ripley@stats.ox.ac.uk
2000-Aug-01 09:02 UTC
[Rd] anova() on three or more objects behaves inconsistently (PR#621)
anova() on three or more objects behaves inconsistently in R.
In R anovalist.lm does a sequential ANOVA using pairwise F tests,
ignoring all the other objects, so the larger of the two models
provides the denominator.
In S anova.lmlist uses the denominator from the largest model (smallest
residual df) in the set, as does anova.glmlist in both.
I suggest that R's anovalist.lm is wrong (that might be a matter of opinion
and can certainly be argued), but anovalist.lm and anova.glmlist should
agree.
?anova says in R
When given a sequence of objects, `anova' tests the models against
one another in the order specified.
and in S
When two or more objects are used in the call, a similar
table is produced showing the effects of the pairwise
differences between the models, considered sequentially
from first to last.
neither of which are clear enough to disambiguate this.
Example:
library(MASS)
data(quine)
quine.hi <- aov(log(Days + 2.5) ~ .^4, quine)
quine.nxt <- update(quine.hi, . ~ . - Eth:Sex:Age:Lrn)
quine.lo <- aov(log(Days+2.5) ~ 1, quine)
anova(quine.hi, quine.nxt, quine.lo)
quine.hi1 <- glm(log(Days + 2.5) ~ .^4, data=quine)
quine.nxt1 <- update(quine.hi1, . ~ . - Eth:Sex:Age:Lrn)
quine.lo1 <- glm(log(Days+2.5) ~ 1, data=quine)
anova(quine.hi1, quine.nxt1, quine.lo1, test="F")
S:
Resid. Df RSS Test Df Sum of Sq F Value Pr(F)
1 118 63.3104
2 120 64.0990 -Eth:Sex:Age:Lrn -2 -0.78865 0.734957 0.4817083
3 145 106.7871 -25 -42.68810 3.182542 0.0000131
...
Resid. Df Resid. Dev Test Df Deviance F Value Pr(F)
1 118 63.3104
2 120 64.0990 -Eth:Sex:Age:Lrn -2 -0.78865 0.734957 0.4817083
3 145 106.7871 -25 -42.68810 3.182542 0.0000131
R:
Analysis of Variance Table
Model 1: log(Days + 2.5) ~ Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age +
Model 2: log(Days + 2.5) ~ Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age +
Model 3: log(Days + 2.5) ~ 1
Res.Df Res.Sum Sq Df Sum Sq F value Pr(>F)
1 118 63.310
2 120 64.099 -2 -0.789 0.7350 0.4817
3 145 106.787 -25 -42.688 3.1967 1.148e-05
[The F value and p value are different here.]
...
Resid. Df Resid. Dev Df Deviance F Pr(>F)
1 118 63.310
2 120 64.099 -2 -0.789 0.735 0.4817
3 145 106.787 -25 -42.688 3.183 1.306e-05
As of the current patched version of R anova.glmlist is consistent when
reversing the order of the objects.
Also, the labelling is inconsistent, and for both is not very helpful:
> anova(quine.hi1, quine.nxt1, quine.lo1)
Analysis of Deviance Table
Response: log(Days + 2.5)
Resid.
Df
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", 118
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", 120
1
145
Resid.
Dev
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", 63.310
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", 64.099
1
106.787
Df
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\",
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", -2
1 -25
Deviance
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\",
c(\"Eth + Sex + Age + Lrn + Eth:Sex + Eth:Age + Eth:Lrn + Sex:Age +
\", -0.789
1 -42.68
which gives problems later as the row names are not unique.
--please do not edit the information below--
Version:
platform = sparc-sun-solaris2.6
arch = sparc
os = solaris2.6
system = sparc, solaris2.6
status = Patched
major = 1
minor = 1.0
year = 2000
month = July
day = 28
language = R
Search Path:
.GlobalEnv, package:MASS, Autoloads, package:base
--
Brian D. Ripley, ripley@stats.ox.ac.uk
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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