[R] Differences in output of lme() when introducing interactions

Marc Schwartz marc_schwartz at me.com
Wed Jul 22 16:29:59 CEST 2015


Hi,

In addition to Terry’s great comments below, as this subject has come up frequently over the years, there is also a great document by Bill Venables that is valuable reading:

  Exegeses on Linear Models
  http://www.stats.ox.ac.uk/pub/MASS3/Exegeses.pdf


Regards,

Marc Schwartz


> On Jul 22, 2015, at 8:15 AM, Therneau, Terry M., Ph.D. <therneau at mayo.edu> wrote:
> 
> "Type III" is a peculiarity of SAS, which has taken root in the world.  There are 3 main questions wrt to it:
> 
> 1. How to compute it (outside of SAS).  There is a trick using contr.treatment coding that works if the design has no missing factor combinations, your post has a link to such a description.  The SAS documentation is very obtuse, thus almost no one knows how to compute the general case.
> 
> 2. What is it?  It is a population average.  The predicted average treatment effect in a balanced population-- one where all the factor combinations appeared the same number of times.  One way to compute 'type 3' is to create such a data set, get all the predicted values, and then take the average prediction for treatment A, average for treatment B, average for C, ...  and test "are these averages the same".   The algorithm of #1 above leads to another explanation which is a false trail, in my opinion.
> 
> 3. Should you ever use it?  No.  There is a very strong inverse correlation between "understand what it really is" and "recommend its use".   Stephen Senn has written very intellgently on the issues.
> 
> Terry Therneau
> 
> 
> On 07/22/2015 05:00 AM, r-help-request at r-project.org wrote:
>> Dear Michael,
>> thanks a lot. I am studying the marginality and I came across to this post:
>> 
>> http://www.ats.ucla.edu/stat/r/faq/type3.htm
>> 
>> Do you think that the procedure there described is the right one to solve my problem?
>> 
>> Would you have any other online resources to suggest especially dealing with R?
>> 
>> My department does not have a statician, so I have to find a solution with my own capacities.
>> 
>> Thanks in advance
>> 
>> Angelo



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