[R] Question about comparison of nested models and F-statistics

олег --- fosgen29 at gmail.com
Sat Dec 10 14:12:22 CET 2011


Hello,
I have a linear model with 10 regressors, and summary() gives me
F-statistics. After deleting a term with smallest p-value the new
model was obtained with F-statistics higher then it was for full
model. Does this mean that parsimonius model is better? The
distributions of dependent variable and residuals are not normal.
Thank you!



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