On 9/29/2017 3:37 PM, Rolf Turner wrote:> On 30/09/17 07:45, JLucke at ria.buffalo.edu wrote: > > <SNIP> > >> >> The conceptual paradigm for R is only marginally commensurate with >> that of >> standard statistical software. >> You must immerse yourself in R to become proficient. > > Fortune nomination.For newer list members wondering what Rolf is talking about try: library(fortunes) fortune() to get a flavor! There are many pearls of wisdom.> > cheers, > > Rolf >[[alternative HTML version deleted]]
> On 30 Sep 2017, at 14:22 , Robert Baer <rbaer at atsu.edu> wrote: > > > > On 9/29/2017 3:37 PM, Rolf Turner wrote: >> On 30/09/17 07:45, JLucke at ria.buffalo.edu wrote: >> >> <SNIP> >> >>> >>> The conceptual paradigm for R is only marginally commensurate with >>> that of >>> standard statistical software. >>> You must immerse yourself in R to become proficient. >> >> Fortune nomination. > For newer list members wondering what Rolf is talking about try: > > library(fortunes) fortune() to get a flavor! There are many pearls of > wisdom. >Also, to get roughly back on topic, try fortune("SAS") several times, or more quickly fortune("reverse the procedure") fortune("Poalis") -pd> >> >> cheers, >> >> Rolf >> > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
On 01/10/17 01:22, Robert Baer wrote:> > > On 9/29/2017 3:37 PM, Rolf Turner wrote: >> On 30/09/17 07:45, JLucke at ria.buffalo.edu wrote: >> >> <SNIP> >> >>> >>> The conceptual paradigm for R is only marginally commensurate with >>> that of >>> standard statistical software. >>> You must immerse yourself in R to become proficient. >> >> Fortune nomination. > For newer list members wondering what Rolf is talking about try: > > library(fortunes) fortune() to get a flavor! There are many pearls of > wisdom.For the *really* new members, note that you may have to *install* the fortunes package first: > install.packages("fortunes",lib=<wherever you keep added-on packages>) Note that the package is "fortunes" (with an "s") but the function is fortune() (no "s"). cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276
And appropriatesly> library(fortunes) > fortune()SAS seems to be to statistical computing what Microsoft is to personal computing. ?? -- Bill Venables ????? 'Exegeses on Linear Models' paper (May 2000) On Saturday, September 30, 2017, 4:57:23 PM EDT, Rolf Turner <r.turner at auckland.ac.nz> wrote: On 01/10/17 01:22, Robert Baer wrote:> > > On 9/29/2017 3:37 PM, Rolf Turner wrote: >> On 30/09/17 07:45, JLucke at ria.buffalo.edu wrote: >> >> <SNIP> >> >>> >>> The conceptual paradigm for R is only marginally commensurate with >>> that of >>> standard statistical software. >>> You must immerse yourself in R to become proficient. >> >> Fortune nomination. > For newer list members wondering what Rolf is talking about try: > > library(fortunes) fortune() to get a flavor! There are many pearls of > wisdom.For the *really* new members, note that you may have to *install* the fortunes package first: > install.packages("fortunes",lib=<wherever you keep added-on packages>) Note that the package is "fortunes" (with an "s") but the function is fortune() (no "s"). cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]]
I have no problem setting up my mixed model, or performing anova or lsmeans
on my model?s outputs. However, performing lsd mean separation is giving me
fits.
So I do not have a problem when using two-way anova model. When using the
code:
fit.yield.add <- lm(data = ryzup, Yield ~ Rep + Nitrogen + Treatment)
LSD.test(fit.yield.add, trt = "Nitrogen", alpha = 0.1, console = TRUE)
It works beautifully. However when I run a mixed model:
yield.lmer <- lmer(data = ryzup, Yield ~ Nitrogen + Treatment +
(1|Rep/Nitrogen), REML = FALSE)
LSD.test(yield.lmer, trt = "Nitrogen", alpha = 0.1, console = TRUE)
It gives me fits. It produces errors like:
Error in as.data.frame.default(x[[i]], optional = TRUE) :
cannot coerce class "structure("merModLmerTest", package =
"lmerTest")"
to a data.frame
Do you have any suggestions for that?
Thanks
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