[R] Sequential multiple regression

[Bert Gunter]

?drop1

-- Bert

On Thu, Mar 31, 2011 at 9:24 AM, Tyler Rinker <tyler_rinker at hotmail.com> wrote:
>
> Hello,
>
> 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:
>
> SO...
>
> mod1<-lm(y~x1+x2+x3).......mod2<-lm(y~x1,x2).......mod3<-lm(y~x1)
>
>
> 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,
> Tyler
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>
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-- 
"Men by nature long to get on to the ultimate truths, and will often
be impatient with elementary studies or fight shy of them. If it were
possible to reach the ultimate truths without the elementary studies
usually prefixed to them, these would not be preparatory studies but
superfluous diversions."

-- Maimonides (1135-1204)

Bert Gunter
Genentech Nonclinical Biostatistics