On Feb 3, 2012, at 4:16 PM, Tulinsky, Thomas wrote:

I was surprised to find that just changing the base level of a factor variable changed the number of significant coefficients in the solution.

I was surprised at this and want to know how I should choose the order of the factors, if the order affects the result.

In the first model you are getting R's default contrast between the "control" levels and each of the other levels, while in the second you are getting contrasts between N25 and the others. I would think that the most interest would be on the first set of results , but it could also be that you are not testing for what your really want. Is it scientifically interesting to consider the ordinal scale of effects? Perhaps you should be looking at a linear or quadratic fit?

Looking at the text you cite, it becomes clear that you need to read the rest of the chapter before submitting questions to R-help.



Here is the small example. It is taken from 'The R Book', Crawley p. 365.

The data is at
http://www.bio.ic.ac.uk/research/mjcraw/therbook/data/competition.txt

In R

comp<-read.table("C:\\Temp\\competition.txt", header=T)

attach(comp)

Data has dependent variable 'biomass' and different types of 'clipping' that were done:
Control (none), n25, n50, r10, r5:

summary(comp)
      biomass         clipping
  Min.   :415.0   control:6
   1st Qu.:508.8   n25    :6
   Median :568.0   n50    :6
   Mean   :561.8   r10    :6
   3rd Qu.:631.8   r5     :6
   Max.   :731.0

List mean Biomass of each type of Clipping:

aggregate (comp$biomass, list (comp$clipping) , mean)
    Group.1        x
   control 465.1667
       n25 553.3333
       n50 569.3333
       r10 610.6667
        r5 610.5000

do regression - get same result as book p. 365
Clipping type 'control' is not in list of coefficients because it is first alphabetically so it is folded into Intercept

In this case there are no other covariates, so it is not so much folded into the intercept as it really IS the "Intercept".


model<-lm(biomass ~ clipping)
summary(model)

  Call:
  lm(formula = biomass ~ clipping)

  Residuals:
       Min       1Q   Median       3Q      Max
  -103.333  -49.667    3.417   43.375  177.667

  Coefficients:
              Estimate Std. Error t value Pr(>|t|)
  (Intercept)   465.17      28.75  16.177  9.4e-15 ***
  clippingn25    88.17      40.66   2.168  0.03987 *
  clippingn50   104.17      40.66   2.562  0.01683 *
  clippingr10   145.50      40.66   3.578  0.00145 **
  clippingr5    145.33      40.66   3.574  0.00147 **
  ---
  Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

  Residual standard error: 70.43 on 25 degrees of freedom
  Multiple R-squared: 0.4077,     Adjusted R-squared: 0.3129
  F-statistic: 4.302 on 4 and 25 DF,  p-value: 0.008752


Relevel - make 'n25' the base level of Clipping:

comp$clipping <- relevel (comp$clipping, ref="n25")

summary(comp)
      biomass         clipping
   Min.   :415.0   n25    :6
   1st Qu.:508.8   control:6
   Median :568.0   n50    :6
   Mean   :561.8   r10    :6
   3rd Qu.:631.8   r5     :6
   Max.   :731.0

Redo LM with releveled data

modelRelev<-lm(biomass~clipping, data=comp)

Different results. (Some parts, Residuals and Std Errors, are the same)
Especially note the Pr and Signifcance columns are different.

summary(modelRelev)

  Call:
  lm(formula = biomass ~ clipping, data = comp)

  Residuals:
       Min       1Q   Median       3Q      Max
  -103.333  -49.667    3.417   43.375  177.667

  Coefficients:
                  Estimate Std. Error t value Pr(>|t|)
  (Intercept)       553.33      28.75  19.244   <2e-16 ***
  clippingcontrol   -88.17      40.66  -2.168   0.0399 *
  clippingn50        16.00      40.66   0.393   0.6973
  clippingr10        57.33      40.66   1.410   0.1709
  clippingr5         57.17      40.66   1.406   0.1721
  ---
  Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

  Residual standard error: 70.43 on 25 degrees of freedom
  Multiple R-squared: 0.4077,     Adjusted R-squared: 0.3129
  F-statistic: 4.302 on 4 and 25 DF,  p-value: 0.008752

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