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2004 Jul 06
0
Model frame manipulation
...ecified in the character vector red.vars > Z<-X[,!(dimnames(X)[[2]]%in%red.vars)] # restricted model matrix > and then the rest... > q<-dim(X)[[2]]-dim(Z)[[2]] > > umod<-lm(y~X) > rmod<-lm(y~Z) > > ures<-umod$resid > rres<-rmod$resid > > URSS<-sum(ures^2) > RRSS<-sum(rres^2) > > test <- ((RRSS - URSS)/q) / (URSS / (n-k)) > (...) } Now to my question: the above works just fine when the names in red.vars are *exactly* those of regressors in the model frame, e.g. if I am taking logs of one variable, say, "a&qu...