[Rd] anova and intercept

peter dalgaard pd@|gd @end|ng |rom gm@||@com
Mon Dec 26 18:59:35 CET 2022


My usual advice on getting nonstandard F tests out of anova() is to fit the models explicitly and compare. 

So how about this?

fit1 <- lm(diff(extra,10) ~ 1, sleep)
fit0 <- update(fit1, ~ -1)
anova(fit0, fit1)

-pd

> On 26 Dec 2022, at 13:49 , Gabor Grothendieck <ggrothendieck using gmail.com> wrote:
> 
> Suppose we want to perform a paired test using the sleep data frame
> with anova in R.  Then this works and gives the same p value as
> t.test(extra ~ group, sleep, paired = TRUE, var.equal = TRUE)
> 
>   ones <- rep(1, 10)
>   anova(lm(diff(extra, 10) ~ ones + 0, sleep)
> 
> This gives output but does not give an F test at all.
> 
>   ones <- rep(1, 10)
>   anova(lm(diff(extra, 10) ~ 1, sleep)
> 
> Maybe there should be some way to force an F test to be produced for
> the intercept in anova for consistency with t.test so that the second
> code can be used.
> 
> 
> -- 
> Statistics & Software Consulting
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> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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