How does R compute sums of squares?
On Mon, Dec 13, 2010 at 8:20 AM, Ethan Arenson
<ethan.a.arenson at gmail.com> wrote:
Consider the following missing data problem: ?y = c(1, 2, 2, 2, 3) a = factor(c(1, 1, 1, 2, 2)) b = factor(c(1, 2, 3, 1, 2)) fit = lm(y ~ a + b) anova(fit) ?Analysis of Variance Table Response: y ? ? ? ? ?Df ?Sum Sq Mean Sq ? ?F value ? ?Pr(>F) a ? ? ? ? ?1 0.83333 0.83333 1.3637e+33 < 2.2e-16 *** b ? ? ? ? ?2 1.16667 0.58333 9.5461e+32 < 2.2e-16 *** Residuals ?1 0.00000 0.00000 --- Signif. codes: ?0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 Warning message: In anova.lm(fit) : ?ANOVA F-tests on an essentially perfect fit are unreliable I am trying to understand how R computes sums of squares. I know that R makes a FORTRAN call to dqrls to make a QR decomposition of the design matrix, which returns (among other things),
?fit$effects ?(Intercept) ? ? ? ? ? ?a2 ? ? ? ? ? ?b2 ? ? ? ? ? ?b3 -4.472136e+00 ?9.128709e-01 ?7.715167e-01 ?7.559289e-01 ?2.471981e-17 Can anyone elaborate on how R computes these effects? I am not satisfied with the explanation that R provides with the help(effects) command.
Q'y
Thanks in advance. Ethan ? ? ? ?[[alternative HTML version deleted]]
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