[R] about lm restrictions...
klebyn
klebyn at yahoo.com.br
Fri Jan 27 04:00:04 CET 2006
Hello all R-users
_question 1_
I need to make a statistical model and respective ANOVA table
but I get distinct results for
the T-test (in summary(lm.object) function) and
the F-test (in anova(lm.object) )
shouldn't this two approach give me the same result, i.e
to indicate the same significants terms in both tests???????
obs.
The system has two restrictions:
1) sum( x_i ) = 1
2) sum( z_j ) = 1
*output below*
_question 2_
Has I to considerate a SST in ANOVA table with:
1) N-2 d.f. because of 2 restrictions?
or
2) N-1 d.f. because of 1 global restriction: sum( x ) + sum( z ) = 2 ?
I don't find any paper, book or another reference,
if someone may to indicate references for this type model (with 2
restrictions),
I would be very grateful.
Thanks a lot.
Regards
Cleber N. Borges
###############################
# OUTPUT
###############################
Coefficients: (1 not defined because of singularities)
Estimate Std. Error t value Pr(>|t|)
(Intercept) 15.5000 0.5270 29.409 2.97e-10 ***
z1:x1 -5.0000 0.7454 -6.708 8.77e-05 ***
z1:x2 0.5000 0.7454 0.671 0.519177
z1:x3 -3.0000 0.7454 -4.025 0.002996 **
z2:x1 -6.0000 0.7454 -8.050 2.11e-05 ***
z2:x2 -5.0000 0.7454 -6.708 8.77e-05 ***
z2:x3 -4.5000 0.7454 -6.037 0.000193 ***
z3:x1 1.0000 0.7454 1.342 0.212580
z3:x2 1.5000 0.7454 2.012 0.075029 .
z3:x3 NA NA NA NA
Analysis of Variance Table
Response: y
Df Sum Sq Mean Sq F value Pr(>F)
z1:x1 1 16.674 16.674 30.0125 0.0003910 ***
z1:x2 1 13.580 13.580 24.4446 0.0007977 ***
z1:x3 1 1.190 1.190 2.1429 0.1772677
z2:x1 1 35.267 35.267 63.4800 2.287e-05 ***
z2:x2 1 32.400 32.400 58.3200 3.202e-05 ***
z2:x3 1 42.667 42.667 76.8000 1.061e-05 ***
z3:x1 1 0.083 0.083 0.1500 0.7075349
z3:x2 1 2.250 2.250 4.0500 0.0750295 .
Residuals 9 5.000 0.556
---
###############################
# DATA
###############################
z1 z2 z3 x1 x2 x3 y
1 0 0 1 0 0 10
1 0 0 0 1 0 15
1 0 0 0 0 1 12
0 1 0 1 0 0 10
0 1 0 0 1 0 11
0 1 0 0 0 1 11
0 0 1 1 0 0 16
0 0 1 0 1 0 17
0 0 1 0 0 1 15
1 0 0 1 0 0 11
1 0 0 0 1 0 17
1 0 0 0 0 1 13
0 1 0 1 0 0 9
0 1 0 0 1 0 10
0 1 0 0 0 1 11
0 0 1 1 0 0 17
0 0 1 0 1 0 17
0 0 1 0 0 1 16
###############################
# CODE
###############################
x = read.table(file("clipboard"),h=T)
## NOT a Scheffé Model:
x.lm <- lm( y ~ (z1+z2+z3):(x1+x2+x3), data=x)
summary(x.lm)
anova(x.lm)
## Scheffé Model: <- IS CORRECT the analysis below?
x.lm <- lm( y ~ -1 + (z1+z2+z3):(x1+x2+x3), data=x)
summary(x.lm)
x.aov <- aov( y ~ (z1+z2+z3):(x1+x2+x3), data=x)
summary(x.aov)
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