[R] F test

Mike Lawrence Mike.Lawrence at dal.ca
Thu Apr 16 20:19:43 CEST 2009


I'm new to LME myself, so it would be best for others to advise on this.

On Thu, Apr 16, 2009 at 3:00 PM, Jun Shen <jun.shen.ut at gmail.com> wrote:
> Mike,
>
> I kind of have the same question. What if for a mixed effect model, say
> using lme(), how to specify the interaction effect (between a fixed effect
> and a random effect)? and where to find the result of the interaction?
> Thanks.
>
> Jun
>
> On Thu, Apr 16, 2009 at 12:08 PM, Mike Lawrence <Mike.Lawrence at dal.ca>
> wrote:
>>
>> summary(my_lm) will give you t-values, anova(my_lm) will give you
>> (equivalent) F-values. 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 <kjaja27 at 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 at 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 at 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.
>
>
>
> --
> Jun Shen PhD
> PK/PD Scientist
> BioPharma Services
> Millipore Corporation
> 15 Research Park Dr.
> St Charles, MO 63304
> Direct: 636-720-1589
>
>



-- 
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. ~




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