[R] The 'test.terms' argument in 'regTermTest' in package 'survey'
Thomas Lumley
tlumley at u.washington.edu
Thu Aug 19 17:40:12 CEST 2004
On Thu, 19 Aug 2004, Almirall, Daniel wrote:
>
> This is a question regarding the 'regTermTest' function in the 'survey' package. Imagine Z as a three level factor variable, and code ZB and ZC as the two corresponding dummy variables. X is a continuous variable. In a 'glm' of Y on Z and X, say, how do the two test specifications
>
> test.terms = c("ZB:X","ZC:X") # and
> test.terms = ~ ZB:X + ZC:X
>
> in 'regTermTest' differ? I thought that both would return the same joint (Wald) test for the two Z:X interactions. Why does the second one specify a 1 degree of freedom test? The code below should help clarify my question.
What's happening is that the terms() function is reordering the variables.
The version with ~ZB:X +ZC:X uses attr(terms(~ZB:X+ZC:X),"term.labels"),
which turns out to be c("ZB:X","X:ZC"). This will cause problems when you
have more than one interaction term listed. Ugh.
A workaround in simple cases like this is to take advantage of R's
ability to make indicator variables. You don't really have two
interactions, just two terms describing one interaction.
glm3<-glm(Y~factor(Z)*X,family=binomial)
regTermTest(glm3, ~factor(Z):X)
-thomas
>
> Thanks much,
> Danny
>
>
>
>
> ## I'm currently using: R Version 1.9.1 / Windows 2000 / P4/2.8 Ghz
>
> Z <- as.factor(rep(LETTERS[1:3],20))
> Y <- rep(0:1, 30)
> X <- rnorm(60)
>
> glm1 <- glm(Y ~ Z + X + Z:X, family=binomial)
> summary(glm1)$coeff
>
> regTermTest( model=glm1 , test.terms=~Z:X)
>
> ZB <- ifelse(Z=="B",1,0)
> ZC <- ifelse(Z=="C",1,0)
>
> glm2 <- glm(Y ~ ZB + ZC + X + ZB:X + ZC:X, family=binomial)
> summary(glm2)$coeff ## Okay, same as glm1
>
> regTermTest( model=glm2 , test.terms= c("ZB:X","ZC:X"))
> regTermTest( model=glm2 , test.terms= ~ ZB:X + ZC:X)
>
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Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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