[R] Anova problem with order of terms in model
John Fox
jfox at mcmaster.ca
Tue Jan 17 23:27:00 CET 2006
Dear Martin,
The anova() function computes sequential (sometimes called "type-I") tests;
I'm not sure what Jmp does by default, but either "type-II" or "type-III"
tests would produce these results for a model of this structure. See the
Anova() function in the car package for "type-II" and "III" tests.
I hope this helps,
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Martin Julien
> Sent: Tuesday, January 17, 2006 3:34 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Anova problem with order of terms in model
>
> Hi
> I have a linear model and I want to tests whether the model
> terms are significant I used anova but F and P value depend
> on the order of the terms in the model.
> I have repeated the same analysis in another stat software
> and F and P value did not differ with order of terms in the model.
> Can anyone can explain what happen or what am I doing wrong ?
>
> In R
> > anova (lm(Y~X.1+X.2))
> Analysis of Variance Table
> Response: Y
> Df Sum Sq Mean Sq F value Pr(>F)
> X.1 1 4.0351 4.0351 6.5187
> 0.01852
> X.2 1 0.5903 0.5903 0.9537
> 0.33991
> Residuals 21 12.9991 0.619
>
> > anova (lm(Y~X.2+X.1))
> Analysis of Variance Table
> Response: Y
> Df Sum Sq Mean Sq F value Pr(>F)
> X.2 1 1.9651 1.9651 3.1747
> 0.08926
> X.1 1 2.6603 2.6603 4.2977
> 0.05066
> Residuals 21 12.9991 0.619
>
> With another stat software (JMP)
> Y~X.1+X.2
> Df Sum Sq Mean Sq F value Pr(>F)
> X.1 1 2.6603 2.6603 4.2977
> 0.05066
> X.2 1 0.5903 0.5903 0.9537
> 0.33991
> Residuals 21 12.9991 0.619
>
> Y~X.2+X.1
> Df Sum Sq Mean Sq F value Pr(>F)
> X.2 1 0.5903 0.5903 0.9537
> 0.33991
> X.1 1 2.6603 2.6603 4.2977
> 0.05066
> Residuals 21 12.9991 0.619
>
>
> --------------------------------------------------------------
> -------------
> Julien Martin
>
> Canadian Research Chair in behavioural ecology Université du
> Québec à Montréal
>
> Email: martin.julien.2 at courrier.uqam.ca
>
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