R help - Nov 2005 - type III sums of squares in R

Hi everyone,

Can someone explain me how to calculate SAS type III sums of squares in 
R? Not that I would like to use them, I know they are problematic. I 
would like to know how to calculate them in order to demonstrate that 
strange things happen when you use them (for a course for example). I 
know you can use drop1(lm(), test="F") but for an lm(y~A+B+A:B), type 
III SSQs are only calculated for the A:B interaction. If I specify 
lm(y~A+B), it calculates type II SSQ for the main effects (as type III 
only differs from type II if interactions are included). Thus, this 
approach doesn't help.

Another approach is the Anova(, type="III") function within the 
library(car). But somehow it produces strange results. Somebody told me 
I have to change the contrast settings using
options(contrasts=c("contr.helmert", "contr.poly"))
 But I had the impression that my results are still impossible.
Are the calculations dependent from the version of R I use? I am 
currently using R2.1.1

The only thing that seems to work is a trick: Specify a separate column 
AB that codes a new variable for the interaction of A:B. Now you can fit 
A,B, and AB (as 3 main effects) in 3 different sequential models with 
each one of them in the end once. For the term in the end you then get 
type III SSQ which seem to be correct.

Cheers
Steffi

-- 
---------------------------------
Stefanie von Felten
Doktorandin

ETH Z??rich
Institut f??r Pflanzenwissenschaften
Universit??tstrasse 2, LFW A2
8092 Z??rich
Telefon: 044 632 85 97
Telefax: 044 632 11 53
e-mail: stefanie.vonfelten at ipw.agrl.ethz.ch

Universit??t Z??rich
Institut f??r Umweltwissenschaften
Winterthurerstrasse 190
8057 Z??rich
Telefon: 044 635 61 23
Telefax: 044 635 57 11
e-mail:  sfelten at uwinst.unizh.ch

"Stefanie von Felten, IPW&IfU" <sfelten at uwinst.unizh.ch>
writes:
> Hi everyone,
> 
> Can someone explain me how to calculate SAS type III sums of squares in 
> R? Not that I would like to use them, I know they are problematic. I 
> would like to know how to calculate them in order to demonstrate that 
> strange things happen when you use them (for a course for example). I 
> know you can use drop1(lm(), test="F") but for an lm(y~A+B+A:B),
type
> III SSQs are only calculated for the A:B interaction. If I specify 
> lm(y~A+B), it calculates type II SSQ for the main effects (as type III 
> only differs from type II if interactions are included). Thus, this 
> approach doesn't help.
> 
> Another approach is the Anova(, type="III") function within the 
> library(car). But somehow it produces strange results. Somebody told me 
> I have to change the contrast settings using
> options(contrasts=c("contr.helmert", "contr.poly"))
>  But I had the impression that my results are still impossible.
> Are the calculations dependent from the version of R I use? I am 
> currently using R2.1.1
> 
> The only thing that seems to work is a trick: Specify a separate column 
> AB that codes a new variable for the interaction of A:B. Now you can fit 
> A,B, and AB (as 3 main effects) in 3 different sequential models with 
> each one of them in the end once. For the term in the end you then get 
> type III SSQ which seem to be correct.
I think you need to qualify "correct", "strange", and
"impossible"...

In particular, since you're hinting at a bug in "car", I'm
sure its
author would like to know what it is you think is wrong.

Also, in the "trick" you don't specify *how* you code the three
terms.
I don't think it is immaterial, and I'm not sure which of the possible
versions (if any) matches up with e.g. SAS's version of type III for
main effects in the presence of interaction.

-- 
   O__  ---- Peter Dalgaard             ??ster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907

If you use the Anova function in the car package and specify contr.sum or 
contr.SAS for the contrasts for your categorical factors, you will get the 
same results as outputted by SAS. I've tried this with a variety of data
sets
and it works.

On Thu November 24 2005 08:27, Stefanie von Felten, IPW&IfU
wrote:
> Hi everyone,
>
> Can someone explain me how to calculate SAS type III sums of squares in
> R? Not that I would like to use them, I know they are problematic. I
> would like to know how to calculate them in order to demonstrate that
> strange things happen when you use them (for a course for example). I
> know you can use drop1(lm(), test="F") but for an lm(y~A+B+A:B),
type
> III SSQs are only calculated for the A:B interaction. If I specify
> lm(y~A+B), it calculates type II SSQ for the main effects (as type III
> only differs from type II if interactions are included). Thus, this
> approach doesn't help.
>
> Another approach is the Anova(, type="III") function within the
> library(car). But somehow it produces strange results. Somebody told me
> I have to change the contrast settings using
> options(contrasts=c("contr.helmert", "contr.poly"))
>  But I had the impression that my results are still impossible.
> Are the calculations dependent from the version of R I use? I am
> currently using R2.1.1
>
> The only thing that seems to work is a trick: Specify a separate column
> AB that codes a new variable for the interaction of A:B. Now you can fit
> A,B, and AB (as 3 main effects) in 3 different sequential models with
> each one of them in the end once. For the term in the end you then get
> type III SSQ which seem to be correct.
>
> Cheers
> Steffi
-- 
Michael W. Sears, Ph.D.
Postdoctoral Fellow
Department of Biology/MS 314
University of Nevada, Reno
Reno, NV 89557

Assistant Professor
Department of Zoology
Southern Illinois University
Carbondale, IL 62901

phone: 775.784.8008
cell: ??775.232.3520
web:????????http://www.unr.edu/homepage/msears
????????????????http://www.science.siu.edu/zoology/sears

"Natural selection is a mechanism for generating 
??an exceedingly high degree of improbability."
????????????????????????????????????????????????-Sir Ronald Fisher (1890-1962)