1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501
|
#main.effect=F to suppress printing main effects when the factor in
#question is involved in any interaction.
anova.Design <- function(object,...,main.effect=FALSE, tol=1e-9,
test=c('F','Chisq'), ss=TRUE) {
ava <- function(idx,coef,cov,tol) {
chisq <- coef[idx] %*% solvet(cov[idx,idx], coef[idx], tol=tol)
c(chisq, length(idx))
}
obj.name <- as.character(sys.call())[2]
itype <- 1 #Wald stats. Later sense score stats from object$est
misstest <- missing(test) ## R updates missing 8Apr02
test <- match.arg(test)
is.ols <- inherits(object,'ols') ||
(length(object$fitFunction) && any(object$fitFunction=='ols')) ##14Nov00 22May01
if(misstest) test <- if(is.ols) 'F' else 'Chisq'
if(!is.ols && test=='F') stop('F-test not allowed for this type of model')
if(!is.ols) ss <- FALSE
at <- object$Design
if(!length(at)) at <- getOldDesign(object)
assign <- object$assign
name <- at$name
nama <- names(assign)[1]
asso <- 1*(nama=="(Intercept)" | nama=="Intercept")
names(assign)[-asso] <- name
ia <- at$interactions
if(!length(ia))nia <- 0 else nia <- ncol(ia)
assume <- at$assume.code
#if(is.null(assume))stop("fit does not have Design information")
parms <- at$parms
f <- length(assume)
dotlist <- if(!.SV4. && !.R.) (((sys.frame())[["..."]])[[1]])[-1] else
{ ## 12Nov00
ncall <- names(sys.call())[-(1:2)]
other.arg <- as.character(sys.call())[-(1:2)]
if(length(other.arg) && length(ncall))
other.arg <- other.arg[ncall=='']
other.arg
}
# (as.character(sys.call()[-1])[-1])[if(length(ncall))ncall=='' else TRUE]
if(length(dotlist)==0) which <- 1:f else {
if(!.SV4. && !.R.) {
alist <- NULL
for(i in 1:length(dotlist))
alist <- c(alist, deparse(dotlist[[i]]))
} else alist <- dotlist ## 12Nov00
jw <- charmatch(alist,name,0)
if(any(jw==0)) stop(paste("factor names not in design: ",
paste(alist[jw==0],collapse=" ")))
which <- jw }
if(length(object$est) && !length(object$u))
stop("est in fit indicates score statistics but no u in fit")
if(itype==1) {
if(!length(object$coefficients))
stop("estimates not available for Wald statistics")
coef <- object$coefficients } else
{
if(!length(object$u)) stop("score statistics not available")
# if(pr)cat("\n Score Statistics\n\n")
coef <- object$u }
np <- length(coef)
#Compute # intercepts to skip in testing
nrp <- num.intercepts(object)
if(itype==2 & nrp!=0)stop("fit score statistics and x are incompatible")
nc <- length(coef)
cov <- Varcov(object, regcoef.only=TRUE) #Omit row/col for scale parameters
stats <- NULL
lab <- NULL
W <- list()
s <- 0
all.slopes <- rep(FALSE, nc)
all.ia <- rep(FALSE, nc)
all.nonlin <- rep(FALSE, nc)
num.ia <- 0
num.nonlin <- 0
issue.warn <- FALSE
for(i in which) {
j <- assume[i]
parmi <- parms[[name[i]]]
if(j!=9) low.fact <- i
else low.fact <- (parmi[,1])[parmi[,1]>0]
if(!length(names(at$nonlinear))) nl <- at$nonlinear[[i]]
else nl <- at$nonlinear[[name[i]]]
if(!length(nl)) nl <- rep(FALSE,length(assign[[name[i]]]))
#Factor no. according to model matrix is 1 + number of non-strata factors
#before this factor
if(j!=8) { #ignore strata
if(i==1) jfact <- 1
else jfact <- 1 + sum(assume[1:(i-1)]!=8)
main.index <- assign[[jfact+asso]]
nonlin.ia.index <- NULL #Should not have to be here. Bug in S?
all.slopes[main.index] <- TRUE
if(nia==0)ni <- 0 else ni <- sum(ia==i)
if(nia==0)ni <- 0
else for(k in 1:ncol(ia)) ni <- ni + !any(is.na(match(low.fact,ia[,k])))
if(ni==0 | main.effect) {
w <- ava(main.index,coef,cov,tol=tol)
s <- s+1; W[[s]] <- main.index
stats <- rbind(stats,w)
lab <- c(lab, name[i]) }
#If term is involved in any higher order effect, get pooled test
#by adding in all high-order effects containing this term
#For 2nd order interaction, look for 3rd order interactions
#containing both factors
# nonlin.ia.index <- NULL #Used to be here. Bug in S?
if(ni>0) {
ia.index <- NULL
mm <- (1:f)[assume==9]
mm <- mm[mm!=i]
for(k in mm) {
parmk <- parms[[name[k]]]
hi.fact <- parmk[,1]
m <- match(low.fact, hi.fact)
if(!any(is.na(m))) {
if(k==1)kfact <- 1
else kfact <- 1 + sum(assume[1:(k-1)]!=8)
idx <- assign[[kfact+asso]]
ia.index <- c(ia.index,idx)
if(ncol(parmk)>1)for(jj in 1:length(m)) {
nonlin.ia.index <- c(nonlin.ia.index,
idx[parmk[m[jj],-1]==1]) }
nonlin.ia.index <- if(length(nonlin.ia.index))
unique(nonlin.ia.index) else NULL
#Highest order can be counted twice
# c(nonlin.ia.index, added 17 Sep 91
}
}
idx <- c(main.index,ia.index)
all.slopes[idx] <- TRUE
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab, paste(name[i],
" (Factor+Higher Order Factors)"))
#If factor i in >1 interaction, print summary
#Otherwise, will be printed later
if(j!=9 & ni>1) {
w <- ava(ia.index,coef,cov,tol=tol)
s <- s+1; W[[s]] <- ia.index
stats<-rbind(stats,w)
lab <- c(lab, " All Interactions")
}
}
# if((any(nl) & j!=9) | (j==9 && parmi[3,i]==1)) {
if(any(nl)) {
# Tests of adequacy of linear relationship
idx <- c(main.index[nl], nonlin.ia.index)
num.nonlin <- num.nonlin+1
all.nonlin[idx] <- TRUE
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab, if(!length(nonlin.ia.index))" Nonlinear"
else " Nonlinear (Factor+Higher Order Factors)")
}
#If interaction factor involves a non-linear term from an
#expanded polynomial, lspline, rcspline, or scored factor,
#do tests to see if a simplification (linear interaction) is
#adequate. Do for second order only.
if(j==9) {
num.ia <- num.ia+1
all.ia[main.index] <- TRUE
if(parmi[3,1]>0) issue.warn <- TRUE
if(parmi[3,1]==0 && ncol(parmi)>1) {
nonlin.x <- as.logical(parmi[1,2:ncol(parmi)])
nonlin.y <- as.logical(parmi[2,2:ncol(parmi)])
nonlin.xy <- nonlin.x | nonlin.y
nonlin.xandy <- nonlin.x & nonlin.y
idx <- main.index[nonlin.xy]
li <- length(idx)
if(li>0) {
num.nonlin <- num.nonlin+1
all.nonlin[idx] <- TRUE
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats<-rbind(stats,w)
lab<-c(lab," Nonlinear Interaction : f(A,B) vs. AB")
idx <- main.index[nonlin.xandy]
li <- length(idx)
if(li>0) {
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats<-rbind(stats,w)
lab<-c(lab," f(A,B) vs. Af(B) + Bg(A)") }
idx <- main.index[nonlin.x]
li <- length(idx)
if(li>0 & any(nonlin.x!=nonlin.xy)) {
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats<-rbind(stats,w)
lab<-c(lab,paste(" Nonlinear Interaction in",
name[parmi[1,1]],"vs. Af(B)")) }
idx <- main.index[nonlin.y]
li <- length(idx)
if(li>0 & any(nonlin.y!=nonlin.xy)) {
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats<-rbind(stats,w)
lab<-c(lab,paste(" Nonlinear Interaction in",
name[parmi[2,1]],"vs. Bg(A)")) }
}} }
} }
#If >1 test of adequacy, print pooled test of all nonlinear effects
if(num.nonlin>1) {
idx <- (1:nc)[all.nonlin]
li <- length(idx)
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab, "TOTAL NONLINEAR") }
#If >1 test of interaction, print pooled test of all interactions in list
if(num.ia>1) {
idx <- (1:nc)[all.ia]
li <- length(idx)
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab,"TOTAL INTERACTION") }
#If >0 test of adequacy and >0 test of interaction, print pooled test of
#all nonlinear and interaction terms
if(num.nonlin>0 & num.ia>0) {
idx <- (1:nc)[all.nonlin | all.ia]
li <- length(idx)
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab,"TOTAL NONLINEAR + INTERACTION")
}
#Get total test for all factors listed
idx <- (1:nc)[all.slopes | all.ia]
w <- ava(idx,coef,cov,tol=tol)
s <- s+1; W[[s]] <- idx
stats <- rbind(stats,w)
lab <- c(lab,"TOTAL")
statnam <- c('Chi-Square','d.f.')
if(is.ols) {
sigma2 <- object$stats['Sigma']^2
dfe <- object$df.residual
}
if(ss) {
stats <- cbind(stats[,2], stats[,1]*sigma2, stats[,1]*sigma2/stats[,2],
stats[,1])
statnam <- c('d.f.','Partial SS','MS','Chi-Square')
stats <- rbind(stats, Error=c(dfe, sigma2*dfe, sigma2, NA))
s <- s+1; W[[s]] <- NA
lab <- c(lab, 'ERROR')
}
j <- statnam=='Chi-Square'
dfreg <- stats[,statnam=='d.f.']
if(test=='F') {
stats[,j] <- stats[,j] / dfreg
statnam[j] <- 'F'
stats <- cbind(stats, P=1-pf(stats[,j], dfreg, dfe))
attr(stats,'df.residual') <- dfe
} else stats <- cbind(stats,1-pchisq(stats[,j], dfreg))
statnam <- c(statnam, 'P')
dimnames(stats) <- list(lab, statnam)
## attr(stats,"formula") <- formula(object$terms) 30may02
attr(stats,'formula') <- formula(object)
## was attr(object$terms,"formula") 17Apr02
attr(stats,"obj.name") <- obj.name
attr(stats,"class") <- if(.SV4.)'anova.Design' else c("anova.Design","matrix")
names(W) <- lab
attr(stats,"which") <- W
attr(stats,"coef.names") <- names(coef)
attr(stats,"non.slopes") <- nrp
if(issue.warn)
warning("tests of nonlinear interaction with respect to single component \nvariables ignore 3-way interactions")
stats
}
print.anova.Design <-
function(x, which=c('none','subscripts','names','dots'), ...) {
stats <- x
digits <- c('Chi-Square'=2, F=2, 'd.f.'=0, 'Partial SS'=15, MS=15, P=4)
cstats <- matrix('', nrow=nrow(stats), ncol=ncol(stats),
dimnames=dimnames(stats))
which <- match.arg(which)
do.which <- which!='none' && length(W <- attr(stats,'which'))
if(do.which) {
if(which=='subscripts') simplifyr <- function(x) {
x <- sort(unique(x))
n <- length(x)
ranges <- character(n)
m <- 0
s <- x
while(length(s) > 0) {
j <- s == s[1] + (1:length(s))-1
m <- m+1
ranges[m] <- if(sum(j)>1) paste(range(s[j]),collapse='-') else s[1]
s <- s[!j]
}
ranges[1:m]
}
k <- length(W)
w <- character(k)
coef.names <- attr(stats,'coef.names')
nrp <- attr(stats,'non.slopes')
for(i in 1:k) {
z <- W[[i]]
if(all(is.na(z))) w[i] <- '' else {
z <- sort(z)
w[i] <- switch(which,
subscripts=paste(simplifyr(z - nrp), collapse=','),
names=paste(coef.names[z],collapse=','),
dots={
dots <- rep(' ',length(coef.names)-nrp)
dots[z - nrp] <- '.'
paste(dots,collapse='')} )
}
}
}
sn <- dimnames(cstats)[[2]]
for(j in 1:ncol(cstats)) cstats[,j] <- format(round(stats[,j], digits[sn[j]]))
cstats[is.na(stats)] <- ''
j <- sn=='P'
cstats[stats[,j] < 0.00005,j] <- '<.0001'
cstats <- cbind(dimnames(stats)[[1]], cstats)
#cstats<-cbind(dimnames(stats)[[1]],format(round(stats[,1],2)),
# format(stats[,2]),format(round(stats[,3],4)))
dimnames(cstats) <- list(rep("",nrow(stats)),
c("Factor ",dimnames(stats)[[2]]))
heading <- paste(" ",
if(any(dimnames(stats)[[2]]=='F'))"Analysis of Variance" else
"Wald Statistics", " Response: ",
as.character(attr(stats, "formula")[2]), sep = "")
cat(heading,"\n\n")
if(any(sn=='MS')) cstats[cstats[,1]=='TOTAL',1] <- 'REGRESSION'
if(do.which) cstats <- cbind(cstats, Tested=w)
print(cstats,quote=FALSE)
if(do.which && which!='names') {
cat('\nSubscripts correspond to:\n')
print(if(nrp > 0)coef.names[-(1:nrp)] else coef.names, quote=FALSE)
}
if(!any(sn=='MS') && length(dfe <- attr(stats,'df.residual')))
cat('\nError d.f.:', dfe, '\n')
invisible()
}
latex.anova.Design <- function(object,
title=if(under.unix) paste('anova',attr(object,'obj.name'),sep='.') else
paste("ano",substring(first.word(attr(object,"obj.name")),
1,5),sep=""),
psmall=TRUE, dec.chisq=2, dec.F=2, dec.ss=NA, dec.ms=NA, dec.P=4, ...) {
## expr in first.word 18Nov00 removed 25May01
rowl <- dimnames(object)[[1]]
#Translate interaction symbol (*) to times symbol
#rowl <- translate(rowl, "*", "$\\\\times$")
rowl <- sedit(rowl, "*", "$\\times$", wild.literal=TRUE)
#Put TOTAL rows in boldface
rowl <- ifelse(substring(rowl,1,5) %in% c("TOTAL","ERROR"), paste("{\\bf",rowl,"}"),rowl)
rowl <- ifelse(substring(rowl,1,1)==" ",
paste("~~{\\it ",substring(rowl,2),"}",sep=""), rowl) # preserve leading blank
P <- object[,3]
dstats <- as.data.frame(object)
attr(dstats, 'row.names') <- rowl
## 4may03
if(psmall) {
psml <- !is.na(dstats$P) & dstats$P < 0.00005
if(any(psml)) dstats$P <- ifelse(is.na(dstats$P),'',ifelse(psml,
#if(psmall && any(dstats$P <0.00005)) dstats$P <- ifelse(dstats$P <0.00005,
"$<0.0001$",
paste("~",format(round(dstats$P,4)),sep="")))
}
digits <- c('Chi-Square'=dec.chisq, F=dec.F, 'd.f.'=0,
'Partial SS'=dec.ss, MS=dec.ms, P=dec.P)
sn <- dimnames(object)[[2]]
dig <- digits[sn]
sn[sn=='Chi-Square'] <- '\\chi^2'
names(dstats) <- paste('$',sn,'$',sep='')
#dstats <- structure(list("$\\chi^2$"=stats[,1],"$d.f.$"=stats[,2],
# "$P$"=P), row.names=rowl, class="data.frame")
#Make LaTeX preserve spaces in heading
head <- paste(if(any(sn=='F'))"Analysis of Variance" else "Wald Statistics", "for {\\tt",
as.character(attr(object,"formula")[2]),"}")
latex(dstats, cdec=dig, title=title, caption=head, rowlabel="",
col.just=rep('r',length(sn)), ...)
}
text.anova.Design <- function(x, at, cex=.5, font=2, ...) {
#Note: a bug in text() prevents writing long character strings
ltext <- function(z, line, label, cex = 0.5, font=2, adj = 0) {
zz <- z
zz$y <- z$y - ((line - 1) * 1.2 * cex * par("csi") * (
par("usr")[4] - par("usr")[3]))/(par("fin")[2])
text(zz, label, cex = cex, adj = adj, font=font)
}
fi <- tempfile()
sink(fi)
print.anova.Design(x)
sink()
k <- if(.R.) scan(fi, list(z=""), sep="\n", quiet=TRUE)$z else
scan(fi, list(z=""), sep="\n")$z
if(!.R. && existsFunction('unlink')) unlink(fi)
for(l in 1:length(k)) ltext(at, l, k[l], font=font, cex=cex)
invisible(k)
}
plot.anova.Design <- function(x,
what=c("chisqminusdf","chisq","aic","P","partial R2","remaining R2",
"proportion R2"),
xlab=NULL,
pch=16, rm.totals=TRUE, rm.ia=FALSE, rm.other=NULL, newnames,
sort=c("descending","ascending","none"), pl=TRUE, ...) {
what <- match.arg(what)
sort <- match.arg(sort)
if(!length(xlab)) xlab <-
switch(what, chisq=if(.R.)expression(chi^2) else "Chi-square",
chisqminusdf=if(.R.)expression(chi^2~-~df) else
"Chi-Square Minus Degrees of Freedom",
aic="Akaike Information Criterion",
P="P-value",
"partial R2"=if(.R.)expression(paste("Partial",~R^2)) else "Partial R^2",
"remaining R2"=if(.R.)expression(paste("Remaining~",R^2,
"~After Removing Variable")) else
"Remaining R^2 After Removing Variable",
"proportion R2"=
if(.R.)expression(paste("Proportion of Overall",~R^2))
else "Proportion of Overall R^2")
if(.SV4.) x <- matrix(oldUnclass(x), nrow=nrow(x),
dimnames=dimnames(x)) ##14Nov00
rm <- c(if(rm.totals) c("TOTAL NONLINEAR","TOTAL NONLINEAR + INTERACTION",
"TOTAL INTERACTION","TOTAL"),
" Nonlinear"," All Interactions", "ERROR", rm.other)
rn <- dimnames(x)[[1]]
rm <- c(rm, rn[substring(rn,2,10)=="Nonlinear"])
k <- !(rn %in% rm)
if(rm.ia) k[grep("\\*", rn)] <- FALSE
an <- x[k,,drop=FALSE]
dof <- an[,'d.f.']
P <- an[,'P']
chisq <- if(any(dimnames(an)[[2]]=='F')) an[,'F']*dof else an[,'Chi-Square']
if(what %in% c("partial R2","remaining R2","proportion R2")) {
if("Partial SS" %nin% dimnames(x)[[2]])
stop('to plot R2 you must have an ols model and must not have specified ss=F to anova')
sse <- x['ERROR','Partial SS']
ssr <- x['TOTAL','Partial SS']
sst <- sse + ssr
}
an <- switch(what,
chisq=chisq,
chisqminusdf=chisq-dof,
aic=chisq-2*dof,
P=P,
"partial R2" = an[,"Partial SS"]/sst,
"remaining R2" = (ssr - an[,"Partial SS"]) / sst,
"proportion R2" = an[,"Partial SS"] / ssr)
if(missing(newnames)) newnames <- sedit(names(an),
" (Factor+Higher Order Factors)", "")
names(an) <- newnames
an <- switch(sort, descending=-sort(-an), ascending=sort(an), none=an)
if(pl) dotchart2(an, xlab=xlab, pch=pch, ...)
invisible(an)
}
|