David Kaplan wrote: > Hi all, > > I'm demonstrating a block entry regression using R for my regression > class. For each block, I get the R**2 and the associated F. I do this > with separate regressions adding the next block in and then get the > results by writing separate summary() statements for each regression. > Is there a more convenient way to do this and also to get the change in > R**2 and associated F test for the change? > > Thanks in advance. > > David
I'm not sure this is the best approach, but you might start with the data frame returned by applying anova() to several models and extend that to include the squared multiple correlation and increments: mod.0 <- lm(breaks ~ 1, data = warpbreaks) mod.1 <- lm(breaks ~ 1 + wool, data = warpbreaks) mod.2 <- lm(breaks ~ 1 + wool + tension, data = warpbreaks) mod.3 <- lm(breaks ~ 1 + wool * tension, data = warpbreaks) BlockRegSum <- anova(mod.0, mod.1, mod.2, mod.3) BlockRegSum$R2 <- 1 - (BlockRegSum$RSS / BlockRegSum$RSS[1]) BlockRegSum$IncR2 <- c(NA, diff(BlockRegSum$R2)) BlockRegSum$R2[1] <- NA BlockRegSum Analysis of Variance Table Model 1: breaks ~ 1 Model 2: breaks ~ 1 + wool Model 3: breaks ~ 1 + wool + tension Model 4: breaks ~ 1 + wool * tension Res.Df RSS Df Sum of Sq F Pr(>F) R2 IncR2 1 53 9232.8 2 52 8782.1 1 450.7 3.7653 0.1 0.0488114 0.0488114 3 50 6747.9 2 2034.3 8.4980 0.0006926 0.3 0.2 4 48 5745.1 2 1002.8 4.1891 0.0210442 0.4 0.1 > BlockRegSum$R2 [1] NA 0.04881141 0.26914067 0.37775086 > BlockRegSum$IncR2 [1] NA 0.04881141 0.22032926 0.10861019 > summary(mod.1)$r.squared [1] 0.04881141 > summary(mod.2)$r.squared [1] 0.2691407 > summary(mod.3)$r.squared [1] 0.3777509 -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 ______________________________________________ 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.
