Hello,
I want to compare 6 non-nested models
lm(Y1~X11),lm(Y1~X12),lm(Y1~X13),lm(Y1~X14),lm(Y1~X15),lm(Y1~X16)
based on their R2 values.
I am using jtest as following:
jtest(lm(Y1~X11),lm(Y1~X12))
jtest(lm(Y1~X11),lm(Y1~X13))
jtest(lm(Y1~X11),lm(Y1~X14))
etc
Is there is a way to generalize it? Would jtest be appropriate
technique if I want to find out whether change in R2 across models is
significant?
Many thanks
Olga
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.