Skip to content

Anova - adjusted or sequential sums of squares?

1 message · Liaw, Andy

#
Here we go again...  The `type I vs. type III SS' controversy has
long been debated here and elsewhere.  I'll give my personal bias,
and leave you to dig deeper if you care to.

The `types' of sum of squares are creation of SAS.  Each type 
corresponds to different hypothesis being considered.  The
short answer to your question would be: `What are your null
and alternative hypotheses'?

One of the problems with categorizing like that is it tends to
keep people from thinking about the question above, and thus
leading to the confusion of which to use.

The school of thought I was broght up in says you need (and should)
not think that way.  Rather, frame your question in terms of 
model comparisons.  This approach avoids the notorious problem
of comparing the full model to ones that contain interaction, but 
lack one main effect that is involved in that interaction.

More practically:  Do you have interaction in your model?  If
so, the result for the interaction term should be the same in
either `type' of test.  If that interaction term is significant,
you should find other ways to understand the effects, and 
_not_ test for significance of the main effects in the presence
of interaction.  If there is no interaction term, you can 
assess effects by model comparisons such as:

m.full <- lm(y ~ A + B)
m.A <- lm(y ~ A)
m.B <- lm(y ~ B)
anova(m.B, m.full)  ## test for A effect
anova(m.A, m.full)  ## test for B effect

HTH,
Andy