| % File src/library/stats/man/anova.lm.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2013 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{anova.lm} |
| \alias{anova.lm} |
| \alias{anova.lmlist} |
| \title{ANOVA for Linear Model Fits} |
| \usage{ |
| \method{anova}{lm}(object, \dots) |
| |
| \method{anova}{lmlist}(object, \dots, scale = 0, test = "F") |
| } |
| \description{ |
| Compute an analysis of variance table for one or more linear model fits. |
| } |
| \arguments{ |
| \item{object, \dots}{objects of class \code{lm}, usually, a result of a |
| call to \code{\link{lm}}.} |
| \item{test}{a character string specifying the test statistic to be |
| used. Can be one of \code{"F"}, \code{"Chisq"} or \code{"Cp"}, |
| with partial matching allowed, or \code{NULL} for no test.} |
| \item{scale}{numeric. An estimate of the noise variance |
| \eqn{\sigma^2}. If zero this will be estimated from the |
| largest model considered. |
| } |
| } |
| \details{ |
| Specifying a single object gives a sequential analysis of variance |
| table for that fit. That is, the reductions in the residual sum of |
| squares as each term of the formula is added in turn are given in as |
| the rows of a table, plus the residual sum of squares. |
| |
| The table will contain F statistics (and P values) comparing the |
| mean square for the row to the residual mean square. |
| |
| If more than one object is specified, the table has a row for the |
| residual degrees of freedom and sum of squares for each model. |
| For all but the first model, the change in degrees of freedom and sum |
| of squares is also given. (This only make statistical sense if the |
| models are nested.) It is conventional to list the models from |
| smallest to largest, but this is up to the user. |
| |
| Optionally the table can include test statistics. Normally the |
| F statistic is most appropriate, which compares the mean square for a |
| row to the residual sum of squares for the largest model considered. |
| If \code{scale} is specified chi-squared tests can be used. Mallows' |
| \eqn{C_p}{Cp} statistic is the residual sum of squares plus twice the |
| estimate of \eqn{\sigma^2}{sigma^2} times the residual degrees of freedom. |
| } |
| \value{ |
| An object of class \code{"anova"} inheriting from class \code{"data.frame"}. |
| } |
| \section{Warning}{ |
| The comparison between two or more models will only be valid if they |
| are fitted to the same dataset. This may be a problem if there are |
| missing values and \R's default of \code{na.action = na.omit} is used, |
| and \code{anova.lmlist} will detect this with an error. |
| } |
| \references{ |
| Chambers, J. M. (1992) |
| \emph{Linear models.} |
| Chapter 4 of \emph{Statistical Models in S} |
| eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole. |
| } |
| \seealso{ |
| The model fitting function \code{\link{lm}}, \code{\link{anova}}. |
| |
| \code{\link{drop1}} for |
| so-called \sQuote{type II} anova where each term is dropped one at a |
| time respecting their hierarchy. |
| } |
| \examples{ |
| ## sequential table |
| fit <- lm(sr ~ ., data = LifeCycleSavings) |
| anova(fit) |
| |
| ## same effect via separate models |
| fit0 <- lm(sr ~ 1, data = LifeCycleSavings) |
| fit1 <- update(fit0, . ~ . + pop15) |
| fit2 <- update(fit1, . ~ . + pop75) |
| fit3 <- update(fit2, . ~ . + dpi) |
| fit4 <- update(fit3, . ~ . + ddpi) |
| anova(fit0, fit1, fit2, fit3, fit4, test = "F") |
| |
| anova(fit4, fit2, fit0, test = "F") # unconventional order |
| } |
| \keyword{regression} |
| \keyword{models} |