[R] inconsistency between anova() and summary() of glmmPQL
Liaw, Andy
andy_liaw at merck.com
Wed Mar 1 19:29:15 CET 2006
My apologies: I got the descriptions of tests in summary() and anova()
backward.
Cheers,
Andy
From: I.Szentirmai
>
> Dear Andy,
>
> Thanks a lot for clarifying this for me.
>
> However, to me it seems that anova is the one that
> provides the results of a sequential test since whether a
> factor is significant depends on its position among all
> factors in the model. I ran my model including f1, f2 and
> f3 with different orders of these factors (model 1:
> y=f1+f2+f3; model 2: y=f3+f2+f1), and I got really
> different results. The results in the summary output
> however, did not depend on the order of the factors.
>
> Maybe I didn't get you right, but this seems to be in
> contrast with what you wrote me.
>
> Thanks,
> Istvan
>
>
> On Wed, 1 Mar 2006 11:53:16 -0500
> "Liaw, Andy" <andy_liaw at merck.com> wrote:
> > To quote one of my professors, it usually doesn't make
> >sense to ask
> > questions like `Is variable X significant?' (Or, sort
> >of more formally,
> > testing H0: beta_j = 0 vs. H1: beta_j != 0.) If `X' is
> >the _only_ variable
> > you will ever consider, then the question can make
> >sense. Otherwise, you
> > need more context: what other variables are you putting
> >into the model?
> >
> > The `inconsistency' you saw is because of difference in
> >context. The test
> > you see in summary() adds terms in the model
> >sequentially, so provides tests
> > of a sequence of nested models. OTHO, each row in the
> >output of anova() is
> > comparing two models: the model with all terms (`full
> >model') vs. the one
> > with all terms except the term being considered
> >(`reduced model'). Which
> > one is `right' depends on which hypothesis matches your
> >research question.
> >
> > HTH,
> > Andy
> >
> >From: I.Szentirmai
> >>
> >> Dear All,
> >>
> >> Could anyone explain me how it is possible that one
> >>factor
> >> in a glmmPQL model is non-significant according to the
> >> anova() function, whereas it turns out to be significant
> >> (or at least some of its levels differ significantly
> >>from
> >> some other levels) according to the summary() function.
> >> What is the truth, which results shall I believe? And,
> >>is
> >> there any other way of testing for the overall effect of
> >>a
> >> factor in glmmPQL, than anova()?
> >>
> >> Thanks for help,
> >> Istvan
> >>
> >> ______________________________________________
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> >>
> >>
> >
> >
> >
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