Dear all, I am starting to use the lme package (and plan to teach a course based on it next semester...). To understand what lme is doing precisely, I used balanced datasets described in Pinheiro and Bates and tried to compare the lme outputs to that of aov. Here is what I obtained:
> data(Machines) > summary(aov(score~Machine+Error(Worker/Machine),data=Machines)) Error: Worker Df Sum Sq Mean Sq F value Pr(>F) Residuals 5 1241.89 248.38 Error: Worker:Machine Df Sum Sq Mean Sq F value Pr(>F) Machine 2 1755.26 877.63 20.576 0.0002855 *** Residuals 10 426.53 42.65 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Error: Within Df Sum Sq Mean Sq F value Pr(>F) Residuals 36 33.287 0.925 > anova(lme(fixed=score~Machine,random=~1|Worker/Machine,data=Machines)) numDF denDF F-value p-value (Intercept) 1 36 773.5709 <.0001 Machine 2 10 20.5762 3e-04 No problem here: the results are essentially the same, which is expected. Now I turn to an ANCOVA with a random grouping factor. > data(Orthodont) > OrthoFem <- Orthodont[Orthodont$Sex=="Female",]; > summary(aov(distance~age+Error(Subject/age),data=OrthoFem)) Error: Subject Df Sum Sq Mean Sq F value Pr(>F) Residuals 10 177.227 17.723 Error: Subject:age Df Sum Sq Mean Sq F value Pr(>F) age 1 50.592 50.592 52.452 2.783e-05 *** Residuals 10 9.645 0.965 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Error: Within Df Sum Sq Mean Sq F value Pr(>F) Residuals 22 9.8250 0.4466 > anova(lme(fixed=distance~age,random=~1+age|Subject,data=OrthoFem)) numDF denDF F-value p-value (Intercept) 1 32 1269.7764 <.0001 age 1 32 52.4517 <.0001 This time the F values are (almost) identical, the numerator degrees of freedom are the same, but the denominator degrees of freedom are very different (10 for aov vs. 32 for lme). I understand that there is an issue with the estimation of that number, but I would naively expect the number given by lme to be close to that provided by aov is the case of a balanced dataset. That's obviously not true in the case of an ANCOVA... But why?? And how should I interpret the F-test given by anova.lme? Thanks in advance for your help ! -- Jean-Baptiste Ferdy Institut des Sciences de l'Évolution de Montpellier CNRS UMR 5554 Université Montpellier 2 34 095 Montpellier cedex 05 tel. +33 (0)4 67 14 42 27 fax +33 (0)4 67 14 36 22 ______________________________________________ R-help@stat.math.ethz.ch 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.