From: <rolf_at_math.unb.ca>

Date: Sun 01 Apr 2007 - 14:06:26 GMT

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon Apr 02 00:12:25 2007

Date: Sun 01 Apr 2007 - 14:06:26 GMT

Petr Klasterecky <klaster@karlin.mff.cuni.cz> wrote:

> And what about to read the help page ?anova ...?

*>
**> >>>
**> When given a sequence of objects, 'anova' tests the models against
**> one another in the order specified.
**> <<<
*

One perfectly reasonable response to ``what about'' is that it is not *at all* clear as to what the statement in the help page actually means.

> Generally you almost never fit a full model (including all possible

*> interactions etc) - no one can interpret such complicated models.
*

This assertion is certainly open to some dispute.

> Anova gives you a comparison between a broader model (the first

*> argument to anova) and its submodel(s).
*

As I read the above statement, it seems you've got it exactly backwards. Broader model == full model, submodel = model under the null hypothesis, is it not so? You should actually specify the ``reduced'' model (the model under the null hypothesis) first, and the full model second. E.g.: > y <- runif(20) > x1 <- runif(20) > x2 <- runif(20) > x3 <- runif(20) > f1 <- lm(y~x1+x2+x3) > f2 <- lm(y~x1) > anova(f1,f2) Analysis of Variance Table Model 1: y ~ x1 + x2 + x3 Model 2: y ~ x1 Res.Df RSS Df Sum of Sq F Pr(>F) 1 16 0.93225 2 18 1.07998 -2 -0.14774 1.2678 0.3083 Doing it your way --- full model first --- gives a negative sum of squares. And negative degrees of freedom for the effect being tested. Not that it really matters --- the anova() function gives you the same F statistic and p-value either way. And the negative SS is a dead giveaway that something is a bit skew-wiff. cheers, Rolf Turner rolf@math.unb.ca ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon Apr 02 00:12:25 2007

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