"Alexander Sirotkin [at Yahoo]" <[EMAIL PROTECTED]> writes:
> John, > > What you are saying is that any conclusion I can make > from summary.aov (for instance, to answer a question > if physician is a significant variable) will not be > correct ? Summary.aov is for summarizing aov objects, so you're lucky to get something that is sensible at all. You should use anova() to get analysis of variance tables. These are sequential so that you can use them (give or take some quibbles about the residual variance) for reducing the model from the "bottom up". I.e. if you place "physician" last, you get the F test for whether that variable is significant. However, a more convenient way of getting that result is to use drop1(). Even then there's no simple relation to the two t-tests, except that the F test tests the hypothesis that *both* coefficients are zero, where the t-tests do so individually. > --- John Fox <[EMAIL PROTECTED]> wrote: > > Dear Spencer and Alexander, > > > > In this case, physician is apparently a factor with > > three levels, so > > summary.aov() gives you a sequential ANOVA, > > equivalent to what you'd get > > from anova(). There no simple relationship between > > the F-statistic for > > physician, which has 2 df in the numerator, and the > > two t's. (By the way, I > > doubt whether a sequential ANOVA is what's wanted > > here.) > > > > Regards, > > John > > > > At 09:17 AM 12/6/2003 -0800, Spencer Graves wrote: > > > The square of a Student's t with "df" degrees > > of freedom is an F > > > distribution with 1 and "df" degrees of freedom. > > > hope this helps. spencer graves > > > > > >Alexander Sirotkin [at Yahoo] wrote: > > > > > >>I have a simple linear model (fitted with lm()) > > with 2 > > >>independant > > >>variables : one categorical and one integer. > > >> > > >>When I run summary.lm() on this model, I get a > > >>standard linear > > >>regression summary (in which one categorical > > variable > > >>has to be > > >>converted into many indicator variables) which > > looks > > >>like : > > >> > > >> Estimate Std. Error t value Pr(>|t|) > > >>(Intercept) -3595.3 2767.1 -1.299 0.2005 > > >>physicianB 802.0 2289.5 0.350 0.7277 > > >>physicianC 4906.8 2419.8 2.028 0.0485 * > > >>severity 7554.4 906.3 8.336 1.12e-10 > > *** > > >> > > >>and when I run summary.aov() I get similar ANOVA > > table > > >>: > > >> Df Sum Sq Mean Sq F value > > Pr(>F) > > >>physician 2 294559803 147279901 3.3557 > > 0.04381 > > >>* > > >>severity 1 3049694210 3049694210 69.4864 > > 1.124e-10 > > >>*** > > >>Residuals 45 1975007569 43889057 > > >> > > >>What is absolutely unclear to me is how F-value > > and > > >>Pr(>F) for the > > >>categorical "physician" variable of the > > summary.aov() > > >>is calculated > > >>from the t-value of the summary.lm() table. > > >> > > >>I looked at the summary.aov() source code but > > still > > >>could not figure > > >>it. > > >> > > >>Thanks a lot. > > >> > > >>__________________________________ > > >> > > > >> > > >>______________________________________________ > > >>[EMAIL PROTECTED] mailing list > > > >>https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > >> > > > > > >______________________________________________ > > >[EMAIL PROTECTED] mailing list > > > >https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > > > > ----------------------------------------------------- > > John Fox > > Department of Sociology > > McMaster University > > Hamilton, Ontario, Canada L8S 4M4 > > email: [EMAIL PROTECTED] > > phone: 905-525-9140x23604 > > web: www.socsci.mcmaster.ca/jfox > > > ----------------------------------------------------- > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
