[R] multiple comparisons with generalised least squares

Ariel ariel.muldoon at oregonstate.edu
Tue Jul 10 17:56:53 CEST 2012

racmar wrote
> I have also been searching various forums and books to see if there are
> any methods I could use and have only found people, such as yourself,
> asking the same question. 

I was looking into this recently, as well, and found that the problem has to
do with building the model.matrix/terms/model.frame for gls objects when
using the glht function.  I ended up creating three gls-specific functions
and was able to get estimates/confidence intervals for the toy example
below.   You may find these functions useful (under the caveat that I only
checked that I got estimates and not that the estimates were correct ;) ).



Orthodont$fage <- factor(Orthodont$age)

#toy example with Orthodont data using age as a factor
fitgls <- gls( distance ~ fage, data=Orthodont, 
	weights = varIdent(form =~1|fage))


#notice the error about the model.matrix for gls objects when using glht
confint( glht (fitgls, mcp(fage="Tukey") ))

#create model.frame, terms, and model.matrix functions specifically for gls
model.matrix.gls <- function(object, ...) 
	model.matrix(terms(object), data = getData(object), ...)

model.frame.gls <- function(object, ...) 
	model.frame(formula(object), data = getData(object), ...)

terms.gls <- function(object, ...) 

#now run glht again
confint( glht(  fitgls, mcp(fage="Tukey") ))

View this message in context: http://r.789695.n4.nabble.com/multiple-comparisons-with-generalised-least-squares-tp3441513p4636009.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list