[R] Difference between summary.lm() and summary.aov()

[Alexander Sirotkin [at Yahoo]]

John,

What you are saying is that any conclusion I can make
from summary.aov (for instance, to answer a question
if physician is a significant variable) will not be
correct ?


--- John Fox <jfox at mcmaster.ca> wrote:
> Dear Spencer and Alexander,
> 
> In this case, physician is apparently a factor with
> three levels, so 
> summary.aov() gives you a sequential ANOVA,
> equivalent to what you'd get 
> from anova(). There no simple relationship between
> the F-statistic for 
> physician, which has 2 df in the numerator, and the
> two t's. (By the way, I 
> doubt whether a sequential ANOVA is what's wanted
> here.)
> 
> Regards,
>   John
> 
> At 09:17 AM 12/6/2003 -0800, Spencer Graves wrote:
> >      The square of a Student's t with "df" degrees
> of freedom is an F 
> > distribution with 1 and "df" degrees of freedom.
> >      hope this helps.  spencer graves
> >
> >Alexander Sirotkin [at Yahoo] wrote:
> >
> >>I have a simple linear model (fitted with lm())
> with 2
> >>independant
> >>variables : one categorical and one integer.
> >>
> >>When I run summary.lm() on this model, I get a
> >>standard linear
> >>regression summary (in which one categorical
> variable
> >>has to be
> >>converted into many indicator variables) which
> looks
> >>like :
> >>
> >>            Estimate Std. Error t value Pr(>|t|)
> >>(Intercept)  -3595.3     2767.1  -1.299   0.2005
> >>physicianB     802.0     2289.5   0.350   0.7277
> >>physicianC    4906.8     2419.8   2.028   0.0485 *
> >>severity      7554.4      906.3   8.336 1.12e-10
> ***
> >>
> >>and when I run summary.aov() I get similar ANOVA
> table
> >>:
> >>           Df     Sum Sq    Mean Sq F value   
> Pr(>F)
> >>physician    2  294559803  147279901  3.3557  
> 0.04381
> >>*
> >>severity     1 3049694210 3049694210 69.4864
> 1.124e-10
> >>***
> >>Residuals   45 1975007569   43889057
> >>
> >>What is absolutely unclear to me is how F-value
> and
> >>Pr(>F) for the
> >>categorical "physician" variable of the
> summary.aov()
> >>is calculated
> >>from the t-value of the summary.lm() table.
> >>
> >>I looked at the summary.aov() source code but
> still
> >>could not figure
> >>it.
> >>
> >>Thanks a lot.
> >>
> >>__________________________________
> >>

> >>
> >>______________________________________________
> >>R-help at stat.math.ethz.ch mailing list
>
>>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> >>
> >
> >______________________________________________
> >R-help at stat.math.ethz.ch mailing list
>
>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 
>
-----------------------------------------------------
> John Fox
> Department of Sociology
> McMaster University
> Hamilton, Ontario, Canada L8S 4M4
> email: jfox at mcmaster.ca
> phone: 905-525-9140x23604
> web: www.socsci.mcmaster.ca/jfox
>
-----------------------------------------------------
>