jim clark <[EMAIL PROTECTED]> wrote in message news:<[EMAIL PROTECTED]>... > Hi > > On Sat, 1 Mar 2003, Ken Butler wrote: > > > On 1 Mar 2003 09:57:29 -0800, David Reilly wrote: > > > > >A colleague has asked me why one tests the significance of a main > > >effect ...say there are three groups or classes ....simultaneously via > > >an F test rather than simply specifying two dummy variables and a mean > > >in a Regression Model and doing a step-down. > > > > [...] > > > > >He contends that one can simply stepdown from the complete model and > > >delete one-by-one any of the two dummy variables until parsimony is > > >achieved. This avoids the portmanteau F test and relies strictly on > > >the individual T values ... > > <snip>
....thanks for the help .... It is now clear to me that I should have mentioned that the dummy variables reflect seasonal pointers ...for example if quarterly data is being examined thus we have three dummy variables viz. x1 = 1,0,0,1,0,0,0,1,0,0,0,1,.... x2 = 0,1,0,0,1,0,0,0,1,0,0,0,.... x3 = 0,0,1,0,0,1,0,0,0,1,0,0,.... <snip> dave r . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
