[R] Drop1 and weights
Yan Wong
h.y.wong at leeds.ac.uk
Wed Mar 1 14:54:10 CET 2006
Hi,
If I used drop1 in a weighted lm fit, it seems to ignore the weights
in the AIC calculation of the dropped terms, see the example below.
Can this be right?
Yan
--------------------
library(car)
> unweighted.model <- lm(trSex ~ (river+length +depth)^2-
length:depth, dno2)
> Anova(unweighted.model)
Anova Table (Type II tests)
Response: trSex
Sum Sq Df F value Pr(>F)
river 0.1544 1 3.3151 0.07100 .
length 0.1087 1 2.3334 0.12911
depth 0.1917 1 4.1145 0.04461 *
river:length 0.0049 1 0.1049 0.74652
river:depth 0.3008 1 6.4567 0.01226 *
Residuals 5.9168 127
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> drop1(unweighted.model)
Single term deletions
Model:
trSex ~ (river + length + depth)^2 - length:depth
Df Sum of Sq RSS AIC
<none> 5.92 -401.97
river:length 1 0.004889 5.92 -403.86
river:depth 1 0.30 6.22 -397.37
### Both drop1 & Anova suggest dropping river:length
### Compare with the following:
> weighted.model <- lm(trSex ~ (river+length +depth)^2-length:depth,
dno2, weights=males+females)
> Anova(weighted.model)
Anova Table (Type II tests)
Response: trSex
Sum Sq Df F value Pr(>F)
river 1.471 1 3.3775 0.06843 .
length 1.002 1 2.2999 0.13187
depth 2.974 1 6.8295 0.01005 *
river:length 0.075 1 0.1733 0.67790
river:depth 2.020 1 4.6397 0.03313 *
Residuals 55.303 127
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> drop1(weighted.model)
Single term deletions
Model:
trSex ~ (river + length + depth)^2 - length:depth
Df Sum of Sq RSS AIC
<none> 55.30 -104.71
river:length 1 -49.33 5.97 -402.79
river:depth 1 -49.04 6.26 -396.39
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