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

[Qiu, Weiliang /US]

Dear Prof. Lenth,

Thanks for the clarification!

Best regards,

Weiliang


From: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> On Behalf Of Lenth, Russell V via R-sig-mixed-models
Sent: Friday, October 18, 2024 1:44 PM
To: r-sig-mixed-models using r-project.org
Subject: Re: [R-sig-ME] how to get satterthwaite/Kenward-Roger degrees of freedom for heterogeneous-variance one-way ANOVA from an object of nlme::gls

What Rolf says is true, but I'm going to push back a little bit on this. The joint_tests() function in emmeans does not implement SAS's type III F tests, though they are often the same. Joint_tests() results are ALWAYS formulated in terms of estimated marginal means. If the associated EMMs are appropriate, so are the joint tests.

SAS does the wrong thing with covariates in its type III estimable functions: it sets them to zero instead of to their mean. Consequently, its type III tests are based on comparing intercepts instead of adjusted means. That is an unfortunate mistake that has endured and has generally been misunderstood for about 50 years.

--
Russell V. Lenth  -  Professor Emeritus
Department of Statistics and Actuarial Science
The University of Iowa  -  Iowa City, IA 52242  USA
Dept office (319)335-0712  -  FAX (319)335-3017
russell-lenth using uiowa.edu<mailto:russell-lenth using uiowa.edu>  -  http://www.stat.uiowa.edu/~rlenth/<http://www.stat.uiowa.edu/~rlenth>


-----Original Message-----
Date: Fri, 18 Oct 2024 01:53:26 +0000
From: Rolf Turner <rolfturner using posteo.net<mailto:rolfturner using posteo.net>>
To: "Qiu, Weiliang /US via R-sig-mixed-models"
<r-sig-mixed-models using r-project.org<mailto:r-sig-mixed-models using r-project.org>>
Subject: Re: [R-sig-ME] how to get satterthwaite/Kenward-Roger degrees
of freedom for heterogeneous-variance one-way ANOVA from an object of
nlme::gls
Message-ID: <20241018145326.7217405a using elderly-dell<mailto:20241018145326.7217405a using elderly-dell>>
Content-Type: text/plain; charset="us-ascii"


On Wed, 16 Oct 2024 14:42:24 +0000
"Qiu, Weiliang /US via R-sig-mixed-models"
<r-sig-mixed-models using r-project.org<mailto:r-sig-mixed-models using r-project.org>> wrote:

> Greetings. I am using nlme::gls() to perform heterogeneous-variance
> one-way ANOVA and would like to get type III anova table.

<SNIP>

One should always think very carefully about what hypotheses are actually being tested in a "type III analysis". Such an analysis may well be "meaningful" but the hypotheses being tested may not be of any real interest. They involve taking averages of cell means over the levels of factors and these averages may not describe anything pertinent.

cheers,

Rolf Turner

--
Honorary Research Fellow
Department of Statistics
University of Auckland
Stats. Dep't. (secretaries) phone:
+64-9-373-7599 ext. 89622
Home phone: +64-9-480-4619

_______________________________________________
R-sig-mixed-models using r-project.org<mailto:R-sig-mixed-models using r-project.org> mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models<https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>

	[[alternative HTML version deleted]]