wald.asreml {asreml}R Documentation

Wald test statistics constructor

Description

Function that calculates Wald test statistics for fixed effects terms of a fitted model. Presented as a pseudo analysis of variance (ANOVA) using incremental Wald statistics or conditional F-tests.

Usage

## S3 method for class 'asreml'
wald(object, ..., incr = FALSE)

Arguments

object

An asreml object.

...

Arguments to asreml can be passed through update.asreml if ssType is not "incremental".

incr

If TRUE, only incremental Wald tests are returned irrespective of the asreml argument ssType (default = FALSE).

denDF

Controls the suppression ("none") or the use of a particular algorithmic method: "numeric" for numerical derivatives, or "algebraic" for algebraic derivatives (default = "none").

ssType

Controls the tests within the Wald statistics table. These can be tested sequentially ("incremental") or conditional on all the other terms ("conditional") (default = "conditional").

Details

The method wald.asreml() produces two styles of analysis of variance table depending on the settings of denDF and ssType. If denDF = "none" and ssType = "incremental" (the defaults), a pseudo analysis of variance table is returned based on incremental sums of squares with rows corresponding to each of the fixed terms in the object, plus an additional row for the residual. The model sum of squares is partitioned into its fixed term components, and the sum of squares for each term listed in the table of Wald statistics is adjusted for the terms listed in the rows above. The denominator degrees of freedom are not computed and consequently Wald tests are provided.

If either denDF or ssType are not set at their default values, a data frame is returned that will include columns for the approximate denominator degrees of freedom (ddf) and incremental and conditional approximated F-statistics depending on the combination of options chosen. In all cases, update.asreml is called to complete calculations.

The principle used in determining the conditional tests is that a term cannot be adjusted for another term which encompasses it explicitly (for example, A:C cannot be adjusted for A:B:C) or implicitly (for example, REGION cannot be adjusted for LOCATION when locations are nested in regions although coded independently).

The numerator degrees of freedom (ndf) for each term is determined as the number of non-singular equations involved in the term. However, the calculation of the ddf is in general not trivial and is computationally expensive. Numerical derivatives require an extra evaluation of the mixed model equations for every variance parameter while algebraic derivatives require a large dense matrix, potentially in of order of the number of equations plus the number of observations. The calculations are suppressed by default.

Value

A list with class wald with the following components:


[Package asreml version 4.2.0.480 Index]