> Ahem. "Equivalent", my tired foot... My bad, I wasn't paying attention.
> May I suggest consulting a textbook *before* flunking ANOVA 101 ? Harsh but warranted given my carelessness. On Thu, Apr 16, 2009 at 3:47 PM, Emmanuel Charpentier <charp...@bacbuc.dyndns.org> wrote: > Le jeudi 16 avril 2009 à 14:08 -0300, Mike Lawrence a écrit : >> summary(my_lm) will give you t-values, anova(my_lm) will give you >> (equivalent) F-values. > > Ahem. "Equivalent", my tired foot... > > In simple terms (the "real" real story may be more intricate....) : > > The "F values" stated by anova are something entierely different of t > values in summary. The latter allow you to assess properties of *one* > coefficient in your model (namely, do I have enough suport to state that > it is nonzero ?). The former allows you to assess whether you have > support for stating that *ALL* the coefficient related to the same > factor cannot be *SIMULTANEOUSLY* null. Which is a horse of quite > another color... > > By the way : if your "summary" indeed does give you the mean^K^K an > unbiased estimate of your coefficient and an (hopefully) unbiased > estimate of its standard error, the "F" ration is the ratio of estimates > of "remaining" variabilities with and without the H0 assumption it > tests, that is that *ALL* coefficients of your factor of interest are > *SIMULTANEOUSLY* null. > > F and t "numbers" will be "equivalent" if and only if your "factor of > interest" needs only one coefficient to get expressed, i. e. is a > continuous covariable or a two-class discrete variable (such as > boolean). In this case, you can test your factor either by the t value > which, under H0, fluctuates as a Student's t with n_res dof (n_res being > the "residual degrees of freedom" of the model) or by the F value, which > will fluctuate as a Fisher F statistic with 1 and n_res dof, which > happens (but that's not happenstance...) to be the *square* of a t with > n_dof. > > May I suggest consulting a textbook *before* flunking ANOVA 101 ? > > Emmanuel Charpentier > >> summary() might be preferred because it also >> provides the estimates & SE. >> >> > a=data.frame(dv=rnorm(10),iv1=rnorm(10),iv2=rnorm(10)) >> > my_lm=lm(dv~iv1*iv2,a) >> > summary(my_lm) >> >> Call: >> lm(formula = dv ~ iv1 * iv2, data = a) >> >> Residuals: >> Min 1Q Median 3Q Max >> -1.8484 -0.2059 0.1627 0.4623 1.0401 >> >> Coefficients: >> Estimate Std. Error t value Pr(>|t|) >> (Intercept) -0.4864 0.4007 -1.214 0.270 >> iv1 0.8233 0.5538 1.487 0.188 >> iv2 0.2314 0.3863 0.599 0.571 >> iv1:iv2 -0.4110 0.5713 -0.719 0.499 >> >> Residual standard error: 1.017 on 6 degrees of freedom >> Multiple R-squared: 0.3161, Adjusted R-squared: -0.02592 >> F-statistic: 0.9242 on 3 and 6 DF, p-value: 0.4842 >> >> > anova(my_lm) >> Analysis of Variance Table >> >> Response: dv >> Df Sum Sq Mean Sq F value Pr(>F) >> iv1 1 1.9149 1.9149 1.8530 0.2223 >> iv2 1 0.4156 0.4156 0.4021 0.5494 >> iv1:iv2 1 0.5348 0.5348 0.5175 0.4990 >> Residuals 6 6.2004 1.0334 >> >> >> On Thu, Apr 16, 2009 at 10:35 AM, kayj <kjaj...@yahoo.com> wrote: >> > >> > Hi, >> > >> > >> > How can I find the p-value for the F test for the interaction terms in a >> > regression linear model lm ? >> > >> > I appreciate your help >> > >> > >> > -- >> > View this message in context: >> > http://www.nabble.com/F-test-tp23078122p23078122.html >> > Sent from the R help mailing list archive at Nabble.com. >> > >> > ______________________________________________ >> > 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. >> > >> >> >> > > ______________________________________________ > 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. > -- Mike Lawrence Graduate Student Department of Psychology Dalhousie University Looking to arrange a meeting? Check my public calendar: http://tr.im/mikes_public_calendar ~ Certainty is folly... I think. ~ ______________________________________________ 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.
