[R] Lack of Fit test

[Peter Dalgaard BSA]

Bill Venables <William.Venables at cmis.CSIRO.AU> writes:

> Moreover no special software is needed.  Suppose you have only
> one predictor with repeated values, say x, and you are testing a
> simple linear regression model.  Then you can do the test using
> 
> inner.mod <- lm(y ~ x, dat)
> outer.mod <- lm(y ~ factor(x), dat)
> anova(inner.mod, outer.mod)

Or, anova(lm(y~x+factor(x),data)) and the F-test is in the row for
factor(x). Has the advantage of making *d?mn* sure that you are
actually comparing nested models... Or, in the case with few
replications of each x, perhaps consider models like 

  y~x+cut(x,cutpoints)

(although some might prefer (say) a spline curve alternative instead)

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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