[EMAIL PROTECTED] (dave martin) wrote in message news:<[EMAIL PROTECTED]>... > [EMAIL PROTECTED] (Robert Dodier) wrote in message news:<[EMAIL PROTECTED]>... > > > I assume that you mean here to treat the ratio of mean square errors > > as the test statistic for an F test. I'm not seeing the justification > > for this: it is assumed in an ordinary F test that the numerator and > > denominator are independent; this is almost certainly not the case > > when comparing errors made by two models of the same data.
To which somefool replied... > Also (shamelessly showing my naivety) why aren't the deviations from > two independent models independent when the same set of data is > applied? > Forgive this fool. Clearly if the two models differ systematically from each other the mean square error residuals wouldn't be independent if the same data set is used. The only time what the fool proposed would be true would be when one of the models introduced random noise. On the other hand, many many researchers use the F-test to see if adding one more parameter to a model is beneficial. In my experience they usually (I've seen no counterexample) use the same data to generate the two mean square errors. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
