I am not sure why my messages are not threaded together. Thank you to
the author of this post:
https://stat.ethz.ch/pipermail/r-help/2008-August/169691.html
I have tried the suggestions, but I got the same results as in my
original query:
https://stat.ethz.ch/pipermail/r-help/2008-August/169647.html
I have considered the issue of partial and sequential sum of squares.
Given that the variable x4 (the red herring) entered the model last in
the sequence, I thought partial and sequential SS ought to be
numerically the same.
However, I later found out that using glm() instead of lm() gave the
expected results. See:
https://stat.ethz.ch/pipermail/r-help/2008-August/169673.html
I have read that glm() uses iterative re-weighted least square (which I
think is related to maximum likelihood) for fitting whereas lm() uses
matrix decomposition. I do expect slightly different answers from these
two functions, but not ones that were so far apart!
Now I can use glm() as a workaround, but I just want to make sure there
are no bugs in drop1(). Hopefully more people can give their opinions
whether there is a bug.
Thomas P C Chu
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