On 21/03/12 20:19, Gerrit Eichner wrote:
Dear Ben, or anybody else, of course,
I'd be grateful if you could point me to a reference (different from
ch. 4 "Linear models" in "Statistical Models in S" (Chambers & Hastie
(1992))) regarding the (asserted F-)distributional properties of the
test statistic (used, e.g., by anova.lm()) to compare model 1 with
model 2 using the MSE of model 3 in a sequence of three nested
(linear) models? (A short RSiteSearch() and a google search didn't
lead me far ...)
Thx in advance!
A good, if somewhat dry, reference on this is "Theory and Application of the
Linear Model" by Franklin A. Graybill, Duxbury, 1976.
There are of course many, *many* other such books.
cheers,
Rolf Turner
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