There is no simtest in R! It appears you are using contributed package multcomp.
Please do re-read the FAQ. Bug reports in contributed packages should not be sent to the R-bugs repository, but to the package maintainer. This report has been closed. On Thu, 9 Mar 2006, [EMAIL PROTECTED] wrote: > # R for Windows will not send your bug report automatically. > # Please copy the bug report (after finishing it) to > # your favorite email program and send it to > # > # [EMAIL PROTECTED] > # > ###################################################### > > This report is joint from Richard Heiberger <[EMAIL PROTECTED]> > and Burt Holland <[EMAIL PROTECTED]>. > Burt Holland is the coauthor of the paper that the ?ptukey > documentation references. > > > R was used to run an example in our elementary Stat course. It was > a one-way ANOVA, the factor `strategy' having 3 levels Price, Quality > and Convenience. > > We issued the command > > summary(simint(sales ~ strategy, type="Tukey", data=Xm15.01s)) > > and received the output > > Coefficients: > Estimate 2.5 % 97.5 % t value Std.Err. > strategyPrice-strategyConvenience 31.10 -40.67 102.87 1.043 29.824 > strategyQuality-strategyConvenience 75.45 3.68 147.22 2.530 29.824 > strategyQuality-strategyPrice 44.35 -27.42 116.12 1.487 29.824 > p raw p Bonf p adj > strategyPrice-strategyConvenience 0.301 0.904 0.553 > strategyQuality-strategyConvenience 0.014 0.043 0.037 > strategyQuality-strategyPrice 0.143 0.428 0.305 > > This gives correct 95% confidence intervals and adjusted p-values for the > Tukey multiple comparisons procedure. > > > > Next we issued > > summary(simtest(sales ~ strategy, type="Tukey", data=Xm15.01s)) > > which produced the output > > Coefficients: > Estimate t value Std.Err. p raw p Bonf > strategyQuality-strategyConvenience 75.45 -2.530 29.824 0.014 0.043 > strategyQuality-strategyPrice 44.35 -1.487 29.824 0.143 0.285 > strategyPrice-strategyConvenience 31.10 -1.043 29.824 0.301 0.301 > p adj > strategyQuality-strategyConvenience 0.037 > strategyQuality-strategyPrice 0.243 > strategyPrice-strategyConvenience 0.301 > > Notice that the simtest output gives negative t statistics. This is > wrong because the point estimates are positive. > > The simtest Bonferroni p-values and adjusted p-values differ from the > simint values by more than trivial amounts. > > We are puzzled that the two functions use different conventions on > sequencing the contrasts. For levels A,B,C, it looks like > > simint is using > B-A > C-A > C-B > > and simtest is using > C-A > C-B > B-A > > > We verify all the p-values from the following code > > > tt <- c(31.10,75.45,44.35)/29.824 > tt > > 2*(1-pt(tt, 57)) ## raw > 3 * (2*(1-pt(tt, 57))) ## Bonferroni > 1-ptukey(tt*sqrt(2), 3, 57) ## tukey > > ## It looks like simtest is using > (3:1) * (2*(1-pt(tt[c(2,3,1)], 57))) ## simtest Bonferroni > ## The subscript is there to account for the different sequencing. > ## The (3:1) multiplier is strange. > > ## It looks like simtest is using approximately > (1-ptukey(tt[c(2,3,1)]*sqrt(2), 3, 57)) / (1+c(0,1,3)*.12)^2 > ## We have no idea what that divisor is doing there other than > ## approximating the answer that simtest is giving. > > > > > ## Here is another example, this time using one of your datasets. > ## Again, the p.Bonf and p.adj differ. Again, the t.values for the > ## simtest have the wrong sign. > ## This is from > ## c:/Program Files/R/R-2.2.1/library/multcomp/R-ex/Rex.zip/simtest.R > >> data(cholesterol) >> >> # adjusted p-values for all-pairwise comparisons in a one-way >> # layout (tests for restricted combinations) >> simtest(response ~ trt, data=cholesterol, type="Tukey", ttype="logical") > > Simultaneous tests: Tukey contrasts > > Call: > simtest.formula(formula = response ~ trt, data = cholesterol, > type = "Tukey", ttype = "logical") > > Contrast matrix: > trt1time trt2times trt4times trtdrugD trtdrugE > trt2times-trt1time 0 -1 1 0 0 0 > trt4times-trt1time 0 -1 0 1 0 0 > trtdrugD-trt1time 0 -1 0 0 1 0 > trtdrugE-trt1time 0 -1 0 0 0 1 > trt4times-trt2times 0 0 -1 1 0 0 > trtdrugD-trt2times 0 0 -1 0 1 0 > trtdrugE-trt2times 0 0 -1 0 0 1 > trtdrugD-trt4times 0 0 0 -1 1 0 > trtdrugE-trt4times 0 0 0 -1 0 1 > trtdrugE-trtdrugD 0 0 0 0 -1 1 > > Adjusted P-Values > > p adj > trtdrugE-trt1time 0.000 > trtdrugE-trt2times 0.000 > trtdrugD-trt1time 0.000 > trtdrugE-trt4times 0.000 > trt4times-trt1time 0.000 > trtdrugD-trt2times 0.000 > trtdrugE-trtdrugD 0.001 > trt2times-trt1time 0.042 > trt4times-trt2times 0.042 > trtdrugD-trt4times 0.044 >> >> >> summary(simtest(response ~ trt, data=cholesterol, type="Tukey", >> ttype="logical")) > > Simultaneous tests: Tukey contrasts > > Call: > simtest.formula(formula = response ~ trt, data = cholesterol, > type = "Tukey", ttype = "logical") > > Tukey contrasts for factor trt > > Contrast matrix: > trt1time trt2times trt4times trtdrugD trtdrugE > trt2times-trt1time 0 -1 1 0 0 0 > trt4times-trt1time 0 -1 0 1 0 0 > trtdrugD-trt1time 0 -1 0 0 1 0 > trtdrugE-trt1time 0 -1 0 0 0 1 > trt4times-trt2times 0 0 -1 1 0 0 > trtdrugD-trt2times 0 0 -1 0 1 0 > trtdrugE-trt2times 0 0 -1 0 0 1 > trtdrugD-trt4times 0 0 0 -1 1 0 > trtdrugE-trt4times 0 0 0 -1 0 1 > trtdrugE-trtdrugD 0 0 0 0 -1 1 > > > Absolute Error Tolerance: 0.001 > > Coefficients: > Estimate t value Std.Err. p raw p Bonf p adj > trtdrugE-trt1time 15.166 -10.507 1.443 0.000 0.000 0.000 > trtdrugE-trt2times 11.723 -8.122 1.443 0.000 0.000 0.000 > trtdrugD-trt1time 9.579 -6.637 1.443 0.000 0.000 0.000 > trtdrugE-trt4times 8.573 -5.939 1.443 0.000 0.000 0.000 > trt4times-trt1time 6.593 -4.568 1.443 0.000 0.000 0.000 > trtdrugD-trt2times 6.136 -4.251 1.443 0.000 0.000 0.000 > trtdrugE-trtdrugD 5.586 -3.870 1.443 0.000 0.001 0.001 > trt2times-trt1time 3.443 -2.385 1.443 0.021 0.043 0.042 > trt4times-trt2times 3.150 -2.182 1.443 0.034 0.043 0.042 > trtdrugD-trt4times 2.986 -2.069 1.443 0.044 0.044 0.044 >> summary(simint(response ~ trt, data=cholesterol, type="Tukey", >> ttype="logical")) > > Simultaneous 95% confidence intervals: Tukey contrasts > > Call: > simint.formula(formula = response ~ trt, data = cholesterol, > type = "Tukey", ttype = "logical") > > Tukey contrasts for factor trt > > Contrast matrix: > trt1time trt2times trt4times trtdrugD trtdrugE > trt2times-trt1time 0 -1 1 0 0 0 > trt4times-trt1time 0 -1 0 1 0 0 > trtdrugD-trt1time 0 -1 0 0 1 0 > trtdrugE-trt1time 0 -1 0 0 0 1 > trt4times-trt2times 0 0 -1 1 0 0 > trtdrugD-trt2times 0 0 -1 0 1 0 > trtdrugE-trt2times 0 0 -1 0 0 1 > trtdrugD-trt4times 0 0 0 -1 1 0 > trtdrugE-trt4times 0 0 0 -1 0 1 > trtdrugE-trtdrugD 0 0 0 0 -1 1 > > Absolute Error Tolerance: 0.001 > > 95 % quantile: 2.842 > > Coefficients: > Estimate 2.5 % 97.5 % t value Std.Err. p raw p Bonf p adj > trt2times-trt1time 3.443 -0.658 7.544 2.385 1.443 0.021 0.213 0.138 > trt4times-trt1time 6.593 2.491 10.694 4.568 1.443 0.000 0.000 0.000 > trtdrugD-trt1time 9.579 5.478 13.681 6.637 1.443 0.000 0.000 0.000 > trtdrugE-trt1time 15.166 11.064 19.267 10.507 1.443 0.000 0.000 0.000 > trt4times-trt2times 3.150 -0.952 7.251 2.182 1.443 0.034 0.344 0.205 > trtdrugD-trt2times 6.136 2.035 10.238 4.251 1.443 0.000 0.001 0.001 > trtdrugE-trt2times 11.723 7.621 15.824 8.122 1.443 0.000 0.000 0.000 > trtdrugD-trt4times 2.986 -1.115 7.088 2.069 1.443 0.044 0.443 0.251 > trtdrugE-trt4times 8.573 4.471 12.674 5.939 1.443 0.000 0.000 0.000 > trtdrugE-trtdrugD 5.586 1.485 9.688 3.870 1.443 0.000 0.003 0.003 >> > > > > --please do not edit the information below-- > > Version: > platform = i386-pc-mingw32 > arch = i386 > os = mingw32 > system = i386, mingw32 > status = > major = 2 > minor = 2.1 > year = 2005 > month = 12 > day = 20 > svn rev = 36812 > language = R > > Windows XP Home Edition (build 2600) Service Pack 2.0 > > Locale: > LC_COLLATE=English_United States.1252;LC_CTYPE=English_United > States.1252;LC_MONETARY=English_United > States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 > > Search Path: > .GlobalEnv, package:multcomp, package:mvtnorm, package:abind, package:relimp, > file:C:/PROGRA~1/R/R-22~1.1/library/Rcmdr/etc/HH/.RData, package:leaps, > package:Rcmdr, > package:car, package:tcltk, package:methods, package:stats, package:graphics, > package:grDevices, > package:utils, package:datasets, package:rcom, RcmdrEnv, Autoloads, > package:base > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
