Thank you Eik - this makes much more sense now.
----------------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) ---------------------------------------------------------------------------------------------- On Thu, Oct 6, 2011 at 1:21 PM, Eik Vettorazzi <e.vettora...@uke.de> wrote: > 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 > > [[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.
