[R] Sequential multiple regression

From: Tyler Rinker <tyler_rinker_at_hotmail.com>
Date: Thu, 31 Mar 2011 12:24:51 -0400


In the past I have tended to reside more in the ANOVA camp but am trying to become more familiar with regression techniques in R. I would like to get the F change from a model as I take away factors:  



I can do this by hand by running several models in R and taking the MSr1/MSe1, MSr2/MSe2... This is slow and I know there's a better way.  

In SPSS (which I no longer use) I could easily obtain these results (F-change) as documented by Professor Andy Fields: http://www.statisticshell.com/multireg.pdf  

You can see the F changes for his two IV model yielding 2 F changes. Maybe it's the language I'm using (sequential multiple regression) that yields me poor results in searching the archives and Rseek. The results tend to be around hierarchal regression (I'm not familiar with this terminology being in the ANOVA camp). When I look at the hier.part package and run the examples it doesn't seem to give me the F change I'm looking for. The step function in the base program reduces the model but takes away the non sig. IV's (which is a great approach but I'm really after those F changes). As is the usually the case I'm sure R does this simply and beautifully, I'm just not experienced with the statistical vocabulary and techniques around regression to find what I'm looking for.  

F-change values with R: Any help would be appreciated.  

Thank you in advance,

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