There may be a bug in the anova.glm function. deathstar[32] R
R : Copyright 2004, The R Foundation for Statistical Computing Version 2.0.1 (2004-11-15), ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R. > counts <- c(18,17,15,20,10,20,25,13,12) > outcome <- gl(3,1,9) > treatment <- gl(3,3) > glm.D93 <- glm(counts ~ outcome + treatment, family=poisson()) > anova(glm.D93,test="Chisq") Analysis of Deviance Table Model: poisson, link: log Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev P(>|Chi|) NULL 8 10.5814 outcome 2 5.4523 6 5.1291 0.0655 treatment 2 0.0000 4 5.1291 1.0000 > anova(glm.D93,test="F") Analysis of Deviance Table Model: poisson, link: log Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev F Pr(>F) NULL 8 10.5814 outcome 2 5.4523 6 5.1291 2.7262 0.06547 . treatment 2 0.0000 4 5.1291 0.0000 1.00000 --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 ---------------------------------------------------------------------- The F test should use the estimated dispersion parameter, so should be different from the Chisq test. The following is what I got from Splus: deathstar[31] Splus S-PLUS : Copyright (c) 1988, 2000 MathSoft, Inc. S : Copyright Lucent Technologies, Inc. Version 6.0 Release 1 for Linux 2.2.12 : 2000 Working data will be in /data/home/faculty/yuedong/MySwork > counts <- c(18,17,15,20,10,20,25,13,12) > outcome <- factor(rep(1:3,3)) > treatment <- factor(rep(1:3,c(3,3,3))) > glm.D93 <- glm(counts ~ outcome + treatment, family=poisson()) > anova(glm.D93, test="Chisq") Analysis of Deviance Table Poisson model Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev Pr(Chi) NULL 8 10.58145 outcome 2 5.452305 6 5.12914 0.0654707 treatment 2 0.000000 4 5.12914 1.0000000 > anova(glm.D93, test="F") Analysis of Deviance Table Poisson model Response: counts Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev F Value Pr(F) NULL 8 10.58145 outcome 2 5.452305 6 5.12914 2.108359 0.2369863 treatment 2 0.000000 4 5.12914 0.000000 1.0000000 -------------------------------------------------------------------- Yuedong Wang Phone: (805) 893-4870 Dept of Statistics & Applied Probability Fax: (805) 893-2334 Univ of California [EMAIL PROTECTED] Santa Barbara, CA 93106 http://www.pstat.ucsb.edu/faculty/yuedong ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel