Almirall, Daniel
2004-Aug-19 13:53 UTC
[R] Ques about the 'test.terms' argument in 'regTermTest'
Hi, Z is a three level factor variables and ZB and ZC are its corresponding binary dummy variables. In a 'glm' of Y on Z and X, say, how do the two test specifications test.terms = c("ZB:X","ZC:X") # and test.terms = ~ ZB:X + ZC:X in 'regTermTest' differ? I thought that both would return the same joint (Wald) test for the two Z:X interactions. Why does the second one specify a 1 degree of freedom test? The code below should help clarify my question. Thanks much, Danny ## I'm currently using: R Version 1.9.1 / Windows 2000 / P4/2.8 Ghz Z <- as.factor(rep(LETTERS[1:3],20)) Y <- rep(0:1, 30) X <- rnorm(60) glm1 <- glm(Y ~ Z + X + Z:X, family=binomial) summary(glm1)$coeff regTermTest( model=glm1 , test.terms=~Z:X) ZB <- ifelse(Z=="B",1,0) ZC <- ifelse(Z=="C",1,0) glm2 <- glm(Y ~ ZB + ZC + X + ZB:X + ZC:X, family=binomial) summary(glm2)$coeff ## Okay, same as glm1 regTermTest( model=glm2 , test.terms= c("ZB:X","ZC:X")) regTermTest( model=glm2 , test.terms= ~ ZB:X + ZC:X)