robert.king@newcastle.edu.au
2002-Nov-15 04:41 UTC
anova.glm gets test="Chisq" wrong (PR#2294)
Full_Name: Robert King Version: 1.5.0 OS: windows Submission from: (NULL) (134.148.4.19) Also occurs in 1.6.0 on linux anova.glm(fitted.object,test="Chisq") is giving strange answers in this situation> resptimesex task time 1 m s 210 2 m s 300 3 m s 420 4 f s 250 5 f s 310 6 f s 390 7 m c 310 8 m c 400 9 m c 600 10 m c 720 11 f c 300 12 f c 350 13 f c 405 14 f c 520> resp.fit1 <- glm(time~sex+task,data=resptime,family=Gamma)> anova(resp.fit1,test="Chisq")Analysis of Deviance Table Model: Gamma, link: inverse Response: time Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev P(>|Chi|) NULL 13 1.50207 sex 1 0.08833 12 1.41374 0.31191 task 1 0.44008 11 0.97366 0.02400 #BUT!> 1-pchisq(0.44008,1)[1] 0.5070838 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
No, it gets it right. You need to use a *scaled* deviance in that test, or specify dispersion = 1. I don't think that the test is really appropriate, in any case: an F test would be better (as the help page says). The usage of `deviance' is rather confused in the GLM literature, especially in McCullagh & Nelder. On Fri, 15 Nov 2002 robert.king@newcastle.edu.au wrote:> Full_Name: Robert King > Version: 1.5.0 > OS: windows > Submission from: (NULL) (134.148.4.19) > > > Also occurs in 1.6.0 on linux > > anova.glm(fitted.object,test="Chisq") is giving strange answers in this > situation > > > resptime > sex task time > 1 m s 210 > 2 m s 300 > 3 m s 420 > 4 f s 250 > 5 f s 310 > 6 f s 390 > 7 m c 310 > 8 m c 400 > 9 m c 600 > 10 m c 720 > 11 f c 300 > 12 f c 350 > 13 f c 405 > 14 f c 520 > > > resp.fit1 <- glm(time~sex+task,data=resptime,family=Gamma) > > > anova(resp.fit1,test="Chisq") > Analysis of Deviance Table > > Model: Gamma, link: inverse > > Response: time > > Terms added sequentially (first to last) > > > Df Deviance Resid. Df Resid. Dev P(>|Chi|) > NULL 13 1.50207 > sex 1 0.08833 12 1.41374 0.31191 > task 1 0.44008 11 0.97366 0.02400 > > #BUT! > > 1-pchisq(0.44008,1) > [1] 0.5070838-- 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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._