[R] Chi square value of anova(binomialglmnull, binomglmmod, test="Chisq")

[peter dalgaard]

On Jun 6, 2012, at 10:59 , lincoln wrote:

> 
> David Winsemius wrote
>> 
>> This is making me think you really have multiple observation on the  
>> same individuals (and that persons make transitions from one state to  
>> another as a result of the passage of time. That needs a more complex  
>> analysis than "simple" logistic regression. You might consider posting  
>> a more complete description of the study on the SIG Mixed Effects  
>> mailing list.
>> 
>> -- 
>> David.
>> 
> 
> No, I haven't. Individuals are birds marked with an unique alphanumeric code
> that gives me information on their gender (sometimes I have this data
> sometime I haven't), and their birth date (as a consequence also the age).
> There are no multiple observations of the same individual.
> 
> Anyway, I believe I have not been answered to the main question: when using
> anova with test "Chisq" between two models, is the difference in deviance
> between the two models interpretable as the Chi Square value and the
> difference in df interpretable as the df of the Chi square test?
> 
> For instance, given:
> 
>> anova(mod4,update(mod4,~.-cohort),test="Chisq")
> Analysis of Deviance Table
> 
> Model 1: site ~ cohort
> Model 2: site ~ 1
>  Resid. Df Resid. Dev Df Deviance P(>|Chi|)    
> 1       993     1283.7                          
> 2      1002     1368.2 -9  -84.554 2.002e-14 ***
> ---
> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 
> 
> Is 84.554 taken as the Chi square value, 9 as the df of the test and the
> p-value depending on these two values?

That's the general mechanism, yes. (Whether the chi-square distribution holds after variable selection is a more difficult issue. Frank Harrell might chime in and remind us that there are books on that subject.)

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com