[R] gls anova wald test calculations
Alan Swanson
swanson at yellowstoneresearch.org
Tue Mar 2 20:18:43 CET 2004
I have a question about the Wald test F-statistics that are calculated when
the anova() command is used on a singular gls or lme object. As I recall
from my linear models class, the Wald test examines H0: C'B = d0 vs Ha: C'B
!= d0. Does anybody know how this C matrix is constructed in R? Is there
a way to see the C matrix that R is using? In my situation, I'm looking at
marginal ANOVA tables and would like to know how the other factors, and in
particular the interaction terms, are being treated for a given row of the
table. I'm assuming that some sort of averaging takes place but can't find
anything about it in the documentation I have. Thanks, Alan
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