From wdunlap at tibco.com  Tue Jun 25 21:01:29 2013
From: wdunlap at tibco.com (William Dunlap)
Date: Tue, 25 Jun 2013 19:01:29 +0000
Subject: [Rd] F statistic in add1.lm vs add1.glm
Message-ID: <E66794E69CFDE04D9A70842786030B931C3072F8@PA-MBX01.na.tibco.com>

Should the F statistic be the same when using add1() on models created by lm and glm(family=gaussian)?
They are in the single-degree-of-freedom case but not in the multiple-degree-of-freedom case.
MASS:addterm shows the same discrepancy.  It looks like the deviance (==residual sum of squares) gets
divided by the number of degrees of freedom for the term twice in add1.glm.  Using anova() on the output
of lm and glm(family=gaussian) gives the save F statistic as add1.lm gives.

> # factor(carb) consumes 5 degrees of freedom, am 1, compare their F values.
> fit <- lm(mpg ~ hp, data=mtcars) ; add1(fit, ~ hp + factor(carb) + am, test="F")
Single term additions

Model:
mpg ~ hp
             Df Sum of Sq    RSS    AIC F value   Pr(>F)    
<none>                    447.67 88.427                     
factor(carb)  5    103.54 344.13 90.009  1.5044   0.2241    
am            1    202.24 245.44 71.194 23.8952 3.46e-05 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
> fit <- glm(mpg ~ hp, data=mtcars) ; add1(fit, ~ hp + factor(carb) + am, test="F")
Single term additions

Model:
mpg ~ hp
             Df Deviance    AIC F value   Pr(>F)    
<none>            447.67 181.24                     
factor(carb)  5   344.13 182.82  0.3009   0.9077    
am            1   245.44 164.01 23.8952 3.46e-05 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com



[Rd] F statistic in add1.lm vs add1.glm
William Dunlap