Dear list members,
I’m having some problems understanding why drop1() and anova() gives
different results for *Gaussian* glm models. Here’s a simple example:
d = data.frame(x=1:6,
group=factor(c(rep("A",2), rep("B", 4))))
l = glm(x~group, data=d)
Running the following code gives *three* different p-values. (I would expect
it to give two different p-values.)
anova(l, test="F") # p = 0.04179
anova(l, test="Chisq") # p = 0.00313
drop1(l, test="Chisq") # p = 0.00841
I’m used to anova() and drop1() giving identical results for the same ‘test’
argument. However, it looks like the first two tests above use the F-
statistic as a test statistic, while the last one uses a ‘scaled deviance’
statistic:
1-pf(8.7273, 1, 4) # F-statistic
1-pchisq(8.7273, 1) # F-statistic
1-pchisq(6.9447, 1) # Scaled deviance
I couldn’t find any documentation on this difference. The help page for
drop1() does say:
The F tests for the "glm" methods are based on analysis of
deviance tests, so if the dispersion is estimated it is based
on the residual deviance, unlike the F tests of anova.glm.
But here it’s talking about *F* tests. And drop1() with test="F" actually
gives the *same* p-value as anova() with test="F":
drop1(l, test="F") # p = 0.04179
Any ideas why anova() and drop(1) uses different test statistics for the
same ‘test’ arguments? And why the help page implies (?) that the results
should differ for F-tests (while not mentioning chi-squared test), but here
they do not (and the chi-squared tests do)?
$ sessionInfo()
R version 3.2.1 (2015-06-18)
Platform: x86_64-suse-linux-gnu (64-bit)
Running under: openSUSE 20150714 (Tumbleweed) (x86_64)
locale:
[1] LC_CTYPE=nn_NO.UTF-8 LC_NUMERIC=C
[3] LC_TIME=nn_NO.UTF-8 LC_COLLATE=nn_NO.UTF-8
[5] LC_MONETARY=nn_NO.UTF-8 LC_MESSAGES=nn_NO.UTF-8
[7] LC_PAPER=nn_NO.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=nn_NO.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets
[6] methods base
loaded via a namespace (and not attached):
[1] tools_3.2.1
--
Karl Ove Hufthammer
E-mail: k...@huftis.org
Jabber: huf...@jabber.no
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