Re: [R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables
On May 2, 2012, at 15:48 , meredith wrote: > Peter- > Maybe I have not articulately my problem clearly, I have had local help > with the statistical part just trying to figure out how to correctly program > this test. For clarity's sake, I have months worth of data, I want to > potentially combine those months into four, shall we say seasons, that have > close to the same behaviour. Therefore to do this, I am trying a monthly > moving window to categorize these seasons. After talking to a couple water > resources statisician's we decided the way to test if the months are > different is through the use of hypothesis testing and a dummy variable. So > I have one regression, Model A, that includes a zero in the dummy spot with > the two months of data combined, then I have another regression, Model B, > that includes the interaction term for the changes between the months (the > intercept changes, using a 0 or 1 dummy variable). Now we discussed running > a Wald testing, Chi squared, to test to see if the interaction term is of > importance probability wise, can I do this utilizing anova? Does this make > more sense? Then I will run another set of restricted and unrestricted > models to account for potential differences in the mean (i.e the slope). > Does this explain my problem better? Not really. It does indicate that Bert is right, though: You need to enlist a local statistician. There are things clearly not understood, which we cannot help you with on this list. -pd PS. This is a mailing list. Please quote context. > > Meredith > > -- > View this message in context: > http://r.789695.n4.nabble.com/Hypothesis-Testing-using-Wald-Criterion-for-two-regression-models-with-dummy-variables-tp4601582p4603260.html > Sent from the R help mailing list archive at Nabble.com. > > __ > R-help@r-project.org 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. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ R-help@r-project.org 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.
Re: [R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables
Peter- Maybe I have not articulately my problem clearly, I have had local help with the statistical part just trying to figure out how to correctly program this test. For clarity's sake, I have months worth of data, I want to potentially combine those months into four, shall we say seasons, that have close to the same behaviour. Therefore to do this, I am trying a monthly moving window to categorize these seasons. After talking to a couple water resources statisician's we decided the way to test if the months are different is through the use of hypothesis testing and a dummy variable. So I have one regression, Model A, that includes a zero in the dummy spot with the two months of data combined, then I have another regression, Model B, that includes the interaction term for the changes between the months (the intercept changes, using a 0 or 1 dummy variable). Now we discussed running a Wald testing, Chi squared, to test to see if the interaction term is of importance probability wise, can I do this utilizing anova? Does this make more sense? Then I will run another set of restricted and unrestricted models to account for potential differences in the mean (i.e the slope). Does this explain my problem better? Meredith -- View this message in context: http://r.789695.n4.nabble.com/Hypothesis-Testing-using-Wald-Criterion-for-two-regression-models-with-dummy-variables-tp4601582p4603260.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org 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.
Re: [R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables
Meredith: You are clearly out of your depth. Get local help. R-help is, err, an R help list, not a resource for remote statistical consulting. Although, I admit, there is often some overlap. -- Bert On Wed, May 2, 2012 at 5:58 AM, peter dalgaard wrote: > > On May 1, 2012, at 22:01 , meredith wrote: > >> I have two models, controlled by dummy variables to see if the models can be >> combined into one model with similar intercepts and slopes. Has anyone tried >> to conduct this type of test in R. I am utilizing the econometric idea of >> hypothesis testing through the hypothesis of coincidence. I have tried to >> run an anova with test of Chisq, but I am not sure what the results are >> telling. In addition, I used the rms package with a lrm model in an anova >> test, again I am not sure what the results are telling me: >> >> Can anyone help me with this? > > Not unless you say what you are trying to do... As far as I can tell, you are > (A) using a chi-square test for a standard linear model (Gaussian response) > and (B) fitting a logistic regression model to the same response, which > assumes that it is a proportion or binary response. Neither makes any sense > to me. > > -- > Peter Dalgaard, Professor > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd@cbs.dk Priv: pda...@gmail.com > > __ > R-help@r-project.org 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. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm __ R-help@r-project.org 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.
Re: [R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables
On May 1, 2012, at 22:01 , meredith wrote: > I have two models, controlled by dummy variables to see if the models can be > combined into one model with similar intercepts and slopes. Has anyone tried > to conduct this type of test in R. I am utilizing the econometric idea of > hypothesis testing through the hypothesis of coincidence. I have tried to > run an anova with test of Chisq, but I am not sure what the results are > telling. In addition, I used the rms package with a lrm model in an anova > test, again I am not sure what the results are telling me: > > Can anyone help me with this? Not unless you say what you are trying to do... As far as I can tell, you are (A) using a chi-square test for a standard linear model (Gaussian response) and (B) fitting a logistic regression model to the same response, which assumes that it is a proportion or binary response. Neither makes any sense to me. -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.com __ R-help@r-project.org 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.
[R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables
I have two models, controlled by dummy variables to see if the models can be combined into one model with similar intercepts and slopes. Has anyone tried to conduct this type of test in R. I am utilizing the econometric idea of hypothesis testing through the hypothesis of coincidence. I have tried to run an anova with test of Chisq, but I am not sure what the results are telling. In addition, I used the rms package with a lrm model in an anova test, again I am not sure what the results are telling me: Try 1 anova(H,Ha,test="Chi") Analysis of Variance Table Model 1: logload ~ logflow Model 2: logload ~ dummy + logflow Res.DfRSS Df Sum of Sq Pr(>Chi) 1 17 4.6742 2 16 2.6314 12.0428 0.0004245 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Try 2: fit<-lrm(logload~logflow+dummy) > anova(fit) Wald Statistics Response: logload Factor Chi-Square d.f. P logflow17.56 1<.0001 dummy 5.22 10.0224 TOTAL 18.03 20.0001 Can anyone help me with this? Thanks! -- View this message in context: http://r.789695.n4.nabble.com/Hypothesis-Testing-using-Wald-Criterion-for-two-regression-models-with-dummy-variables-tp4601582.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org 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.
