Hi Tal, you are comparing different things. The "Details"-section of ?anova.qr states "test the hypothesis that smaller models are adequate relative to the largest specified model". So in your first anova you compare fit2 with fit1 and fit0, in your second attempt fit1 with fit0, so you have different "base"-models to compare with, and consequently different p-values.
hth. Am 06.10.2011 10:05, schrieb Tal Galili: > Hello dear R help members. > > I am trying to understand the anova.rq, and I am finding something which I > can not explain (is it a bug?!): > > The example is for when we have 3 nested models. I run the anova once on > the two models, and again on the three models. I expect that the p.value > for the comparison of model 1 and model 2 would remain the same, whether or > not I add a third model to be compared with. > However, the P values change, and I do not understand why. > > Here is an example code (following with it's input): > > data(barro) > fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro) > fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro) > fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 , data = barro) > anova(fit0,fit1,fit2, R = 1000) > anova(fit0,fit1, R = 1000) > > > Output: > >> data(barro) >> fit0 <- rq(y.net ~ lgdp2 + fse2 , data = barro) >> fit1 <- rq(y.net ~ lgdp2 + fse2 + gedy2 , data = barro) >> fit2 <- rq(y.net ~ lgdp2 + fse2 + gedy2 + Iy2 , data = barro) >> anova(fit0,fit1,fit2, R = 1000) > Quantile Regression Analysis of Deviance Table > > Model 1: y.net ~ lgdp2 + fse2 + gedy2 + Iy2 > Model 2: y.net ~ lgdp2 + fse2 + gedy2 > Model 3: y.net ~ lgdp2 + fse2 > Df Resid Df F value Pr(>F) > 1 1 156 29.494 2.110e-07 *** > 2 2 156 18.194 7.901e-08 *** > --- > Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 >> anova(fit0,fit1, R = 1000) > Quantile Regression Analysis of Deviance Table > > Model 1: y.net ~ lgdp2 + fse2 + gedy2 > Model 2: y.net ~ lgdp2 + fse2 > Df Resid Df F value Pr(>F) > 1 1 157 3.9532 0.04852 * > --- > Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 >> sessionInfo() > R version 2.13.1 (2011-07-08) > Platform: i386-pc-mingw32/i386 (32-bit) > > locale: > [1] LC_COLLATE=Hebrew_Israel.1255 LC_CTYPE=Hebrew_Israel.1255 > [3] LC_MONETARY=Hebrew_Israel.1255 LC_NUMERIC=C > [5] LC_TIME=Hebrew_Israel.1255 > > attached base packages: > [1] splines stats graphics grDevices utils datasets methods > base > > other attached packages: > [1] rms_3.3-1 Hmisc_3.8-3 > survival_2.36-9 > [4] colorspace_1.1-0 quantreg_4.71 SparseM_0.89 > > [7] PerformanceAnalytics_1.0.3.2 xts_0.8-2 zoo_1.7-4 > > [10] reporttools_1.0.6 xtable_1.5-6 > > loaded via a namespace (and not attached): > [1] cluster_1.14.0 grid_2.13.1 lattice_0.19-33 tools_2.13.1 > > > > > > > ----------------Contact > Details:------------------------------------------------------- > Contact me: tal.gal...@gmail.com | 972-52-7275845 > Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | > www.r-statistics.com (English) > ---------------------------------------------------------------------------------------------- > > [[alternative HTML version deleted]] > > > > > ______________________________________________ > R-help@r-project.org 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. -- Eik Vettorazzi Department of Medical Biometry and Epidemiology University Medical Center Hamburg-Eppendorf Martinistr. 52 20246 Hamburg T ++49/40/7410-58243 F ++49/40/7410-57790 -- Pflichtangaben gemäß Gesetz über elektronische Handelsregister und Genossenschaftsregister sowie das Unternehmensregister (EHUG): Universitätsklinikum Hamburg-Eppendorf; Körperschaft des öffentlichen Rechts; Gerichtsstand: Hamburg Vorstandsmitglieder: Prof. Dr. Guido Sauter (Vertreter des Vorsitzenden), Dr. Alexander Kirstein, Joachim Prölß, Prof. Dr. Dr. Uwe Koch-Gromus ______________________________________________ R-help@r-project.org 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.
