From p.dalgaard@biostat.ku.dk  Sun Jun 25 18:42:36 2000
From: p.dalgaard@biostat.ku.dk (Peter Dalgaard BSA)
Date: 25 Jun 2000 19:42:36 +0200
Subject: [Rd] possible bug, anova.glm(), family="gaussian" (PR#579)
In-Reply-To: rnassar@duke.edu's message of "Sun, 25 Jun 2000 18:34:15 +0200 (MET DST)"
References: <200006251634.SAA09674@pubhealth.ku.dk>
Message-ID: <x2wvjd4pyr.fsf@blueberry.kubism.ku.dk>

rnassar@duke.edu writes:

> anova(f.glm.1,f.glm.2,test="F")

> #             Resid. Df Resid. Dev Df Deviance     F Pr(>F)
> # A + S + A:S         4      3.500                         
> # A + S               5      4.625 -1    0.000 0.000      1
> 
> anova(f.lm.1,f.lm.2)

> #   Res.Df Res.Sum Sq Df Sum Sq F value Pr(>F)
> # 1      4      3.500                         
> # 2      5      4.625 -1 -1.125  1.2857 0.3202

Hum.. It is being done on purpose. anova.glmlist has this nugget
inside:

    table <- data.frame(resdf, resdev, c(NA, -diff(resdf)), c(NA, 
        pmax(0, -diff(resdev))))

This is obviously inconsistent with the lm version, but I wonder which
one is wrong? There may be a point in requiring models to be in
increasing order. However, something is clearly wrong with that too:

> anova(f.glm.2,f.glm.1,test="F")
...
            Resid. Df Resid. Dev Df Deviance      F Pr(>F)
A + S               5     4.6250                          
A + S + A:S         4     3.5000  1   1.1250 1.2857 0.3745

Notice the p value! This comes from an F with 2 df in the denominator
instead of 4. Comes out of this bit:

    if (!is.null(test)) {
        bigmodel <- object[[(rdf <- order(resdf)[1])]]
        dispersion <- summary(bigmodel, dispersion =
        dispersion)$dispersion
        df.dispersion <- if (dispersion == 1) 
            Inf
        else rdf

which is clearly wrong since rdf will be an integer between 1 and the
number of models compared...

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)             FAX: (+45) 35327907
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[Rd] possible bug, anova.glm(), family="gaussian" (PR#579)
Peter Dalgaard BSA