Finding Interaction and main effects contrasts for two-wayANOVA
On 3/8/2008 3:05 PM, Dale Steele wrote:
Thanks to those who have replied to my original query. However, I'm
still confused on how obtain estimates, standard error and F-tests for
main effect and interaction contrasts which agree with the SAS code
with output appended below.
for example,
## Given the dataset (from Montgomery)
twoway <- read.table("http://dsteele.veryspeedy.net/sta501/twoway.txt",
col.names=c('material', 'temp','voltage'),colClasses=c('factor',
'factor', 'numeric'))
## the model
fit <- aov(voltage ~ material*temp, data=twoway)
material.means <- tapply(twoway$voltage, twoway$material, mean)
temp.means <- tapply(twoway$voltage, twoway$temp, mean)
cell.means <- tapply(twoway$voltage, twoway[,1:2], mean)
Contrasts of Interest ....
cell.means[2,1] - cell.means[2,2] - cell.means[3,1] + cell.means[3,2]
[1] 37.75
material.means[1] - material.means[2]
1 -25.16667
temp.means[1] - temp.means[3]
50 80.66667 I expected the following code to provide the estimates above for (material 1 - material 2) and (temp1 - temp3), but get unexpected results...
library(gmodels)
fit.contrast(fit, "material", rbind("(1 - 2)" =c(1, -1, 0) ))
Estimate Std. Error t value Pr(>|t|) material(1 - 2) -21 18.37407 -1.142915 0.2631074
fit.contrast(fit, "temp", rbind("50 - 80" =c(1, 0, -1) ))
Estimate Std. Error t value Pr(>|t|) temp50 - 80 77.25 18.37407 4.204294 0.0002572756 Thanks. --Dale
Here is one way to reproduce the SAS contrasts:
## the dataset (from Montgomery)
twoway <- read.table("http://dsteele.veryspeedy.net/sta501/twoway.txt",
col.names=c('material', 'temp','voltage'),colClasses=c('factor',
'factor', 'numeric'))
library(gmodels)
fm <- lm(voltage ~ material:temp + 0, data = twoway)
cm <- rbind(
'21-22-31+32 ' = c( 0, 1, -1, 0, -1,1, 0, 0, 0),
'material1-material2' = c(1/3,-1/3, 0,1/3,-1/3,0, 1/3,-1/3, 0),
'temp50-temp80 ' = c(1/3, 1/3,1/3, 0, 0,0,-1/3,-1/3,-1/3))
estimable(fm, cm)
Estimate Std. Error t value DF Pr(>|t|)
21-22-31+32 37.75000 25.98486 1.452769 27 1.578118e-01
material1-material2 -25.16667 10.60827 -2.372362 27 2.505884e-02
temp50-temp80 80.66667 10.60827 7.604127 27 3.525248e-08
This formulates the model so that each coefficient corresponds to one
of the 9 cell means. For me, that makes specifying the contrasts much
easier.
/* SAS code */
proc glm data=twoway;
class material temp;
model voltage = material temp material*temp;
contrast '21-22-31+32' material*temp 0 0 0 1 -1 0 -1 1 0;
estimate '21-22-31+32' material*temp 0 0 0 1 -1 0 -1 1 0;
contrast 'material1-material2' material 1 -1 0;
estimate 'material1-material2' material 1 -1 0;
contrast 'temp50 - temp80' temp 1 0 -1;
estimate 'temp50 - temp80' temp 1 0 -1;
run;
SAS output
Contrast DF Contrast SS Mean Square F Value Pr > F
21-22-31+32 1 1425.06250 1425.06250 2.11 0.1578
material1-material2 1 3800.16667 3800.16667 5.63 0.0251
temp50 - temp80 1 39042.66667 39042.66667 57.82 <.0001
Standard
Parameter Estimate Error t Value Pr > |t|
21-22-31+32 37.7500000 25.9848603 1.45 0.1578
material1-material2 -25.1666667 10.6082748 -2.37 0.0251
temp50 - temp80 80.6666667 10.6082748 7.60 <.0001
On Sat, Mar 8, 2008 at 11:02 AM, Gregory Warnes <gregory.warnes at mac.com> wrote:
Dale, You might find it fruitful to look at the help pages for fit.contrast () and estimble() functions in the gmodels package, and the contrast () functions in the Hmisc package. -Greg On Mar 7, 2008, at 4:20PM , Thompson, David ((MNR)) wrote:
> Dale, > > Other than the first SAS contrast, does the following demonstrate what > your asking for?
>> summary(twoway)
> material temp voltage > 1:12 50:12 Min. : 20 > 2:12 65:12 1st Qu.: 70 > 3:12 80:12 Median :108 > Mean :106 > 3rd Qu.:142 > Max. :188
>> contrasts(twoway$material)
> 2 3 > 1 0 0 > 2 1 0 > 3 0 1
>> contrasts(twoway$temp)
> 65 80 > 50 0 0 > 65 1 0 > 80 0 1
>> fit <- aov(voltage ~ material*temp, data=twoway) >> summary.aov(fit)
> Df Sum Sq Mean Sq F value Pr(>F) > material 2 10684 5342 7.91 0.0020 ** > temp 2 39119 19559 28.97 1.9e-07 *** > material:temp 4 9614 2403 3.56 0.0186 * > Residuals 27 18231 675 > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > > # setting (partial) contrasts
>> contrasts(twoway$material) <- c(1,-1,0) # ignoring the second
> available df
>> contrasts(twoway$temp) <- c(0,1,-1) # ignoring the second >> available df >> contrasts(twoway$material)
> [,1] [,2] > 1 1 -0.41 > 2 -1 -0.41 > 3 0 0.82
>> contrasts(twoway$temp)
> [,1] [,2] > 50 0 -0.82 > 65 1 0.41 > 80 -1 0.41 >
>> summary.aov(fit, split=list(material=list('m1-m2'=1), temp=list
>> ('t50 -
> t80'=1))) > Df Sum Sq Mean Sq F value Pr(>F) > material 2 10684 5342 7.91 0.00198 ** > material: m1-m2 1 3800 3800 5.63 0.02506 * > temp 2 39119 19559 28.97 1.9e-07 *** > temp: t50 - t80 1 11310 11310 16.75 0.00035 *** > material:temp 4 9614 2403 3.56 0.01861 * > material:temp: m1-m2.t50 - t80 1 4970 4970 7.36 0.01146 * > Residuals 27 18231 675 > --- > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > # other examples of setting contrasts > # compare m1 vs m2 and m2 vs m3
>> contrasts(twoway$material) <- matrix(c(1,-1,0,1,1,-2), nrow=3) >> contrasts(twoway$material)
> [,1] [,2] > 1 1 0 > 2 -1 1 > 3 0 -1 > # compare m1 vs m2 and m1+m2 vs m3
>> contrasts(twoway$material) <- matrix(c(1,-1,0,1,1,-2), nrow=3) >> contrasts(twoway$material)
> [,1] [,2] > 1 1 1 > 2 -1 1 > 3 0 -2 > > I'm not sure if 'summary.aov' is the only lm-family summary method > with > the split argument. > > DaveT. > ************************************* > Silviculture Data Analyst > Ontario Forest Research Institute > Ontario Ministry of Natural Resources > david.john.thompson at ontario.ca > http://ofri.mnr.gov.on.ca > *************************************
>> -----Original Message-----
>> From: Steele [mailto:dale.w.steele at gmail.com]
>> Sent: March 6, 2008 09:08 PM
>> To: r-help at stat.math.ethz.ch
>> Subject: [R] Finding Interaction and main effects contrasts
>> for two-way ANOVA
>>
>> I've tried without success to calculate interaction and main effects
>> contrasts using R. I've found the functions C(), contrasts(),
>> se.contrasts() and fit.contrasts() in package gmodels. Given the url
>> for a small dataset and the two-way anova model below, I'd like to
>> reproduce the results from appended SAS code. Thanks. --Dale.
>>
>> ## the dataset (from Montgomery)
>> twoway <- read.table("http://dsteele.veryspeedy.net/sta501/
>> twoway.txt",
>> col.names=c('material', 'temp','voltage'),colClasses=c('factor',
>> 'factor', 'numeric'))
>>
>> ## the model
>> fit <- aov(voltage ~ material*temp, data=twoway)
>>
>> /* SAS code */
>> proc glm data=twoway;
>> class material temp;
>> model voltage = material temp material*temp;
>> contrast '21-22-31+32' material*temp 0 0 0 1 -1 0 -1 1 0;
>> estimate '21-22-31+32' material*temp 0 0 0 1 -1 0 -1 1 0;
>> contrast 'material1-material2' material 1 -1 0;
>> estimate 'material1-material2' material 1 -1 0;
>> contrast 'temp50 - temp80' temp 1 0 -1;
>> estimate 'temp50 - temp80' temp 1 0 -1;
>> run;
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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