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Trouble Replicating Unstructured Mixed Procedure in R

I am unfamiliar with this critique of Type III SS. Can you point me to a reference discussing the difficulties with Type III SS?

-----Original Message-----
From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-bounces at r-project.org] On Behalf Of John Maindonald
Sent: Wednesday, January 25, 2012 11:19 PM
To: David Duffy
Cc: r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] Trouble Replicating Unstructured Mixed Procedure in R

It is well to note that type III sums of squares are problematic.
For testing the effects of a main effect, the null model is constraining
the main effect in a manner that depends on the parameterisation.

There are situations where it makes sense to fit interactions without
main effects, and it is clear what constraint on the main effect is the
relevant null (with an interaction between a factor and a variable,
does one want all lines to go though the same point, or through
perhaps the origin?), but that situation is unusual.  For lines that 
are separate or all through the one point, one does not need 
type III sums of squares.

Analyses often or frequently have enough genuine complications 
worrying (unless it is blindingly obvious that one ought to worry
about it) without the rarely relevant complication of attending to a 
type III sum of squares.  

I'd guess that SAS and lme are, effectively, making different
assumptions about the intended generalisation.  They are
clearly using different denominator degrees of freedom for F.
As one is looking for consistency across the 27 different youths,
SAS's denominator degrees of freedom for the interaction seem 
more or less right, pretty much equivalent to calculating slopes 
for females and slopes for males and using a t-test to compare 
them.  (Sure, in the analyses presented, age has been treated 
as a categorical variable, but the comment still applies.)

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
http://www.maths.anu.edu.au/~johnm
On 26/01/2012, at 1:54 PM, David Duffy wrote:

            
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Thread (19 messages)

Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 24 Thompson,Paul Trouble Replicating Unstructured Mixed Procedure in R Jan 24 Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 25 David Atkins Trouble Replicating Unstructured Mixed Procedure in R Jan 25 David Duffy Trouble Replicating Unstructured Mixed Procedure in R Jan 25 John Maindonald Trouble Replicating Unstructured Mixed Procedure in R Jan 25 Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Thompson,Paul Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Luca Borger Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Thompson,Paul Trouble Replicating Unstructured Mixed Procedure in R Jan 26 John Maindonald Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Kevin Wright Trouble Replicating Unstructured Mixed Procedure in R Jan 26 John Maindonald Trouble Replicating Unstructured Mixed Procedure in R Jan 26 Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 27 Charles Determan Jr Trouble Replicating Unstructured Mixed Procedure in R Jan 27 iwhite@staffmail.ed.ac.uk Trouble Replicating Unstructured Mixed Procedure in R Jan 27 Steven J. Pierce Trouble Replicating Unstructured Mixed Procedure in R Jan 27 Juliet Hannah Trouble Replicating Unstructured Mixed Procedure in R Jan 27