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
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