I have a question concerning one detail -

On 5 Dec 2001 10:04:38 -0800, [EMAIL PROTECTED] (Dennis Leitner) wrote:
 
> [ ... ]                                  To use multiple regression
> you need to code the independent variables:  Gender has 2 level; so
> there needs to be 1 coded vector.  SES has 3 levels so you need 2 coded
> vectors.  And then there will be 2 coded vectors for the interaction.  A
> total of 5 vectors.  So far so good.  Most of you did that.  But then to
> test for the Gender Effect you need to get the R-squared (or SS) from a
> FULL MODEL with all 5 vectors and a RESTRICTED MODEL leaving out the
> Gender Variable (so only 4 vectors remain).  And THEN you use THE F
> formula (R-squared full - R-sqaured restricted etc) to calculate the F.
> You cannot read the F from the printout because it is NOT over and
> above.  [ ... ]

I know, I can't be sure, since I don't have any version of the  
Q and A  or printout  in hand.  But I can't imagine what else is 
being discussed....

The F-test on a 1-df  hypothesis  is given in ANOVA or Regression
by  the test on the difference in R-squared two models.

And that is EXACTLY the same as the F-test on the beta in the fuller
model; that was (after all) a partial-beta.  

What am I missing?  


-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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