Dear all,
I noticed the following while playing around with fitting log-linear
models to contingency tables using R 1.8.1, but the problem also
exists under R 1.9.0.
A reproducible example uses the following contingency table:
> library(MASS)
> data(quine)
> tmp <- with(quine, expand.grid(Eth=levels(Eth), Sex=levels(Sex),
+ Lrn=levels(Lrn), Age=levels(Age)))
> n <- nrow(quine)
> quine2 <- with(quine,
+ data.frame(tmp,
+ Count=as.vector(tapply(rep(1,n), list(Eth, Sex, Lrn, Age), sum))))
First fit a saturated model and see which term we can drop:
> fm <- glm(Count ~ .^4, quine2, family=poisson)
> drop1(fm, test="Chisq")
Single term deletions
Model:
Count ~ .^4
Df Deviance AIC LRT Pr(Chi)
<none> 6.661e-16 148.916
Eth:Sex:Lrn:Age 2 0.422 145.338 0.422 0.81
Drop the four-way interaction and check which term we can drop next:
> fm <- update(fm, . ~ . - Eth:Sex:Lrn:Age)
> drop1(fm, test="Chisq")
Single term deletions
Model:
Count ~ .
Df Deviance AIC LRT Pr(Chi)
<none> 35.893 142.810
Eth 1 36.332 141.248 0.439 0.507811
Sex 1 37.238 142.154 1.345 0.246237
Lrn 1 37.392 142.308 1.499 0.220842
Age 3 49.818 150.735 13.925 0.003009 **
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
All of a sudden there are only the main effects left and all
interaction terms have been removed. I expected to see at this point
a test for all three-way interactions. Since I started of with the
saturated model and used update to remove the four-way interaction,
all two-way and three-way interactions should still be in the model.
Or am I missing some subtlety of the "^" and "." operators in model
formulae?
On the other hand, if we specify the saturated model as follows:
> fm <- glm(Count ~ Lrn*Eth*Sex*Age, quine2, family=poisson)
then the above steps have the desired effect:
> drop1(fm, test="Chisq")
Single term deletions
Model:
Count ~ Lrn * Eth * Sex * Age
Df Deviance AIC LRT Pr(Chi)
<none> 4.219e-15 148.916
Lrn:Eth:Sex:Age 2 0.422 145.338 0.422 0.81
> fm <- update(fm, . ~ . - Eth:Sex:Lrn:Age)
> drop1(fm, test="Chisq")
Single term deletions
Model:
Count ~ Lrn + Eth + Sex + Age + Lrn:Eth + Lrn:Sex + Eth:Sex +
Lrn:Age + Eth:Age + Sex:Age + Lrn:Eth:Sex + Lrn:Eth:Age +
Lrn:Sex:Age + Eth:Sex:Age
Df Deviance AIC LRT Pr(Chi)
<none> 0.422 145.338
Lrn:Eth:Sex 1 0.493 143.409 0.071 0.789909
Lrn:Eth:Age 2 0.629 141.545 0.207 0.901471
Lrn:Sex:Age 2 12.728 153.644 12.306 0.002127 **
Eth:Sex:Age 3 1.019 139.935 0.597 0.897103
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
The update command only removed the four-way interaction but left all
the two-way and three-way interaction in the model.
I looked at update.formula to see what the problem might be, but after
reading the help file of .Internal I stopped looking around.... :)
Cheers,
Berwin
--please do not edit the information below--
Version:
platform = i686-pc-linux-gnu
arch = i686
os = linux-gnu
system = i686, linux-gnu
status =
major = 1
minor = 9.0
year = 2004
month = 04
day = 12
language = R
Search Path:
.GlobalEnv, package:MASS, package:methods, package:stats, package:graphics,
package:utils, Autoloads, package:base
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
