GLM Hypothesis Testing - Type III Sums of Squares

Type I and Type II sums of squares usually are not appropriate for testing hypotheses for factorial ANOVA designs with unequal n's. For ANOVA designs with unequal n's, however, Type III sums of squares test the same hypothesis that would be tested if the cell n's were equal, provided that there is at least one observation in every cell. Specifically, in no-missing-cell designs, Type III sums of squares test hypotheses about differences in subpopulation (or marginal) means. When there are no missing cells in the design, these subpopulation means are least squares means, which are the best linear-unbiased estimates of the marginal means for the design (see, Milliken and Johnson, 1986).

Tests of differences in least squares means have the important property that they are invariant to the choice of the coding of effects for categorical predictor variables (e.g., the use of the sigma-restricted or overparameterized model) and to the choice of the particular g2 inverse of X'X used to solve the normal equations. Thus, tests of linear combinations of least squares means in general, including Type III tests of differences in least squares means, are said to not depend on the parameterization of the design. This makes Type III sums of squares useful for testing hypotheses for any design for which Type I or Type II sums of squares are appropriate, as well as for any unbalanced ANOVA design with no missing cells.

The Type III sums of squares attributable to an effect is computed as the sums of squares for the effect controlling for any effects of equal or lower degree and orthogonal to any higher-order interaction effects (if any) that contain it. The orthogonality to higher-order containing interaction is what gives Type III sums of squares the desirable properties associated with linear combinations of least squares means in ANOVA designs with no missing cells. But for ANOVA designs with missing cells, Type III sums of squares generally do not test hypotheses about least squares means, but instead test hypotheses that are complex functions of the patterns of missing cells in higher-order containing interactions and that are ordinarily not meaningful. In this situation Type V sums of squares or tests of the effective hypothesis (Type VI sums of squares) are preferred.

Whole Model Tests

Six Types of Sums of Squares

Error Terms for Tests

Testing Specific Hypotheses

Testing Hypotheses for Repeated Measures and Dependent Variables

See also GLM - Index.