Re: [R] LSD, HSD,...

2007-07-17 Thread Prof Brian Ripley
On Tue, 17 Jul 2007, John Maindonald wrote:

 follow-on rant Stepwise regression variable selection
 methods make multiple post hoc comparisons.  The

Some do, but step() (the only way offered in base R) does not test at all.

 number of comparisons may be very large, vastly more
 than the half-dozen post-hoc comparisons that are
 common in an experimental design context.

 There is a disconnect here. The multiple testing issue is
 noted in pretty much every discussion of analysis of
 experimental data, but not commonly mentioned (at least
 in older texts) in discussions of stepwise regression, best
 subsets and related regression approaches. One reason
 for this silence may be that there is no ready HSD-like fix.

 The SEs and t-statistics that lm() gives for the finally
 selected model can be grossly optimistic. Running the
 analysis with the same model matrix, but with y-values
 that are noise, can give a useful wake-up call.

Predictions from any single model will also have 'optimistic' standard 
errors.  The major problem is attempting to select a single model and 
there is also a problem with assuming the model to be true (which 
Huber-White so-called 'sandwich' estimators try to avoid, and robust 
fitting does so more comprehensively).  If you really want to assess 
uncertainty you need to take into account that the models are false and 
that several models may capture different aspects of the data and so be 
false in different ways.


 John Maindonald email: [EMAIL PROTECTED]
 phone : +61 2 (6125)3473fax  : +61 2(6125)5549
 Centre for Mathematics  Its Applications, Room 1194,
 John Dedman Mathematical Sciences Building (Building 27)
 Australian National University, Canberra ACT 0200.


 On 16 Jul 2007, at 8:00 PM, Simon Blomberg wrote:

 If you have a priori planned comparisons, you can just test those
 using
 linear contrasts, with no need to correct for multiple testing. If you
 do not, and you are relying on looking at the data and analysis to
 tell
 you which treatment means to compare, and you are considering several
 tests, then you should consider correcting for multiple testing. There
 is a large literature on the properties of the various tests.
 (Tukey HSD
 usually works pretty well for me.)

 rant Why do people design experiments with a priori hypotheses in
 mind, yet test them using post hoc comparison procedures? It's as if
 they are afraid to admit that they had hypotheses to begin with! Far
 better to test what you had planned to test using the more powerful
 methods for planned comparisons, and leave it at that.
 /rant


 On Mon, 2007-07-16 at 09:52 +0200, Adrian J. Montero Calvo wrote:
 Hi,
 I'm designing a experiment in order to compare the growing of
 several clones of a tree specie. It will be a complete randomized
 block
 design. How can I decide what model of mean comparision to choose?
 LSD,
 HSD,TukeyHSD,  Duncan,...?  Thanks in advance

 __
 R-help@stat.math.ethz.ch mailing list
 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.
 --
 Simon Blomberg, BSc (Hons), PhD, MAppStat.
 Lecturer and Consultant Statistician
 Faculty of Biological and Chemical Sciences
 The University of Queensland
 St. Lucia Queensland 4072
 Australia
 Room 320 Goddard Building (8)
 T: +61 7 3365 2506
 email: S.Blomberg1_at_uq.edu.au

 __
 R-help@stat.math.ethz.ch mailing list
 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.


-- 
Brian D. Ripley,  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel:  +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax:  +44 1865 272595

__
R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] LSD, HSD,...

2007-07-17 Thread Mendiburu, Felipe \(CIP\)
Dear Adrain,

You can see the library agricolae for the functions LSD.test, HSD.test, and 
Waller.test for Waller-Duncan. The criterion is that LSD is more used for few 
treatments and HSD for many treatments (more than 5) the test of Waller is 
Bayes and minimizes the two types of error (I or II). In experiment with 
clones, we prefer Waller-Duncan.

Felipe de Mendiburu
Statistician.
International Potato Center Lima-Peru

-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] Behalf Of Adrian J. Montero
Calvo
Sent: Monday, July 16, 2007 2:52 AM
To: r-help@stat.math.ethz.ch
Subject: [R] LSD, HSD,...


Hi,
I'm designing a experiment in order to compare the growing of 
several clones of a tree specie. It will be a complete randomized block 
design. How can I decide what model of mean comparision to choose? LSD, 
HSD,TukeyHSD,  Duncan,...?  Thanks in advance

__
R-help@stat.math.ethz.ch mailing list
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.

__
R-help@stat.math.ethz.ch mailing list
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.


[R] LSD, HSD,...

2007-07-16 Thread Adrian J. Montero Calvo
Hi,
I'm designing a experiment in order to compare the growing of 
several clones of a tree specie. It will be a complete randomized block 
design. How can I decide what model of mean comparision to choose? LSD, 
HSD,TukeyHSD,  Duncan,...?  Thanks in advance

__
R-help@stat.math.ethz.ch mailing list
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.


Re: [R] LSD, HSD,...

2007-07-16 Thread Simon Blomberg
If you have a priori planned comparisons, you can just test those using
linear contrasts, with no need to correct for multiple testing. If you
do not, and you are relying on looking at the data and analysis to tell
you which treatment means to compare, and you are considering several
tests, then you should consider correcting for multiple testing. There
is a large literature on the properties of the various tests. (Tukey HSD
usually works pretty well for me.)

rant Why do people design experiments with a priori hypotheses in
mind, yet test them using post hoc comparison procedures? It's as if
they are afraid to admit that they had hypotheses to begin with! Far
better to test what you had planned to test using the more powerful
methods for planned comparisons, and leave it at that.
/rant


On Mon, 2007-07-16 at 09:52 +0200, Adrian J. Montero Calvo wrote:
 Hi,
 I'm designing a experiment in order to compare the growing of 
 several clones of a tree specie. It will be a complete randomized block 
 design. How can I decide what model of mean comparision to choose? LSD, 
 HSD,TukeyHSD,  Duncan,...?  Thanks in advance
 
 __
 R-help@stat.math.ethz.ch mailing list
 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.
-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Australia
Room 320 Goddard Building (8)
T: +61 7 3365 2506 
email: S.Blomberg1_at_uq.edu.au

Policies:
1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

The combination of some data and an aching desire for 
an answer does not ensure that a reasonable answer can 
be extracted from a given body of data. - John Tukey.

__
R-help@stat.math.ethz.ch mailing list
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.


Re: [R] LSD, HSD,...

2007-07-16 Thread John Maindonald
follow-on rant Stepwise regression variable selection
methods make multiple post hoc comparisons.  The
number of comparisons may be very large, vastly more
than the half-dozen post-hoc comparisons that are
common in an experimental design context.

There is a disconnect here. The multiple testing issue is
noted in pretty much every discussion of analysis of
experimental data, but not commonly mentioned (at least
in older texts) in discussions of stepwise regression, best
subsets and related regression approaches. One reason
for this silence may be that there is no ready HSD-like fix.

The SEs and t-statistics that lm() gives for the finally
selected model can be grossly optimistic. Running the
analysis with the same model matrix, but with y-values
that are noise, can give a useful wake-up call.

John Maindonald email: [EMAIL PROTECTED]
phone : +61 2 (6125)3473fax  : +61 2(6125)5549
Centre for Mathematics  Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.


On 16 Jul 2007, at 8:00 PM, Simon Blomberg wrote:

 If you have a priori planned comparisons, you can just test those  
 using
 linear contrasts, with no need to correct for multiple testing. If you
 do not, and you are relying on looking at the data and analysis to  
 tell
 you which treatment means to compare, and you are considering several
 tests, then you should consider correcting for multiple testing. There
 is a large literature on the properties of the various tests.  
 (Tukey HSD
 usually works pretty well for me.)

 rant Why do people design experiments with a priori hypotheses in
 mind, yet test them using post hoc comparison procedures? It's as if
 they are afraid to admit that they had hypotheses to begin with! Far
 better to test what you had planned to test using the more powerful
 methods for planned comparisons, and leave it at that.
 /rant


 On Mon, 2007-07-16 at 09:52 +0200, Adrian J. Montero Calvo wrote:
 Hi,
 I'm designing a experiment in order to compare the growing of
 several clones of a tree specie. It will be a complete randomized  
 block
 design. How can I decide what model of mean comparision to choose?  
 LSD,
 HSD,TukeyHSD,  Duncan,...?  Thanks in advance

 __
 R-help@stat.math.ethz.ch mailing list
 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.
 -- 
 Simon Blomberg, BSc (Hons), PhD, MAppStat.
 Lecturer and Consultant Statistician
 Faculty of Biological and Chemical Sciences
 The University of Queensland
 St. Lucia Queensland 4072
 Australia
 Room 320 Goddard Building (8)
 T: +61 7 3365 2506
 email: S.Blomberg1_at_uq.edu.au

__
R-help@stat.math.ethz.ch mailing list
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.