[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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