I have a 2x2 design. To make it simple, here’s a small data set with two factors, A and B, each with 2 levels and a DV ,Y. The design is perfectly balanced: The results from the ANOVA portion of proc glm produce different findings than the solution, which doesn’t make sense. The solution option in the model statement provides regression estimates of effects of the dummy-coded variables. Given that both IVs are only 2 levels, each estimable effect corresponds to the effects in the design (i.e., A, B and A*B). Therefore the p-values for the F-tests should be identical to those of the parameter estimates from the regression solution, correct? data exp; input A $ B $ Y @@; datalines; A1 B1 12 A1 B1 14 A1 B2 11 A1 B2 9 A1 B1 13 A1 B1 12 A1 B2 10 A1 B2 8 A2 B1 20 A2 B1 18 A2 B2 17 A2 B2 10 A2 B1 22 A2 B1 20 A2 B2 19 A2 B2 11 ; proc glm data=exp; class A B; model Y=A B A*B/SOLUTION; run; Dependent Variable: Y Sum of Source DF Squares Mean Square F Value Pr > F Model 3 231.2500000 77.0833333 12.42 0.0005 Error 12 74.5000000 6.2083333 Corrected Total 15 305.7500000 R-Square Coeff Var Root MSE Y Mean 0.756337 17.64002 2.491653 14.12500 Source DF Type I SS Mean Square F Value Pr > F A 1 144.0000000 144.0000000 23.19 0.0004 B 1 81.0000000 81.0000000 13.05 0.0036 A*B 1 6.2500000 6.2500000 1.01 0.3355 Source DF Type III SS Mean Square F Value Pr > F A 1 144.0000000 144.0000000 23.19 0.0004 B 1 81.0000000 81.0000000 13.05 0.0036 A*B 1 6.2500000 6.2500000 1.01 0.3355 Standard Parameter Estimate Error t Value Pr > |t| Intercept 14.25000000 B 1.24582637 11.44 <.0001 A A1 -4.75000000 B 1.76186454 -2.70 0.0195 A A2 0.00000000 B . . . B B1 5.75000000 B 1.76186454 3.26 0.0068 B B2 0.00000000 B . . . A*B A1 B1 -2.50000000 B 2.49165273 -1.00 0.3355 A*B A1 B2 0.00000000 B . . . A*B A2 B1 0.00000000 B . . . A*B A2 B2 0.00000000 B . . . NOTE: The X'X matrix has been found to be singular, and a generalized inverse was used to solve the normal equations. Terms whose estimates are followed by the letter 'B' are not uniquely estimable. Shouldn’t the p-value for the effect of B in the type III SS F-test (p=.0036) be equal to p-value for the parameter B B (p=.0068)?
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