ripley@stats.ox.ac.uk
2002-Mar-21 08:18 UTC
[R] Underdispersion with anova testing methods
On Thu, 21 Mar 2002, Patrick Connolly wrote:> Using anova of a glm with test = "Chisq", I get this: > > Analysis of Deviance Table > > Model: poisson, link: log > > Response: Days > > Terms added sequentially (first to last) > > > Df Deviance Resid. Df Resid. Dev P(>|Chi|) > NULL 373 370.56 > Block 3 71.05 370 299.51 2.543e-15 > Variety 1 94.04 369 205.47 3.096e-22 > Instar 3 126.21 366 79.26 3.553e-27 > Variety:Instar 3 7.74 363 71.53 0.05 > > > Other interactions were much less prominent. I'm only interested in > the effect of Variety, and one would expect an effect of Instar, so I > want to be able to block on Instar and Block. > > Evidently, the Chisquare test does not use an estimate of the > dispersion parameter. Were it included, the interaction would have a > much smaller probability. Is there a good reason why one should or > should not makes such an adjustment? In any case, will it matter when > I'm interested only in the effect of Variety?1) A poisson family does not, a quasipoisson family does. It's your choice, but a Poisson distribution does not have a dispersion parameter so you would be fitting a quasi-model. 2) It's not valid to look at terms in a sequential anova table like this, as they all interact (and especially at main effects with an interaction present). Use drop1().> Alternatively, could the underdispersion come from my ignoring the > fact that the insects are measured at the four different instars and > so the independence assumption is not true. I could not think of a way > of taking that lack of independence into account.Are these small counts? If so, the residual deviance is a badly biased estimate of the dispersion parameter, so there might not be under-dispersion at all. See the V&R on-line Statistical Complements for examples. -- Brian D. Ripley, ripley at 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-help 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-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Using anova of a glm with test = "Chisq", I get this: Analysis of Deviance Table Model: poisson, link: log Response: Days Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev P(>|Chi|) NULL 373 370.56 Block 3 71.05 370 299.51 2.543e-15 Variety 1 94.04 369 205.47 3.096e-22 Instar 3 126.21 366 79.26 3.553e-27 Variety:Instar 3 7.74 363 71.53 0.05 Other interactions were much less prominent. I'm only interested in the effect of Variety, and one would expect an effect of Instar, so I want to be able to block on Instar and Block. Evidently, the Chisquare test does not use an estimate of the dispersion parameter. Were it included, the interaction would have a much smaller probability. Is there a good reason why one should or should not makes such an adjustment? In any case, will it matter when I'm interested only in the effect of Variety? Alternatively, could the underdispersion come from my ignoring the fact that the insects are measured at the four different instars and so the independence assumption is not true. I could not think of a way of taking that lack of independence into account. Suggestions welcome. Thanks -- ************************************************************* ___ Patrick Connolly {~._.~} HortResearch Great minds discuss ideas; _( Y )_ Mt Albert Average minds discuss events; (:_~*~_:) Auckland Small minds discuss people. (_)-(_) New Zealand .... Anon Ph: +64-9 815 4200 x 7188 ************************************************************* ______________________________________________________ The contents of this e-mail are privileged and/or confidential to the named recipient and are not to be used by any other person and/or organisation. If you have received this e-mail in error, please notify the sender and delete all material pertaining to this e-mail. ______________________________________________________ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help 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-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._