олег ---
2011-Dec-10 13:12 UTC
[R] Question about comparison of nested models and F-statistics
Hello, I have a linear model with 10 regressors, and summary() gives me F-statistics. After deleting a term with smallest p-value the new model was obtained with F-statistics higher then it was for full model. Does this mean that parsimonius model is better? The distributions of dependent variable and residuals are not normal. Thank you!
Bert Gunter
2011-Dec-10 15:02 UTC
[R] Question about comparison of nested models and F-statistics
This is not a statistical help list. Post to stats.stackexchange.com or a similar list to have someone tutor you in regression and explain why what you are doing is likely to produce utter nonsense. Or, better yet, get local statistical help in person. You also clearly need to do some reading on your own. -- Bert On Sat, Dec 10, 2011 at 5:12 AM, ???? --- <fosgen29 at gmail.com> wrote:> Hello, > I have a linear model with 10 regressors, and summary() gives me > F-statistics. After deleting a term with smallest p-value the new > model was obtained with F-statistics higher then it was for full > model. Does this mean that parsimonius model is better? The > distributions of dependent variable and residuals are not normal. > Thank you! > > ______________________________________________ > R-help at r-project.org 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.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm