[R] Selecting Best Model in an anova.
Hector Guilarte
hectorg87 at gmail.com
Thu Mar 25 08:36:00 CET 2010
Hello,
I have a simple theorical question about regresion...
Let's suppose I have this:
Model 1:
Y = B0 + B1*X1 + B2*X2 + B3*X3
and
Model 2:
Y = B0 + B2*X2 + B3*X3
I.E.
Model1 = lm(Y~X1+X2+X3)
Model2 = lm(Y~X2+X3)
The Ajusted R-Square for Model1 is 0.9 and the Ajusted R-Square for Model2 is 0.99, among many other significant improvements.
And I want to do the anova test to choose the best one:
H0: B1 = 0
H1: B1 != 0
Test = Anova(Model2,Model1)
How do I know what model wins? (I'm using a confidence level of 0.1)...
My guess is that:
If p-value of summary(Test) is greater than 0.1 then I don't reject H0 so Model2 is better and otherwise I reject H0 so Model1 is better?
My teacher once said: "If p-value is greater than 0,5 we choose the short model and otherwise we choose the long model", but she never said how the p-value and the significance level were related in this test... Actually she never talked about significance level...
In short: Should I consider the significance level or always use 0.05 for this kind of test?
Thanks a lot!
Hector Guilarte
Enviado desde mi dispositivo movil BlackBerry® de Digitel.
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