Thank you very much. If I get it right, the CI get wider, my test has less 
power and the probability of getting a significant relation decreases. What 
about the significant coefficients, are they reliable?




> Message du 20/10/14 à 11h30
> De : "Roman Luštrik" 
> A : "V. Coudrain" 
> Copie à : "r-sig-ecology@r-project.org" 
> Objet : Re: [R-sig-eco] Regression with few observations per factor level
> 
> I think you can, but the confidence intervals will be rather large due to 
> number of samples.
> Notice how standard errors change for sample size (per group) from 4 to 30.
> > pg <- 4 # pg = per group> my.df <- data.frame(var = c(rnorm(pg, mean = 3), 
> > rnorm(pg, mean = 1), rnorm(pg, mean = 11), rnorm(pg, mean = 30)), +         
> >             trt = rep(c("trt1", "trt2", "trt3", "trt4"), each = pg), +      
> >                cov = runif(pg*4)) # 4 groups> summary(lm(var ~ trt + cov, 
> > data = my.df))
> Call:lm(formula = var ~ trt + cov, data = my.df)
> Residuals:     Min       1Q   Median       3Q      Max -1.63861 -0.46080  
> 0.03332  0.66380  1.27974 
> Coefficients:            Estimate Std. Error t value Pr(>|t|)    (Intercept)  
>  1.2345     1.0218   1.208    0.252    trttrt2      -0.7759     0.8667  
> -0.895    0.390    trttrt3       7.8503     0.8308   9.449  1.3e-06 
> ***trttrt4      28.2685     0.9050  31.236  4.3e-12 ***cov           1.4027   
>   1.1639   1.205    0.253    ---Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 
> 0.05 ‘.’ 0.1 ‘ ’ 1
> Residual standard error: 1.154 on 11 degrees of freedomMultiple R-squared:  
> 0.9932,Adjusted R-squared:  0.9908 F-statistic: 404.4 on 4 and 11 DF,  
> p-value: 7.467e-12
> > > pg <- 30 # pg = per group> my.df <- data.frame(var = c(rnorm(pg, mean = 
> >3), rnorm(pg, mean = 1), rnorm(pg, mean = 11), rnorm(pg, mean = 30)), +      
> >               trt = rep(c("trt1", "trt2", "trt3", "trt4"), each = pg), +    
> >                 cov = runif(pg*4)) # 4 groups> summary(lm(var ~ trt + cov, 
> >data = my.df))
> Call:lm(formula = var ~ trt + cov, data = my.df)
> Residuals:    Min      1Q  Median      3Q     Max -2.5778 -0.6584 -0.0185  
> 0.6423  3.2077 
> Coefficients:            Estimate Std. Error t value Pr(>|t|)    (Intercept)  
> 2.76961    0.25232  10.977  < 2e-16 ***trttrt2     -1.75490    0.28546  
> -6.148 1.17e-08 ***trttrt3      8.40521    0.28251  29.752  < 2e-16 
> ***trttrt4     27.04095    0.28286  95.599  < 2e-16 ***cov          0.05129   
>  0.32523   0.158    0.875    ---Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 
> 0.05 ‘.’ 0.1 ‘ ’ 1
> Residual standard error: 1.094 on 115 degrees of freedomMultiple R-squared:  
> 0.9913,Adjusted R-squared:  0.991 F-statistic:  3269 on 4 and 115 DF,  
> p-value: < 2.2e-16
> On Mon, Oct 20, 2014 at 10:53 AM, V. Coudrain  wrote:
> Hi, I would like to test the impact of a treatment of some variable using 
> regression (e.g. lm(var ~ trt + cov)).  However I only have four observations 
> per factor level. Is it still possible to apply a regression with such a 
> small sample size. I think that i should be difficult to correctly estimate 
> variance.Do you think that I rather should compute a non-parametric test such 
> as Kruskal-Wallis? However I need to include covariables in my models and I 
> am not sure if basic non-parametric tests are suitable for this. Thanks for 
> any suggestion.
> ___________________________________________________________
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