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?
Thank you for any help you can provide.
Sincerely, Jim Milks
Graduate Student Environmental Sciences Ph.D. Program Wright State University 3640 Colonel Glenn Hwy Dayton, OH 45435
______________________________________________ [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
