[R] A problem in a glm model

Simona Avanzo ibanez27 at inwind.it
Thu May 8 23:48:53 CEST 2003


Hallo all, 

I have the following glm model:

f1 <- as.formula(paste("factor(y.fondi)~",
                  "flgsess + segmeta2 + udm + zona.geo + ultimo.prod.", 
                  "+flg.a2 + flg.d.na2 + flg.v2 + flg.cc2",
                  " +(flg.a1 + flg.d.na1 + flg.v1 + flg.cc1)^2",
                  " + flg.a2:flg.d.na2 + flg.a2:flg.v2 + flg.a2:flg.cc2",
                  " + flg.d.na2:flg.v2 + flg.v2:flg.cc2",
                 sep=""))

g1 <- glm(f1,family=binomial,data=camp.lavoro.meno.na)

The variables are all factors:
·	y.fondi takes value 0 or 1; 
·	flgsess has 2 levels;
·	segmeta2 has 4 levels;
·	udm has 6 levels;
·	zona.geo has 5 levels;
·	ultimo.prod. has 4 levels;
·	flg.a1, flg.d.na1, flg.v1, flg.cc1, flg.a2, flg.d.na2,  flg.v2, flg.cc2  are 8 factors that take values 0 or 1.

The number of observations is 1390. 
The observations with "y.fondi = 1" are 259.
The observations with "y.fondi = 0" are 1131.
 
The summary of the model is:
> summary(g1)
Call:
glm(formula = f1, family = binomial, data = camp.lavoro.meno.na)

Deviance Residuals: 
    Min       1Q   Median       3Q      Max  
-2.8955  -0.3586  -0.2692  -0.1642   2.9133  

Coefficients:
                                   Estimate    Std. Error  z value   Pr(>|z|)    
(Intercept)                    -2.7647     0.7523     -3.675    0.000238 ***
...                                      ...           ...              ...              ...        

flg.a21                           0.7898      0.4948     1.596     0.110475    
flg.d.na21                      0.2097      0.7336     0.286     0.774963    
flg.v21                           0.3928      0.5257     0.747     0.454994    
flg.cc21                         -0.8547      1.4954    -0.572     0.567625    
flg.a11                           0.7051      0.4889     1.442     0.149221    
flg.d.na11                       1.3582     0.5429     2.502     0.012353 *  
flg.v11                            2.2596     0.5079     4.449     8.62e-06 ***
flg.cc11                          -3.3658     8.5259    -0.395     0.693014    
flg.a21:flg.d.na21           -6.9392     26.5432  -0.261     0.793760    
flg.a21:flg.v21                -1.4355     4.0963    -0.350    0.726005    
flg.a21:flg.cc21               -6.0460    72.4807    -0.083    0.933521    
flg.d.na21:flg.v21            -2.4347     2.9045    -0.838    0.401888    
flg.v21:flg.cc21                11.7232   72.4814     0.162    0.871510    
flg.a11:flg.d.na11            -8.3843    30.4660    -0.275   0.783162 !!!!    
flg.a11:flg.v11                  6.5067    39.2569     0.166   0.868356    
flg.a11:flg.cc11                 13.5596   19.4693    0.696   0.486140  !!!!  
flg.d.na11:flg.v11            -0.7143     1.2673     -0.564   0.573013    
flg.d.na11:flg.cc11            12.0653   15.3880     0.784   0.432997    
flg.v11:flg.cc11                  6.2648    8.5808      0.730  0. 465331  !!!!  

Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 
(Dispersion parameter for binomial family taken to be 1)

    Null deviance: 1336.79  on 1389  degrees of freedom
Residual deviance:  576.08  on 1354  degrees of freedom
AIC: 648.08

Number of Fisher Scoring iterations: 8

If  I apply the test anova, I obtain:

> g1.1 <- update(g1,~.-flg.a1:flg.d.na1,data=camp.lavoro.meno.na)
> anova(g1.1,g1,test="Chisq")
Analysis of Deviance Table
  Resid. Df Resid. Dev   Df Deviance P(>|Chi|)
1      1355     578.49                        
2      1354     576.08    1     2.41      0.12

> g1.1 <- update(g1,~.-flg.a1:flg.cc1,data=camp.lavoro.meno.na)
> anova(g1.1,g1,test="Chisq")
Analysis of Deviance Table
  Resid. Df Resid. Dev   Df Deviance P(>|Chi|)
1      1355     580.77                        
2      1354     576.08    1     4.69      0.03

> g1.1 <- update(g1,~.-flg.v1:flg.cc1,data=camp.lavoro.meno.na)
> anova(g1.1,g1,test="Chisq")
Analysis of Deviance Table
  Resid. Df Resid. Dev   Df Deviance P(>|Chi|)
1      1355     578.01                        
2      1354     576.08    1     1.94      0.16

Why I obtain these differences?
Many thanks for any help, 

Simona




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