On Apr 1, 2007, at 1:54 AM, [EMAIL PROTECTED] wrote: > Hello all, > I am trying to figure out an optimal linear model by using stepwise > regression which requires partial f-test, I did some Googling on the > Internet and realised that someone seemed to ask the question before: > > Jim Milks <[EMAIL PROTECTED]> writes: >> Dear all: >> >> I have a regression model that has collinearity problems (between >> three regressor variables). I need a F-test that will allow me to >> compare between full (with all variables) and partial models (minus >> 1=< variables). The general F-test formula I'm using is: >> >> F = {[SS(full model) - SS(reduced model)] / (#variables taken out)} / >> MSS(full model) >> >> Unfortunately, the ANOVA table parses the SS and MSS between the >> variables and does not give the statistics for the regression >> model as >> a whole, otherwise I'd do this by hand. >> >> So, really, I have two questions: 1) Can I just add up all the SS and >> MSS for all the variables to get the model SS and MSS and 2) Are >> there any functions or packages I can use to calculate the F- >> statistic? >> Just use anova(model1, model2). >> (One potential catch: Make sure that both models are fitted to the >> same >> data set. Missing values in predictors may interfere.) > > However, in the answer provided by Mr. Peter Dalgaard,(use > anova(model1,model2) I could not understand what model1 and model2 are > supposed to referring to, which one is supposedly to be the full > model and > which one is to be the partial model? Or it does not matter?
You can tell which is which by looking at the degrees of freedom. _____________________________ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400 Charlottesville, VA 22904-4400 Parcels: Room 102 Gilmer Hall McCormick Road Charlottesville, VA 22903 Office: B011 +1-434-982-4729 Lab: B019 +1-434-982-4751 Fax: +1-434-982-4766 WWW: http://www.people.virginia.edu/~mk9y/ ______________________________________________ R-help@stat.math.ethz.ch 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.