FDA group model in R [Two-Stage / GS Designs]

posted by ElMaestro  – Belgium?, 2016-10-17 18:58  – Posting: # 16732
Views: 26,344

Hi VStus,

» Maybe lm() sometimes doing exactly the same as PROC GLM?

I actually lost a bit track of this discussion and I am not exactly sure what the comparisons try to achieve?!?
However, lm() and PROC GLM are related but not the same and they do not necessarily achieve exactly the same result. I am very sure that their behavour corresponds to the specification, and I have good reason to think their output is correct cf. those specifications. I do not know how SAS handles crosses and interactions, but I know that anova on lm() in R puts main effects first.
Drop1 is a good example of a source of differences in terms of results. Drop1 and type III is implemented differently in R and SAS. You can argue both are right, certainly, even though they are not identical results. Drop1 in R involves single term deletions which is how type III is defined, but that may give a zero SS (or SS decrease) for sequence. In SAS type III involves deletion of more than just single terms for between-factors in our BE studies so that sequence is not a zero SS effect.

So, before you start comparing lm() (with or without anova or drop1) and SAS, perhaps you can formulate with your own words what you want calculated and how, when there is room for interpretation such as is the case with type I/III and lm()/drop1 versus PROC GLM.:-)

I could be wrong, but...
Best regards,
ElMaestro

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