HH: aov.sufficient – R documentation

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aov.sufficient

Analysis of variance from sufficient statistics for groups.

Description

Analysis of variance from sufficient statistics for groups. For each group, we need the factor level, the response mean, the within-group standard deviation, and the sample size. The correct ANOVA table is produced. The residuals are fake. The generic vcov and summary.lm don't work for the variance of the regression coefficients in this case. Use vcovSufficient.

Usage

aovSufficient(formula, data = NULL,
              projections = FALSE, qr = TRUE, contrasts = NULL,
              weights = data$n, sd = data$s,
              ...)

vcovSufficient(object, ...)

Arguments

`formula, data, projections, qr, contrasts, ...`	See `aov`.
`weights`	See `lm`.
`sd`	vector of within-group standard deviations.
`object`	`"aov"` object constructed by `aovSufficient`. It also works with regular `aov` objects.

Value

For aovSufficient, an object of class c("aov", "lm"). For vcovSufficient, a function that returns the covariance matrix of the regression coefficients.

Note

The residuals are fake. They are all identical and equal to the MLE standard error (sqrt(SumSq.res/df.tot)). They give the right ANOVA table. They may cause confusion or warnings in other programs. The standard errors and t-tests of the coefficients are not calculated by summary.lm. Using the aov object from aovSufficient in glht requires the vcov. and df arguments.

Author(s)

Richard M. Heiberger <rmh@temple.edu>

Examples

## This example is from Hsu and Peruggia

## This is the R version
## See ?mmc.mean for S-Plus

if.R(s={},
r={

data(pulmonary)
pulmonary
pulmonary.aov <- aovSufficient(FVC ~ smoker,
                                data=pulmonary)
summary(pulmonary.aov)

## Not run: 
pulmonary.mmc <- mmc(pulmonary.aov,
                     linfct=mcp(smoker="Tukey"),
                     df=pulmonary.aov$df.residual,
                     vcov.=vcovSufficient)
mmcplot(pulmonary.mmc, style="both")

## orthogonal contrasts
pulm.lmat <- cbind("npnl-mh"=c( 1, 1, 1, 1,-2,-2), ## not.much vs lots
                   "n-pnl"  =c( 3,-1,-1,-1, 0, 0), ## none vs light
                   "p-nl"   =c( 0, 2,-1,-1, 0, 0), ## {} arbitrary 2 df
                   "n-l"    =c( 0, 0, 1,-1, 0, 0), ## {} for 3 types of light
                   "m-h"    =c( 0, 0, 0, 0, 1,-1)) ## moderate vs heavy
dimnames(pulm.lmat)[[1]] <- row.names(pulmonary)
pulm.lmat

pulmonary.mmc <- mmc(pulmonary.aov,
                     linfct=mcp(smoker="Tukey"),
                     df=pulmonary.aov$df.residual,
                     vcov.=vcovSufficient,
                     focus.lmat=pulm.lmat)

mmcplot(pulmonary.mmc, style="both", type="lmat")

## End(Not run)
})

HH

Statistical Analysis and Data Display: Heiberger and Holland

v3.1-43

GPL (>= 2)

Authors

Richard M. Heiberger

Initial release

2020-11-27