具有对比的线性模型，包括所有可能的比较

Question

有谁知道是否可以在 R 中使用 lmFit 或 lm 来计算具有分类变量的线性模型，同时包括类别之间所有可能的比较？例如在此处创建的测试数据中：

set.seed(25)
f <- gl(n = 3, k = 20, labels = c("control", "low", "high"))
mat <- model.matrix(~f, data = data.frame(f = f))
beta <- c(12, 3, 6)  #these are the simulated regression coefficient
y <- rnorm(n = 60, mean = mat %*% beta, sd = 2)
m <- lm(y ~ f)

我得到摘要：

summary(m)
Call:
lm(formula = y ~ f)

Residuals:
    Min      1Q  Median      3Q     Max 
-4.3505 -1.6114  0.1608  1.1615  5.2010 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  11.4976     0.4629  24.840  < 2e-16 ***
flow          3.0370     0.6546   4.639 2.09e-05 ***
fhigh         6.1630     0.6546   9.415 3.27e-13 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 2.07 on 57 degrees of freedom
Multiple R-squared:  0.6086,    Adjusted R-squared:  0.5949 
F-statistic: 44.32 on 2 and 57 DF,  p-value: 2.446e-12

这是因为对比项 ("contr.treatment") 将 "high" 与 "control" 以及 "low" 与 "control" 进行比较。

是否也可以得到 "high" 和 "low" 之间的比较？

Answer 1

如果您使用 aov 而不是 lm，您可以使用 stats 包中的 TukeyHSD 函数：

fit <- aov(y ~ f)
TukeyHSD(fit)
#   Tukey multiple comparisons of means
#     95% family-wise confidence level

# Fit: aov(formula = y ~ f)

# $f
#                  diff      lwr      upr    p adj
# low-control  3.036957 1.461707 4.612207 6.15e-05
# high-control 6.163009 4.587759 7.738259 0.00e+00
# high-low     3.126052 1.550802 4.701302 3.81e-05

如果要使用 lm 对象，可以使用 mosaic 包中的 TukeyHSD 函数：

library(mosaic)
TukeyHSD(m)

或者，正如@ben-bolker 所建议的那样，

library(emmeans)
e1 <- emmeans(m, specs = "f")
pairs(e1)
#  contrast        estimate        SE df t.ratio p.value
#  control - low  -3.036957 0.6546036 57  -4.639  0.0001
#  control - high -6.163009 0.6546036 57  -9.415  <.0001
#  low - high     -3.126052 0.6546036 57  -4.775  <.0001

# P value adjustment: tukey method for comparing a family of 3 estimates

与lmFit:

library(limma)
design <- model.matrix(~0 + f)
colnames(design) <- levels(f)
fit <- lmFit(y, design)
contrast.matrix <- makeContrasts(control-low, control-high, low-high,
                                 levels = design)
fit2 <- contrasts.fit(fit, contrast.matrix)
fit2 <- eBayes(fit2)
round(t(rbind(fit2$coefficients, fit2$t, fit2$p.value)), 5)
#                    [,1]     [,2]  [,3]
# control - low  -3.03696 -4.63938 2e-05
# control - high -6.16301 -9.41487 0e+00
# low - high     -3.12605 -4.77549 1e-05

有关详细信息，另请参阅。

具有对比的线性模型，包括所有可能的比较

linear models with contrasts including every possible comparison

r

lm

categorical-data