[R] Differences in estimates calculated in R and SPSS

[John Fox]

Dear Katja,

If the fitted values are the same and the coefficients differ, then the
parametrization of the models differ. I suspect that SPSS is using
sum-to-zero contrasts (contr.sum in R, coded -1, 0, 1), while R uses
dummy-coded contrasts (contr.treatment, coded 0,1) by default. If this is
the case, then you should get the same coefficients in R by setting
options(contrasts=c("contr.sum", "contr.poly")). There are other ways of
doing this as well. 

See ?options, ?contr.treatment, etc., and section 11.1.1 of the introductory
manual that comes with R (and perhaps read something more detailed about how
R handles factors in linear models).

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 Katja 
> Walentowitz
> Sent: Saturday, October 14, 2006 11:08 AM
> To: Dirk Eddelbuettel
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] Differences in estimates calculated in R and SPSS
> 
> I have compared the models, they are exactly the same. The 
> same for the data. The problem occurs most often when I use 
> the aov-function.
> When I calculate the fitted values, they are the same, but 
> the intercept is somewhat different. In R the intercept is 
> more or less the mean of the regressand values, as defined in 
> some statistical books - but still: it is not the exact mean. 
> In SPSS it is not.
> 
> Thanks again for helping me.
> Katja
> 
> On 10/14/06, Dirk Eddelbuettel <edd at debian.org> wrote:
> >
> >
> > On 14 October 2006 at 16:59, Katja Walentowitz wrote:
> > | I am a bit confused because I get different estimates for the 
> > | regression coefficients from R and SPSS.
> > | Does anyone have an explanation for this?  As I am not so 
> > | experienced in data analysis, I don't know why this happens.
> >
> > Maybe you are not estimating the same model -- one may have an 
> > intercept, and the other doesn't.  Or maybe something happens while 
> > you read the data -- start by comparing summary statistics, 
> > tabulations and plots of your data.
> >
> > But as you didn't tell what you estimated, and how, it is a 
> tad hard 
> > for use to guess.  There is a Posting Guide recommending 
> how to phrase 
> > questions and what to suplly ...
> >
> > Dirk
> >
> > --
> > Hell, there are no rules here - we're trying to accomplish 
> something.
> >                                                   -- Thomas 
> A. Edison
> >
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.