[R] lme: anova vs. intervals
Martin Henry H. Stevens
HStevens at muohio.edu
Fri Jun 21 19:51:53 CEST 2002
Dear Drs. Bates and Ripley,
Thank you kindly for your replies. After reading your replies, I have
chosen to use intervals() with appropriate hierarchical structure.
All the best,
Hank
At 12:07 PM 6/21/2002, ripley at stats.ox.ac.uk wrote:
>On 21 Jun 2002, Douglas Bates wrote:
>
> > "Martin Henry H. Stevens" <HStevens at muohio.edu> writes:
> >
> > > Windows 2000 (v.5.00.2195), R 1.5.1
> > > I have an lme object, fm0, which I examine with anova() and intervals().
> > > The anova output indicates one of the interaction terms is
> > > significant, but the intervals output shows that the single parameter
> > > for that term includes 0.0 in its 95% CI. I believe that the anova is
> > > a conditional (sequential) test; is intervals marginal or approximate?
> >
> > The intervals are both marginal and approximate, although the
> > approximation is generally very good. The anova output is based on
> > the same type of test, F-tests for general linear hypotheses
> > conditional on the relative values of the variance components. By
> > default the anova output is for sequential tests.
> >
> > > Which should I trust as more accurate or, alternaitvely, more
> > > conservative?
> >
> > They are testing different hypotheses. You must decide which is the
> > more meaningful hypothesis.
> >
> > In this case the intervals on the three-factor interaction term are
> > marginal intervals from a model that includes the four-factor
> > interaction. Most analysts would eliminate that four-factor
> > interaction before considering marginal tests on a three-factor
> > interaction.
>
>Yes, and since apparently treatment `contrasts' were used, it does not
>make much (any?) sense to test the three-factor coefficient whilst still
>fitting the four-factor interaction. That coefficient has a very complex
>interpretation, and dropping it is not equivalent to dropping the
>three-factor interaction (since that affects how the four-factor one is
>coded).
>
>Advice: the simplest interpretation is likely to come from sequential
>backward elimination respecting the hierarchy of terms.
>
> >
> > (Caution: This answer was composed first thing on a morning when I
> > got up early (North American time) to watch the Germany-U.S.A. world
> > cup soccer match. It is entirely possible that I am writing nonsense.)
> >
> > > Partial output follows.
> > > Thanks for the insight.
> > > Hank
> > >
> > > > anova(fm0)
> > > numDF denDF F-value p-value
> > > (Intercept) 1 69 6331.902 <.0001
> > > Fert 3 44 42.176 <.0001
> > > Seed 1 44 0.488 0.4886
> > > Litter 1 69 1.830 0.1805
> > > Density 1 69 68.714 <.0001
> > > Fert:Seed 3 44 0.061 0.9799
> > > Fert:Litter 3 69 0.294 0.8294
> > > Fert:Density 3 69 0.381 0.7667
> > > Seed:Litter 1 69 0.005 0.9447
> > > Seed:Density 1 69 0.449 0.5048
> > > Litter:Density 1 69 0.141 0.7087
> > > Fert:Seed:Litter 3 69 0.256 0.8565
> > > Fert:Seed:Density 3 69 4.254 0.0081
> > > Fert:Litter:Density 3 69 1.814 0.1527
> > > Seed:Litter:Density 1 69 4.083 0.0472
> > > Fert:Seed:Litter:Density 3 69 1.047 0.3773
> > >
> > > > intervals(fm0)$fixed
> > > lower est. upper
> > > (Intercept) 2.8880007 3.25040348 3.61280623
> > > ...
> > > Density 0.1076366 0.41670852 0.72578044
> > > ...
> > > SeedC:LitterR:Density -0.4803310 0.06412348 0.60857794
> > >
> > >
> > >
> > >
> > > Martin Henry H. Stevens, Assistant Professor
> > > 338 Pearson Hall
> > > Botany Department
> > > Miami University
> > > Oxford, OH 45056
> > >
> > > Office: (513) 529-4206
> > > Lab: (513) 529-4262
> > > FAX: (513) 529-4243
> > > http://www.muohio.edu/~botcwis/bot/henry.html
> > >
> > >
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> > > r-help mailing list -- Read
> http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> > > Send "info", "help", or "[un]subscribe"
> > > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
> > >
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> > >
> >
> > --
> > Douglas Bates bates at stat.wisc.edu
> > Statistics Department 608/262-2598
> > University of Wisconsin - Madison http://www.stat.wisc.edu/~bates/
> >
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> > Send "info", "help", or "[un]subscribe"
> > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
> >
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> >
>
>--
>Brian D. Ripley, ripley at stats.ox.ac.uk
>Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
>University of Oxford, Tel: +44 1865 272861 (self)
>1 South Parks Road, +44 1865 272860 (secr)
>Oxford OX1 3TG, UK Fax: +44 1865 272595
Martin Henry H. Stevens, Assistant Professor
338 Pearson Hall
Botany Department
Miami University
Oxford, OH 45056
Office: (513) 529-4206
Lab: (513) 529-4262
FAX: (513) 529-4243
http://www.muohio.edu/~botcwis/bot/henry.html
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list