Re: [R] SPSS F-test on change in R square between hierarchical models

From: Yvonnick Noel <yvonnick.noel_at_uhb.fr>
Date: Thu, 24 Nov 2011 16:14:12 +0100

Christopher,
> I am wondering if anyone knows how to perform an F-test on the change in R
> square between hierarchical models in R? SPSS provides this information and
> a researcher that I am working with is interested in getting this
> information. Alternatively, if someone knows how I can calculate the test
> statistic (SPSS calls it F-change?) and dfs that would be helpful as well.
What you describe is just the standard F test for comparing two models, or testing deviance reduction between tow *nested* models (I suspect this is what you mean by "hierarchical"). The anova() function will do that. The R2STATS GUI will also give you these tests, along with the R-squared, in the same table.

A common misconception about an F-test is that it is the test on a variable effect, when strictly speaking it is a test on the deviance reduction between two models that include or not that particular variable (and there may be several ways to do that, each leading to possibly different F-values).

Yvonnick Noel
University of Brittany
Department of Psychology
Rennes, France



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. Received on Thu 24 Nov 2011 - 16:23:50 GMT

This quarter's messages: by month, or sorted: [ by date ] [ by thread ] [ by subject ] [ by author ]

All messages

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 24 Nov 2011 - 16:30:09 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive