Hello dear R help members.
I am trying to understand the anova.rq, and I am finding something which I
can not explain (is it a bug?!):
The example is for when we have 3 nested models. I run the anova once on
the two models, and again on the three models. I expect that the p.value
for the comparison of model 1 and model 2 would remain the same, whether or
not I add a third model to be compared with.
However, the P values change, and I do not understand why.
Here is an example code (following with it's input):
data(barro)
fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro)
fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro)
fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 , data = barro)
anova(fit0,fit1,fit2, R = 1000)
anova(fit0,fit1, R = 1000)
Output:
> data(barro)
> fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro)
> fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro)
> fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 , data = barro)
> anova(fit0,fit1,fit2, R = 1000)
Quantile Regression Analysis of Deviance Table
Model 1: y.net ~ lgdp2 + fse2 + gedy2 + Iy2
Model 2: y.net ~ lgdp2 + fse2 + gedy2
Model 3: y.net ~ lgdp2 + fse2
Df Resid Df F value Pr(>F)
1 1 156 29.494 2.110e-07 ***
2 2 156 18.194 7.901e-08 ***
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
> anova(fit0,fit1, R = 1000)
Quantile Regression Analysis of Deviance Table
Model 1: y.net ~ lgdp2 + fse2 + gedy2
Model 2: y.net ~ lgdp2 + fse2
Df Resid Df F value Pr(>F)
1 1 157 3.9532 0.04852 *
---
Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1
> sessionInfo()
R version 2.13.1 (2011-07-08)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=Hebrew_Israel.1255 LC_CTYPE=Hebrew_Israel.1255
[3] LC_MONETARY=Hebrew_Israel.1255 LC_NUMERIC=C
[5] LC_TIME=Hebrew_Israel.1255
attached base packages:
[1] splines stats graphics grDevices utils datasets methods
base
other attached packages:
[1] rms_3.3-1 Hmisc_3.8-3
survival_2.36-9
[4] colorspace_1.1-0 quantreg_4.71 SparseM_0.89
[7] PerformanceAnalytics_1.0.3.2 xts_0.8-2 zoo_1.7-4
[10] reporttools_1.0.6 xtable_1.5-6
loaded via a namespace (and not attached):
[1] cluster_1.14.0 grid_2.13.1 lattice_0.19-33 tools_2.13.1
----------------Contact
Details:-------------------------------------------------------
Contact me: tal.gal...@gmail.com | 972-52-7275845
Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) |
www.r-statistics.com (English)
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