[Rd] anova.glm (PR#7624)

From: <yuedong_at_pstat.ucsb.edu>
Date: Wed 02 Feb 2005 - 14:31:48 EST


There may be a bug in the anova.glm function.

deathstar[32] R

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> counts <- c(18,17,15,20,10,20,25,13,12)
> outcome <- gl(3,1,9)
> treatment <- gl(3,3)
> glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
> anova(glm.D93,test="Chisq")

Analysis of Deviance Table

Model: poisson, link: log

Response: counts

Terms added sequentially (first to last)

           Df Deviance Resid. Df Resid. Dev P(>|Chi|)
NULL                          8    10.5814
outcome    2   5.4523         6     5.1291    0.0655
treatment  2   0.0000         4     5.1291    1.0000

> anova(glm.D93,test="F")

Analysis of Deviance Table

Model: poisson, link: log

Response: counts

Terms added sequentially (first to last)

           Df Deviance Resid. Df Resid. Dev      F  Pr(>F)
NULL                          8    10.5814
outcome    2   5.4523         6     5.1291 2.7262 0.06547 .
treatment  2   0.0000         4     5.1291 0.0000 1.00000
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1



----------------------------------------------------------------------
The F test should use the estimated dispersion parameter, so should be 
different from the Chisq test. The following is what I got from Splus:

deathstar[31] Splus
S-PLUS : Copyright (c) 1988, 2000 MathSoft, Inc.
S : Copyright Lucent Technologies, Inc.
Version 6.0 Release 1 for Linux 2.2.12 : 2000
Working data will be in /data/home/faculty/yuedong/MySwork

> counts <- c(18,17,15,20,10,20,25,13,12)
> outcome <- factor(rep(1:3,3))
> treatment <- factor(rep(1:3,c(3,3,3)))
> glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
> anova(glm.D93, test="Chisq")
Analysis of Deviance Table Poisson model Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev Pr(Chi) NULL 8 10.58145 outcome 2 5.452305 6 5.12914 0.0654707 treatment 2 0.000000 4 5.12914 1.0000000
> anova(glm.D93, test="F")
Analysis of Deviance Table Poisson model Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev F Value Pr(F) NULL 8 10.58145 outcome 2 5.452305 6 5.12914 2.108359 0.2369863 treatment 2 0.000000 4 5.12914 0.000000 1.0000000 --------------------------------------------------------------------
Yuedong Wang Phone: (805) 893-4870 Dept of Statistics & Applied Probability Fax: (805) 893-2334 Univ of California yuedong@pstat.ucsb.edu Santa Barbara, CA 93106 http://www.pstat.ucsb.edu/faculty/yuedong ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
Received on Wed Feb 02 14:42:26 2005

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