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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...