Here is an example, modified from the help page to use test="Cp":
-------------------------------------------------------------------------------- > fit0 <- lm(sr ~ 1, data = LifeCycleSavings) > fit1 <- update(fit0, . ~ . + pop15) > fit2 <- update(fit1, . ~ . + pop75) > anova(fit0, fit1, fit2, test="Cp") Error in `[.data.frame`(table, , "Resid. Dev") : undefined columns selected > sessionInfo() R version 2.13.0 Patched (2011-04-28 r55678) Platform: i386-pc-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] tools_2.13.0 -------------------------------------------------------------------------------------- The help page says for "test:" "a character string specifying the test statistic to be used. Can be one of "F", "Chisq" or "Cp", with partial matching allowed, or NULL for no test." test="Cp" is, following the help page, intended to work? Setting the scale parameter does not help. John Maindonald email: john.maindon...@anu.edu.au phone : +61 2 (6125)3473 fax : +61 2(6125)5549 Centre for Mathematics & Its Applications, Room 1194, John Dedman Mathematical Sciences Building (Building 27) Australian National University, Canberra ACT 0200. http://www.maths.anu.edu.au/~johnm ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel