Re: [R] contrasts in lm and lme

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From: Peter Dalgaard BSA (p.dalgaard@biostat.ku.dk)
Date: Sat 16 Jun 2001 - 05:27:11 EST


Message-ID: <x2lmmtmtm8.fsf@blueberry.kubism.ku.dk>


"Peter B. Mandeville" <mandevip@deimos.tc.uaslp.mx> writes:

> SAS treatment helmert sum sdif
> Pr(>F) 3.073e-05 3.073e-05 3.073e-05 3.073e-05 3.073e-05
>
> the probabilities of the different contrasts were
>
> SAS treatment helmert sum sdif
> A-B 0.072635 0.072635 0.072635
> A-C 8.69e-06 8.69e-06 0.000322
> B-C 0.00875 0.637971 0.00875
>
> Why does the contrast contr.sum have distinct results from the other
> contrasts? Which ones are confiable?

Are you reading the output correctly? Sum contrasts are the ones that
sum to zero, so you get k-1 values and the k-th one is minus the sum
of the others. One result of this is that the test of each individual
coefficient is meaningless (whether a group level is equal to the
average of all group levels).

If the process is repeated with lme in place of lm with

> res <- lm(dbp~Treatment+Visit+dbp1,random=~1|Patient)

in place of

> res <- lm(dbp~Treatment+Visit+dbp1)

...
> SAS treatment helmert sum sdif
> AIC 7501.212 7501.212 7511.151 7506.182 7501.212
> BIC 7546.116 7546.116 7556.055 7551.086 7546.116
> logLik -3741.606 -3741.606 -3746.576 -3744.091 -3741.606
>
> Given that AIC and BIC are calculated logLik, it is reasonable that they
> differ given the different values of the logLik, but is it reasonable that
> the logLik's are different?

I think the model is contrast independent when specified like that.
(But you have a typo in the command, so that's not what you ran...)
Looks like there might a convergence problem with the sum and helmert
contrasts, although they are the ones normally considered numerically
more stable. Do the variance estimates look similar?

> SAS treatment helmert sum sdif
> A-B 0.2330 0.2330 0.2330
> A-C 0.0033 0.0033 0.0168
> B-C 0.0850 0.7553 0.0850
>
> Again, why does the contrast contr.sum have distinct results from the other
> contrasts? Which ones are confiable?

Same as before I think.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
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