[R] Partial F-test comparing full and reduced regression models

From: Jim Milks <jrclmilks_at_joimail.com>
Date: Mon 02 May 2005 - 05:42:41 EST

Dear all:

I have a regression model that has collinearity problems (between three regressor variables). I need a F-test that will allow me to compare between full (with all variables) and partial models (minus 1=< variables). The general F-test formula I'm using is:

F = {[SS(full model) - SS(reduced model)] / (#variables taken out)} / MSS(full model)

Unfortunately, the ANOVA table parses the SS and MSS between the variables and does not give the statistics for the regression model as a whole, otherwise I'd do this by hand.

So, really, I have two questions: 1) Can I just add up all the SS and MSS for all the variables to get the model SS and MSS and 2) Are there any functions or packages I can use to calculate the F-statistic?

Thank you for any help you can provide.

Jim Milks

Graduate Student
Environmental Sciences Ph.D. Program
Wright State University
3640 Colonel Glenn Hwy
Dayton, OH 45435

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