Example R programs and commands

11. Two- and Three-factor ANOVA; Mixed Models; Cochran's Test

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# All other left-justified lines are my input.
# All other indented lines are the R program output.
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# Two-way ANOVA
# Tabulated data for input to R
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BELLY-BUTTON LINT MASS IN GREAT APES
#
#
Species 1 Species 2 Species 3
#
--------- --------- --------# Male
#
21.8
14.5
16.0
#
19.6
17.6
20.3
#
20.5
15.9
18.5
#
22.4
17.8
19.3
# Female
#
14.5
12.1
14.4
#
15.4
11.4
14.7
#
13.0
12.7
13.8
#
16.8
14.5
12.0
#
# Put the data into convenient-length packages:
xm <- c(21.8,14.5,16.0, 19.6,17.6,20.3, 20.5,15.9,18.5, 22.4,17.8,19.3)
xf <- c(14.5,12.1,14.4, 15.4,11.4,14.7, 13.0,12.7,13.8, 16.8,14.5,12.0)
lintmass <- c(xm,xf)
# Prepare labels for the 2*3*4 pieces of data according to factor levels:
# Species 1 Species 2 Species 3; Species 1 Species 2 Species 3; ...
species <- gl(3,1,4*3*2, labels=c("Species 1","Species 2","Species 3") )
# Male Male ... Male; Female Female ... Female
gender <- gl(2,3*4,2*3*4, labels=c("Male", "Female") )
# Model I (fixed-effects) ANOVA for all effects and interactions:
anova( lm(lintmass ~ species*gender) )
Analysis of Variance Table
Response: lintmass
Df Sum Sq Mean Sq F value
Pr(>F)
species
2 47.396 23.698 10.8079 0.0008253 ***
gender
1 144.550 144.550 65.9253 1.983e-07 ***
species:gender 2 5.676 2.838 1.2943 0.2984104
Residuals
18 39.468 2.193
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
# Model I (fixed-effects) ANOVA for just the single-factor effects:
anova( lm(lintmass ~ species+gender) )
Analysis of Variance Table
Response: lintmass
Df Sum Sq Mean Sq F value
Pr(>F)
species
2 47.396 23.698 10.499 0.0007633 ***

gender
1 144.550 144.550 64.041 1.16e-07 ***
Residuals 20 45.143 2.257
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
# Model I ANOVA for just the factor interactions:
anova( lm(lintmass ~ species:gender) )
Analysis of Variance Table
Response: lintmass
Df Sum Sq Mean Sq F value
Pr(>F)
species:gender 5 197.622 39.524 18.026 1.898e-06 ***
Residuals
18 39.468 2.193
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
# Model II and Model III (mixed random and fixed effects models) are
# handled differently, using the `nlme' package:
library(nlme)
# load the extra package
ldata<-data.frame(lintmass,species,gender)
# make an ape lint database
# Model II (random effects) with species choice first
ldata1<-groupedData( lintmass ~ 1 | species/gender, data=ldata)
anova(lme(ldata1))
lme(ldata1)
Linear mixed-effects model fit by REML
Data: ldata1
Log-restricted-likelihood: -50.48286
Fixed: lintmass ~ 1
(Intercept)
16.22917
Random effects:
Formula: ~1 | species
(Intercept)
StdDev: 0.0002757162
Formula: ~1 | gender %in% species
(Intercept) Residual
StdDev:
3.054987 1.480756
Number of Observations: 24
Number of Groups:
species gender %in% species
3

# Determine the p-value of the combined random effects

anova(lme(ldata1))
numDF denDF F-value p-value
(Intercept)
1
18 159.9331 <.0001
# Model II (random effects) with gender choice first
ldata2<-groupedData( lintmass ~ 1 | gender/species, data=ldata)
lme(ldata2)
Linear mixed-effects model fit by REML

Data: ldata2
Log-restricted-likelihood: -48.94808
Fixed: lintmass ~ 1
(Intercept)
16.22917
Random effects:
Formula: ~1 | gender
(Intercept)
StdDev:
3.307584
Formula: ~1 | species %in% gender
(Intercept) Residual
StdDev:
1.663978 1.480756
Number of Observations: 24
Number of Groups:
gender species %in% gender
2
6
anova(lme(ldata2))
numDF denDF F-value p-value
(Intercept)
1
18 43.73083 <.0001

# Model III (mixed-effects model) with gender fixed, species random:

ldata3<-groupedData( lintmass ~ gender | species, data=ldata)
lme(ldata3)
Linear mixed-effects model fit by REML
Data: ldata3
Log-restricted-likelihood: -43.77833
Fixed: lintmass ~ gender
(Intercept) genderFemale
18.683333
-4.908333
Random effects:
Formula: ~gender | species
Structure: General positive-definite
StdDev Corr
(Intercept) 2.228741 (Intr)
genderFemale 1.145785 -1
Residual
1.404832
Number of Observations: 24
Number of Groups: 3
anova(lme(ldata3))
numDF denDF F-value p-value
(Intercept)
1
20 312.68844 <.0001
gender
1
20 31.42948 <.0001
# Model III (mixed-effects model) with species fixed, gender random:
ldata4<-groupedData( lintmass ~ species | gender, data=ldata)
lme(ldata4)
Linear mixed-effects model fit by REML
Data: ldata4
Log-restricted-likelihood: -42.22040
Fixed: lintmass ~ species

(Intercept) speciesSpecies 2 speciesSpecies 3

18.0000
-3.4375
-1.8750
Random effects:
Formula: ~species | gender
Structure: General positive-definite
StdDev
Corr
(Intercept)
4.3200580 (Intr) spcsS2
speciesSpecies 2 1.6683516 -1
speciesSpecies 3 0.9483107 -1
1
Residual
1.4047687
Number of Observations: 24
Number of Groups: 2
anova(lme(ldata4))
numDF denDF F-value p-value
(Intercept)
1
20 74.02480 <.0001
species
2
20 3.13466 0.0654
# Dichotomous variables 2-way ANOVA
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# Tabulated data for input to R
#
#
CARNIVAL RIDE USE BY FIELD TRIPPERS
#
# F.T Ride 1 Ride 2 Ride 3 Ride 4
# === ------ ------ ------ -----# 1
0
0
1
1
# 2
0
0
1
1
# 3
0
0
1
0
# 4
0
0
0
1
# 5
0
0
1
1
# 6
0
1
1
1
#
#
# Put the data into a single list:
use <- c( 0,0,1,1, 0,0,1,1, 0,0,1,0, 0,0,0,1, 0,0,1,1, 0,1,1,1)
# Label the entries by factor level:
ride<-gl(4,1,4*6,labels=c("Ride 1", "Ride 2", "Ride 3", "Ride 4"))
fieldtripper<-gl(6,4,4*6)
# See what the labels look like:
>ride
[1] Ride 1 Ride 2 Ride 3 Ride 4 Ride 1 Ride 2 Ride 3 Ride 4 Ride 1 Ride 2
[11] Ride 3 Ride 4 Ride 1 Ride 2 Ride 3 Ride 4 Ride 1 Ride 2 Ride 3 Ride 4
[21] Ride 1 Ride 2 Ride 3 Ride 4
Levels: Ride 1 Ride 2 Ride 3 Ride 4
>fieldtripper
[1] 1 1 1 1 2 2 2 2 3 3 3 3 4 4 4 4 5 5 5 5 6 6 6 6
Levels: 1 2 3 4 5 6
# Perform the ANOVA checking only the individual factors:
anova( lm( use ~ ride + fieldtripper) )
Analysis of Variance Table
Response: use
Df Sum Sq Mean Sq F value
Pr(>F)
fieldtripper 5 0.7083 0.1417 1.1860 0.3617613
ride
3 3.4583 1.1528 9.6512 0.0008533 ***

Residuals
15 1.7917 0.1194
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
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Cochran's test for a dichotomous variable

Tabulated data for input to R
CARNIVAL RIDE USE BY FIELD TRIPPERS
F.T
===
1
2
3
4
5
6

Ride 1
-----0
0
0
0
0
0

Input the array

data <- scan()
1
0
2
0
3
0
4
0
5
0
6
0

Ride 2 Ride 3 Ride 4

------ ------ -----0
1
1
0
1
1
0
1
0
0
0
1
0
1
1
1
1
1
by cutting and pasting after "scan()"
0
0
0
0
0
1

1
1
1
0
1
1

1
1
0
1
1
1

> data <- t(array(data, c(5,6)))

> data
[,1] [,2] [,3] [,4] [,5]
[1,]
1
0
0
1
1
[2,]
2
0
0
1
1
[3,]
3
0
0
1
0
[4,]
4
0
0
0
1
[5,]
5
0
0
1
1
[6,]
6
0
1
1
1
> table <- data[, 2:5]
> table
[,1] [,2] [,3] [,4]
[1,]
0
0
1
1
[2,]
0
0
1
1
[3,]
0
0
1
0
[4,]
0
0
0
1
[5,]
0
0
1
1
[6,]
0
1
1
1
> source{"cochran.R")
# ...alternatively, cut and paste
> cochranQ(table)
Cochran's Q
Q =
5.666667
Qt =
11.85714

# transpose! data[] is now 6x5

# remove first column

# defines cochranQ()
"cochran.R" into the R session.

DF = 5
DF = 3

p = 0.3400161
p = 0.1290031

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Three-Factor ANOVA:
Read the data using scan():
a1
------------b1 b2 b3
--- --- ---

a2
------------b1 b2 b3
--- --- ---

a3
------------b1 b2 b3
--- --- ---

a4
------------b1 b2 b3
--- --- ---

4.1
4.3
4.5
3.8
4.3

4.6
4.9
4.2
4.5
4.8

3.7
3.9
4.1
4.5
3.9

4.9
4.6
5.3
5.0
4.6

5.2
5.6
5.8
5.4
5.5

4.7
4.7
5.0
4.5
4.7

5.0
5.4
5.7
5.3
5.4

6.1
6.2
6.5
5.7
6.1

5.5
5.9
5.6
5.0
5.9

3.9
3.3
3.4
3.7
3.3

4.4
4.3
4.7
4.1
4.2

3.7
3.9
4.0
4.4
3.9

4.8
4.5
5.0
4.6
5.0

5.6
5.8
5.4
6.1
5.4

5.0
5.2
4.6
4.9
4.7

4.9
5.5
5.5
5.3
5.5

5.9
5.3
5.5
5.7
5.5

5.0
5.4
4.7
5.1
4.9

6.0
5.7
5.5
5.7
5.5

6.0
6.3
5.7
5.9
5.7

6.1
5.3
5.5
5.8
5.6

4.1
3.9
4.3
4.0
4.3

4.9
4.7
4.9
5.3
4.3

4.3
4.1
3.8
4.7
3.8

c1:

c2:

NOTE: Cut and paste the numbers without the leading # or labels
Y <- scan()
A <- gl(4,3, 4*3*2*5, labels=c("a1","a2","a3","a4"));
B <- gl(3,1, 4*3*2*5, labels=c("b1","b2","b3"));
C <- gl(2,60, 4*3*2*5, labels=c("c1","c2"));
anova(lm(Y~A*B*C)) # all effects and interactions
Analysis of Variance Table
Response: Y
Df Sum Sq Mean Sq F value
Pr(>F)
A
3 40.322 13.441 182.4506 < 2.2e-16 ***
B
2 8.821 4.411 59.8722 < 2.2e-16 ***
C
1 4.760 4.760 64.6165 2.356e-12 ***
A:B
6 0.814 0.136 1.8420 0.09895 .
A:C
3 2.351 0.784 10.6376 4.216e-06 ***
B:C
2 0.126 0.063 0.8563 0.42793
A:B:C
6 0.944 0.157 2.1354 0.05616 .
Residuals 96 7.072 0.074
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1

> anova(lm(Y~A+B+C)) # only effects, no interactions

Analysis of Variance Table
Response: Y
Df Sum Sq Mean Sq F value
Pr(>F)
A
3 40.322 13.441 134.321 < 2.2e-16 ***
B
2 8.821 4.411 44.078 7.068e-15 ***
C
1 4.760 4.760 47.571 3.227e-10 ***
Residuals 113 11.307 0.100
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
> anova(lm(Y~A:B+A:C+B:C))

# only two-way interactions

Analysis of Variance Table

Response: Y
Df Sum Sq Mean Sq F value
Pr(>F)
A:B
11 49.957 4.542 57.7902 < 2.2e-16 ***
A:C
4 7.111 1.778 22.6215 2.147e-13 ***
B:C
2 0.126 0.063 0.8027
0.4509
Residuals 102 8.016 0.079
--Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1