[R] Odd anova(lm()) order phenomenon, looking for an explanation

[Peter Dalgaard]

Berwin A Turlach <berwin at maths.uwa.edu.au> writes:

> Don't know if the following example, which shows the same behaviour,
> leads to any insight. 
> 
> > n <- 100
> > x1 <- runif(n, -1,1)
> > x2 <- runif(n, -1,1)
> > y <- x1*x1*x2 + rnorm(n, sd=0.05)
> > y <- y - mean(y)
> > anova(lm(y~x1+x2))

Here's another (paraphrased from the Pixel data in nlme, which have
similar behaviour)

x1 <- runif(100,8,10)
x2 <- x1^2
y <- (x1 - 9)^2 + rnorm(100, sd=.1)
plot(x1, y)
anova(lm(y ~ x1 + x2))
anova(lm(y ~ x2 + x1))
summary(lm(y ~ x1))
summary(lm(y ~ x2))
summary(lm(y ~ x1 + x2))


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