[R] Interpreting summary.lm for a 2 factor anova
Ashim Kapoor
ashimkapoor at gmail.com
Sat Dec 3 06:18:39 CET 2016
Please allow me to rephrase myquery.
> model.tables(model,"m")
Tables of means
Grand mean
28.14815
wool
wool
A B
31.037 25.259
tension
tension
L M H
36.39 26.39 21.67
wool:tension
tension
wool L M H
A 44.56 24.00 24.56
B 28.22 28.78 18.78
>
The above is the same as :
with( warpbreaks, tapply( breaks, interaction(wool, tension), mean ) )
A.L B.L A.M B.M A.H B.H
44.55556 28.22222 24.00000 28.77778 24.55556 18.77778
For reference:
> model <- aov(breaks ~ wool * tension, data = warpbreaks)
> summary.lm(model)
Call:
aov(formula = breaks ~ wool * tension, data = warpbreaks)
Residuals:
Min 1Q Median 3Q Max
-19.5556 -6.8889 -0.6667 7.1944 25.4444
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 44.556 3.647 12.218 2.43e-16 ***
woolB -16.333 5.157 -3.167 0.002677 **
tensionM -20.556 5.157 -3.986 0.000228 ***
tensionH -20.000 5.157 -3.878 0.000320 ***
woolB:tensionM 21.111 7.294 2.895 0.005698 **
woolB:tensionH 10.556 7.294 1.447 0.154327
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 10.94 on 48 degrees of freedom
Multiple R-squared: 0.3778, Adjusted R-squared: 0.3129
F-statistic: 5.828 on 5 and 48 DF, p-value: 0.0002772
Now I'll explain what is confusing me in the output of summary.lm.
Coeff of Intercept = 44.556 = cell mean for A.L. This is the base.
Coeff of woolB:L = -16.333 = 28.22222 - 44.556. This is the difference of
this cell mean(B:L) from the base.
Coeff of woolA:tensionM = -20.556 = 24.000- 44.556. This is the difference
of this cell mean (A:M) from the base.
Coeff of woolA:tensionH = -20.000 = 24.55556 - 44.556. This is the
difference of this cell mean(A:H) from the base.
This is where it stops being the difference from the base.
Coeff of woolB:tensionM = 21.111 should turn out to be 28.77778 - 44.556
but this is -15.77822
Coeff of woolB:tensionH = 10.556 should turn out to be 18.77778 - 44.556
but this is -25.77822
In the above 2 cases, we can't say that the coefficient = cell mean - base
case. Can you tell me what should be the statement to be made ?
Best Regards,
Ashim
PS : My apologies for emailing my query to this list. Can you tell me the
names of a few (active) statistics help list ?
On Sat, Dec 3, 2016 at 1:33 AM, David Winsemius <dwinsemius at comcast.net>
wrote:
>
> > On Dec 2, 2016, at 9:09 AM, David Winsemius <dwinsemius at comcast.net>
> wrote:
> >
> >>
> >> On Dec 2, 2016, at 6:16 AM, Ashim Kapoor <ashimkapoor at gmail.com> wrote:
> >>
> >> Dear Pikal,
> >>
> >> All levels except the interactions are compared to the Intercept. I'm a
> >> little confused as to what's going on in interaction terms eg. the cell
> >> wool B : tension M. It's mean is :
> >> 28.78 and 28.78 - 44.56 = -15.78 != 21.111.
> >>
> >> It's something like 44.56 (intercept) -16.333 (wool B) -.20.556 (tension
> >> M) + 21.111 (woolB:tensionM) = 28.782.
> >>
> >> I don't know how to sum up the above line in terms of differences
> >> succinctly.
> >
> > The aov estimate will not exactly equal the observed mean (this is
> _statistics_ after all). You should be comparing the mean of that cell to
> the estimate:
> >
> > 44.556 + (-16.33) +(-20.556) + (21.11)
>
> A respected participant advised me to look at this more closely. In this
> case (and I think in most such cases) where there are the same number of
> parameters as there are means, the model is "saturated" and there is no
> difference:
>
> with( warpbreaks, tapply( breaks, interaction(wool, tension), mean ) )
> A.L B.L A.M B.M A.H B.H
> 44.55556 28.22222 24.00000 28.77778 24.55556 18.77778
>
> So the B:M estimate is identical up to rounding with the observed mean:
>
> 44.556 + (-16.33) +(-20.556) + (21.11)
> [1] 28.78
>
>
>
> >
> > The difference between the observed mean and the estimated mean is known
> as a 'residual'
>
> I've also been privately but gently chided for this misstatement.
> Residuals are the difference between data and estimates.
>
> > and the squared sum of the all residuals is what this being minimized
> ... over all the cells including the one implicitly associated with the
> Intercept.
> >
> > This isn't really on-topic for Rhelp since you are not having difficulty
> in getting the R program to perform its duties, but are rather in need of
> statistical education. That not what this mailing list is set up for.
> >
> > --
> > David.
> >
> >>
> >>>
> >>>> -----Original Message-----
> >>>> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Ashim
> >>>> Kapoor
> >>>> Sent: Thursday, December 1, 2016 2:48 PM
> >>>> To: r-help at r-project.org
> >>>> Subject: [R] Interpreting summary.lm for a 2 factor anova
> >>>>
> >>>> Dear all,
> >>>>
> >>>> Here is a small example : -
> >>>>
> >>>>> model <- aov(breaks ~ wool * tension, data = warpbreaks)
> >>>>> summary.lm(model)
> >>>>
> >>>> Call:
> >>>> aov(formula = breaks ~ wool * tension, data = warpbreaks)
> >>>>
> >>>> Residuals:
> >>>> Min 1Q Median 3Q Max
> >>>> -19.5556 -6.8889 -0.6667 7.1944 25.4444
> >>>>
> >>>> Coefficients:
> >>>> Estimate Std. Error t value Pr(>|t|)
> >>>> (Intercept) 44.556 3.647 12.218 2.43e-16 ***
> >>>> woolB -16.333 5.157 -3.167 0.002677 **
> >>>> tensionM -20.556 5.157 -3.986 0.000228 ***
> >>>> tensionH -20.000 5.157 -3.878 0.000320 ***
> >>>> woolB:tensionM 21.111 7.294 2.895 0.005698 **
> >>>> woolB:tensionH 10.556 7.294 1.447 0.154327
> >>>> ---
> >>>> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> >>>>
> >>>> Residual standard error: 10.94 on 48 degrees of freedom
> >>>> Multiple R-squared: 0.3778, Adjusted R-squared: 0.3129
> >>>> F-statistic: 5.828 on 5 and 48 DF, p-value: 0.0002772
> >>>>
> >>>>> model.tables(model,"e")
> >>>> Tables of effects
> >>>>
> >>>> wool
> >>>> wool
> >>>> A B
> >>>> 2.8889 -2.8889
> >>>>
> >>>> tension
> >>>> tension
> >>>> L M H
> >>>> 8.241 -1.759 -6.481
> >>>>
> >>>> wool:tension
> >>>> tension
> >>>> wool L M H
> >>>> A 5.278 -5.278 0.000
> >>>> B -5.278 5.278 0.000
> >>>>
> >>>>
> >>>>> model.tables(model,"m")
> >>>> Tables of means
> >>>> Grand mean
> >>>>
> >>>> 28.14815
> >>>>
> >>>> wool
> >>>> wool
> >>>> A B
> >>>> 31.037 25.259
> >>>>
> >>>> tension
> >>>> tension
> >>>> L M H
> >>>> 36.39 26.39 21.67
> >>>>
> >>>> wool:tension
> >>>> tension
> >>>> wool L M H
> >>>> A 44.56 24.00 24.56
> >>>> B 28.22 28.78 18.78
> >>>>>
> >>>>
> >>>> I don't follow the output of summary.lm. I understand the output of
> >>>> model.tables for effects and means. For instance what does 44.556
> >>>> represent ? Is it the grand average ? The grand mean is 28.14815. Can
> >>>> someone help me understand the output of summary.lm ?
> >>>>
> >>>> Best Regards,
> >>>> Ashim
> >>>>
> >>>> [[alternative HTML version deleted]]
> >>>>
> >>>> ______________________________________________
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> >> [[alternative HTML version deleted]]
> >>
> >> ______________________________________________
> >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >> 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.
> >
> > David Winsemius
> > Alameda, CA, USA
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > 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.
>
> David Winsemius
> Alameda, CA, USA
>
>
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