Hello Troy. A tiny question (without answering your question), why did you choose to do it this way instead of using ?step or ?stepAIC
? Best, Tal ----------------Contact Details:------------------------------------------------------- Contact me: [email protected] | 972-52-7275845 Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | www.r-statistics.com (English) ---------------------------------------------------------------------------------------------- On Mon, Jan 24, 2011 at 3:47 AM, Troy S <[email protected]> wrote: > Dear R fans, > > I am trying to do step-wise linear regression using the F-test to decide > which variables to admit. Ewout Steyerberg suggests using the F-test for > this purpose. > > I first build a model using no variables using lm(y ~ 1) and then using one > variable that is a strong predictor using lm(y ~ x). When I call var.test > on these two models, I do not get a significant p-value0.07. But a > summary > of the second model gives a F-test p-value that is very small. > > My questions are: > > Should I be using var.test to run the F-test to decide which variable to > add > next? > > What is the difference between the F-test run by var.test and summary.lm? > > Has step-wise model building using the F-test been programmed already? > > Thanks! > > Troy > > [[alternative HTML version deleted]] > > > ______________________________________________ > [email protected] 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. > > [[alternative HTML version deleted]]
______________________________________________ [email protected] 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.
