[R] Difference between summary.lm() and summary.aov()
John Fox
jfox at mcmaster.ca
Sun Dec 7 00:24:27 CET 2003
Dear Spencer and Alexander,
In this case, physician is apparently a factor with three levels, so
summary.aov() gives you a sequential ANOVA, equivalent to what you'd get
from anova(). There no simple relationship between the F-statistic for
physician, which has 2 df in the numerator, and the two t's. (By the way, I
doubt whether a sequential ANOVA is what's wanted here.)
Regards,
John
At 09:17 AM 12/6/2003 -0800, Spencer Graves wrote:
> The square of a Student's t with "df" degrees of freedom is an F
> distribution with 1 and "df" degrees of freedom.
> hope this helps. spencer graves
>
>Alexander Sirotkin [at Yahoo] wrote:
>
>>I have a simple linear model (fitted with lm()) with 2
>>independant
>>variables : one categorical and one integer.
>>
>>When I run summary.lm() on this model, I get a
>>standard linear
>>regression summary (in which one categorical variable
>>has to be
>>converted into many indicator variables) which looks
>>like :
>>
>> Estimate Std. Error t value Pr(>|t|)
>>(Intercept) -3595.3 2767.1 -1.299 0.2005
>>physicianB 802.0 2289.5 0.350 0.7277
>>physicianC 4906.8 2419.8 2.028 0.0485 *
>>severity 7554.4 906.3 8.336 1.12e-10 ***
>>
>>and when I run summary.aov() I get similar ANOVA table
>>:
>> Df Sum Sq Mean Sq F value Pr(>F)
>>physician 2 294559803 147279901 3.3557 0.04381
>>*
>>severity 1 3049694210 3049694210 69.4864 1.124e-10
>>***
>>Residuals 45 1975007569 43889057
>>
>>What is absolutely unclear to me is how F-value and
>>Pr(>F) for the
>>categorical "physician" variable of the summary.aov()
>>is calculated
>>from the t-value of the summary.lm() table.
>>
>>I looked at the summary.aov() source code but still
>>could not figure
>>it.
>>
>>Thanks a lot.
>>
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>
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-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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