RE: [R] ANOVA with both discreet and continuous variable

From: <Bill.Venables_at_csiro.au>
Date: Sat 23 Apr 2005 - 15:53:35 EST


An anonymous enquirer asks:

: -----Original Message-----
: From: r-help-bounces@stat.math.ethz.ch
: [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of array chip
: Sent: Saturday, 23 April 2005 2:32 PM
: To: r-help@stat.math.ethz.ch
: Subject: [R] ANOVA with both discreet and continuous variable

:
:
: Hi all,
:
: I have dataset with 2 independent variable, one (x1)
: is continuous, the other (x2) is a categorical
: variable with 2 levels. The dependent variable (y) is
: continuous. When I run linear regression y~x1*x2, I
: found that the p value for the continuous independent
: variable x1 changes when different contrasts was used
: (helmert vs. treatment), while the p values for the
: categorical x2 and interaction are independent of the
: contrasts used. Can anyone explain why?

Because the hypotheses the corresponding test statistics are testing are invariant with respect to the choice of contrast matrices you have considered. (This is NOT true if your factor has more than two levels, by the way.)

: I guess the p
: value for x1 is testing different hypothesis under
: different contrasts?

The tests are for different null hypotheses, yes.

: If the interaction is NOT
: significant, what contrast should I use to test the
: hypothesis that x1 is not significantly related with
: y?

There is no choice of contrast matrix that will give the test statistic associated with the linear term x1 this meaning. Your question only specifies a null hypothesis, a significance test requires a null and an alternative hypothesis. Both matter. In the context you have set up below the way I would go about addressing what I think is your question would be something like:

M0 <- lm(y ~ x2)     ## Null hypthesis with no x1
M1 <- lm(y ~ x1*x2)	  ## outer hypothesis as below
anova(M0, M1)  

:
:
: x1<-rnorm(50,9,2)
: x2<-as.factor(as.numeric(runif(50)<0.35))
: y<-rnorm(50,30,5)
:
: options(contrasts=c('contr.treatment','contr.poly'))
: summary(lm(y~x1*x2))
:
: options(contrasts=c('contr.helmert','contr.poly'))
: summary(lm(y~x1*x2))
:
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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 Received on Sat Apr 23 15:59:50 2005

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