aov modified to use permutation tests instead of normal
theory tests. Like
aov, the ANOVA model is fitted by a call to
lmp for each
stratum. Timing differences between
aov are negligible.
1 2 3
The arguments are the same as for
Additional parameters may be included. They are described in the
"Additional Parameters" section below. These additional parameters
are the same as for
A formula specifying the model.
A data frame in which the variables specified in the formula will be found. If missing, the variables are searched for in the standard way.
"Exact", "Prob", "SPR" will produce permutation probabilities. Anything else, such as "", will produce F-test probabilities.
If TRUE, will calculate sequential SS. If FALSE, unique SS.
If TRUE, numerical variables will be centered.
Logical flag: should the projections be returned?
Logical flag: should the QR decomposition be returned?
A list of contrasts to be used for some of the factors
in the formula. These are not used for any
Arguments to be passed to
The model Y=Xb+Zg+e is assumed, where X is the incidence matrix for fixed effects,
and Z is an incidence matrix for random effects, with columns representing the several error strata.
aovp() algorithm projects Y into strata such that each stratum has a single error term, such
as a stratum defined by whole blocks. X is also projected so that the model
in this stratum becomes P(Y)=P(X)bi+ei.
The vector bi is divided into sources with dfj degrees of freedom for the
jth source, and
summary(aovp()) will produce an ANOVA table for these sources
in the ith strata. See Venables and Ripley for details.
Either permutation test p-values or the usual F-test
p-values will be output. Polynomial model terms are collected into
sources, so that
Y~A+B+I(A^2) will contain two sources, one for A with 2 df,
and one for B with 1 df. Sources for factors are treated as usual, and polynomial
terms and factors may be mixed in one model. The function
be used to create polynomial models, and the function
multResp may be used to
create multiresponse matrices for the lhs from variables defined in
Exact method will permute the values exactly. The
SPR methods will approximate
the permutation distribution by randomly exchanging pairs of Y elements. The
method will be used by default when the number of observations is less than
or equal to
Prob will be used.
Prob: Iterations terminate when the estimated standard error of the estimated
proportion p is less than p*Ca. The iteration continues until all sources and
coefficients meet this criterion or until
maxIter is reached. See Anscome(1953)
for the origin of the criterion.
SPR: This method uses sequential probability ratio tests to decide between
p1 for a strength
(alpha, beta) test. The test terminates
upon the acceptance or rejection of p0 or if
maxIter is reached. See Wald (1947).
The power of the SPR is beta at p0 and increases to 1-beta at p1. Placing
p1 close together makes the cut off sharp.
Exact: This method generates all permutations of Y. It will generally be found
too time consuming for more than 10 or 11 observations, but note that
may be used to divide the data into small enough blocks for which exact
permutation tests may be possible.
SPR, one may set
nCycle to unity to exchange all elements instead
of just pairs at each iteration, but there seems to be no advantage to doing this
unless the number of iterations is small – say less than 100.
The SS will be calculated sequentially, just as
lm does; or they may be
calculated uniquely, which means that the SS for each source is calculated
conditionally on all other sources. This is SAS type III, which is also what
produces, except that
drop1() will not drop main effects when interactions are present.
seqs may be used to override the default unique calculation behavior.
The usual output from
aov, with permutation p-values instead of normal
These are the same as for
If TRUE, settings such as sequential or unique will be printed. Default TRUE
If TRUE, SS/Resid SS will be used, otherwise SS. The default is TRUE
For Prob and SPR: The maximum number of iterations. Default 1000.
For Prob: Stop iterations when estimated standard error of the estimated p is less than Ca*p. Default 0.1
For SPR: Null hypothesis probability. Default 0.05
For SPR: Alternative hypothesis probability. Default 0.06
For SPR: Size of SPR test. Default 0.01
For SPR: Type II error for SPR test. Default 0.01
For Exact: maximum number of observations allowed. If data exceeds this, Prob is used. Default 10.
For Prob and SPR: Performs a complete random permutation, instead of pairwise exchanges, every nCycle cycles. Default 1000.
There is a vignette with more details and an example. To access it, type
The default contrasts are set internally to
(contr.sum, contr.poly), which means
that coefficients are either pairwise contrasts with the last level or polynomial contrasts.
Numerical variables should be centered in order to make them orthogonal to the constant when ANOVA is to be done.
Factors with many levels may cause problems for the methodology used by R. It is designed to work well with both balanced and unbalanced data, but it is best used for factors with no more than four or five levels. If difficulties occur, degrees of freedom for high order sources will be reduced, and sometimes the sources will be omitted entirely. An error message usually accompanies such behavior.
The variables inside the
Error() term are treated in the order given. Thus
Error(A+B) will usually produce components in the order A,B, with B orthogonalized
with respect to A. This may cause confusion for unbalanced block structures.
This function will behave identically to
aov() if the following parameters are set:
perm="", seq=TRUE, center=FALSE.
Bob Wheeler firstname.lastname@example.org
Statistical theory with engineering applications. Wiley. Table 7.4
Modern applied statistics with S-Plus, p176
Sequential analysis, Wiley, Sec. 5.3
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58
## A simple randomized block example. # There are 7 blocks and 6 treatments. A first # analysis with blocks as a factor shows block to be significant and treatments not. data(Hald17.4) summary(aovp(Y~T+block,Hald17.4)) # Using the block to define a separate error strata tells a different story. summary(aovp(Y~T+Error(block),Hald17.4)) # There appears to be a linear trend in the blocks. This may be investigated by # extracting a linear component. The factor L was created by copying the block # factor and assigning it a linear contrast, like this # contrasts(L,1)<-contr.poly(7). The analysis then becomes. summary(aovp(Y~T+L+Error(block),Hald17.4)) # The L factor is not significant under permutation. It is significant when aov() # is used and the test is the usual F-test. ## From Venables and Ripley (2000) # This is a 2^3 factorial in the variables N,P,K. It is fractioned by using the # three way interaction, NPK, into two fractions of 4. Each of these fractions is # allocated to 3 blocks, making 6 blocks in all. An analysis with block as a # variable is the following. As may be seen, aovp() discards the confounded NPK interaction. data(NPK) summary(aovp(yield ~ block + N*P*K, NPK)) # Since the NPK interaction was confounded with blocks, the experimenter no doubt judged # it of lesser interest. It may however be examined by including blocks as an additional # error term as follows. The basic error level between blocks is of course larger than # that within blocks, so the NPK interaction would have to be substantially larger that # it would have had to be were it tested within blocks. summary(aovp(yield ~ N*P*K + Error(block), NPK)) # The SS calculated by aovp() are unique SS by default. That is, # they are sums of squares for the difference of a model with and without the source. The # resulting test is a test of the hypothesis that the source has no effect on the response. # Sequential SS, which are those produced by aov() may be obtained by setting the # parameter seqs=TRUE. simDesign is an unbalanced design created by the AlgDesign package. data(simDesign) summary(aovp(Y~.,simDesign)) summary(aovp(Y~.,simDesign,seqs=TRUE)) # Since there is only one stratum, these results are the same as would be obtained from anova(lmp(Y~.,simDesign)) # ANOVA for numerical variables. First using contrasts, then numeric variables. data(Federer276) summary(aovp(Plants~Variety*Treatment+Error(Rep/Plot),Federer276)) data(Federer276Numeric) summary(aovp(poly.formula(Plants~quad(Variety,Treatment)+Error(Rep/Plot)),Federer276Numeric)) # The coefficients and their p-values may be obtained by summaryC(aovp(Plants~Variety*Treatment+Error(Rep/Plot),Federer276))
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