The p-values reported by anova() from S-Plus are obtained from a
likelihood ratio test comparing a model with the preceding
coefficients with the last one added. In your case the Pr(Chi)
reported for factor F comes from comparing the likelihood of this
model
dvt ~ A + B + C + D + E
with this one
dvt ~ A + B + C + D + E + F
The S-Plus results are telling you that once terms A-E have been added
to the model adding F to the model improves the fit only marginally (P
= 0.096).
The p-values reported by SAS are based on an approximation that
depends on the large sample normality of parameter estimates. In the
case of parameter F, the Wald chi-square is intended to reflect
comparison of the following two models
dvt ~ A + B + C + D + E + G + EF
dvt ~ A + B + C + D + E + F + G + EF
The statistic is obtained by taking squaring the ratio of the
parameter to its estimated standard error. The p-value is obtained
assuming that this statistic follows a chi-squared distribution with 1
degree of freedom. Because the parameter estimates and standard errors
are, as you note, very similar. Wald statistics computed from the
S-Plus output are very similar to those reported by SAS. In fact,
> chi <- (0.5814527/0.2379988)^2
> chi
[1] 5.968693
> 1 - pchisq(chi, 1)
[1] 0.01456207
>
The t-value reported by S-Plus is calculated by dividing the parameter
estimate by its estimated standard error. (Can anyone tell me how many
degrees of freedom should be used in getting a p-value from this? Just
curious.)
You should read the short discussion of the Hauck-Donner effect on
p. 237 of V&R2. A Wald test is not only less powerful than a
likelihood-ratio test, it may also show aberrant behavior.
Kent
-- Kent E. Holsinger Kent@Darwin.EEB.UConn.Edu http://darwin.eeb.uconn.edu -- Department of Ecology & Evolutionary Biology -- University of Connecticut, U-43 -- Storrs, CT 06269-3043----------------------------------------------------------------------- This message was distributed by s-news@wubios.wustl.edu. To unsubscribe send e-mail to s-news-request@wubios.wustl.edu with the BODY of the message: unsubscribe s-news