[R] anova.lm and F-test

Suresh Krishna madzientist at gmail.com
Mon Jul 9 15:40:26 CEST 2012


Hello,

Why does anova.lm sometimes return a p-value and at other times  not ? Is  
it because it recognizes nested models from non-nested ones ?

> x<-seq(1,100,1)
> y<-3*x+rnorm(100)
> anova(lm(y~x),lm(y~x+I(x^2)),test="F")
Analysis of Variance Table

Model 1: y ~ x
Model 2: y ~ x + I(x^2)
   Res.Df    RSS Df Sum of Sq      F Pr(>F)
1     98 90.449
2     97 90.288  1   0.16117 0.1732 0.6782

> anova(lm(y~x),lm(y~I(x^2)+I(x^3)),test="F")
Analysis of Variance Table

Model 1: y ~ x
Model 2: y ~ I(x^2) + I(x^3)
   Res.Df    RSS Df Sum of Sq F Pr(>F)
1     98   90.4
2     97 7345.7  1   -7255.3

Thanks, Suresh



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