[R-sig-ME] how to get satterthwaite/Kenward-Roger degrees of freedom for heterogeneous-variance one-way ANOVA from an object of nlme::gls

[Ben Bolker]

   emmeans() has some capability for computing Satterthwaite df for gls 
model; it will work for your example, although it wouldn't extend (or I 
don't see how to use it) to testing factors with more than two levels.

https://cran.r-project.org/web/packages/emmeans/vignettes/models.html#K
help("emmc-functions")

library(emmeans)
contrast(emmeans(res.gls, ~ group), "trt.vs.ctrl")

  contrast        estimate    SE   df t.ratio p.value
  group2 - group1     1.58 0.849 17.8   1.861  0.0794

Degrees-of-freedom method: satterthwaite

   I don't see a way to get emmeans to estimate df matching the value 
that nlme::anova() gets (i.e. df = 18)

anova(res.gls, type = "marginal")
## df = Inf
contrast(emmeans(res.gls, ~ group, mode = "asymptotic"), "trt.vs.ctrl")
## df = 17
contrast(emmeans(res.gls, ~ group, mode = "df.error"), "trt.vs.ctrl")

   Not sure how this will extend to more complex models (i.e. type-3, 
where you want to test main effects in the presence of interactions).

There is a pull request adding some of this functionality to the 
pbkrtest package (but only does model comparisons, so again may be hard 
to get type-3 Anova out of it), but it looks like it was never merged/is 
now slightly out of sync.

   If you can get the Satterthwaite (or Kenward-Roger) df computed, you 
could hack the output of some other method to recompute p-values with 
the new df ...




On 10/16/24 10:42, Qiu, Weiliang /US via R-sig-mixed-models wrote:
> Greetings. I am using nlme::gls() to perform heterogeneous-variance one-way ANOVA and would like to get type III anova table. It looks like nlme:::anova.gls() does not provide Satterthwaite or Kenward-Roger degree of freedom. Please see below an example.
> 
> 
> library(nlme)
> 
> res.gls <- nlme::gls(extra ~ group, data = sleep, weights = varIdent(form = ~1|group))
> 
> nlme:::anova.gls(res.gls, type = "marginal")
> 
> 
> Could you suggest how to get type III anova table with Satterthwaite/Kenward-Roger degree of freedom from an object of nlme::gls()? Thanks!
> 
> Best regards,
> 
> Weiliang
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University
Director, School of Computational Science and Engineering
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