[\begin{bmatrix} 1 & 0 & 0 \\ 1 & 1 & 0 \\ 1 & 0 & 1 \end{bmatrix}\] B_0 + (B_1 + B_1_s1_offset * s1 + B_1_s2_offset * s2) * x_1 # in stratum s0 B_0 + (B_1) * x_1 # in stratum s1 B_0 + (B_1 + B_1_s1_offset * s1) * x_1 # in stratum s2 B_0 + (B_1 + B_1_s2_offset * s2) * x_1 # lm(y~x1*x2) model. ...