Hello Troy.

A tiny question (without answering your question), why did you choose to do
it this way instead of using
?step
or
?stepAIC


?

Best,
Tal

----------------Contact
Details:-------------------------------------------------------
Contact me: Tal.Galili@gmail.com |  972-52-7275845
Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) |
www.r-statistics.com (English)
----------------------------------------------------------------------------------------------




On Mon, Jan 24, 2011 at 3:47 AM, Troy S <troysocks-twigs@yahoo.com> wrote:

> Dear R fans,
>
> I am trying to do step-wise linear regression using the F-test to decide
> which variables to admit.  Ewout Steyerberg suggests using the F-test for
> this purpose.
>
> I first build a model using no variables using lm(y ~ 1) and then using one
> variable that is a strong predictor using lm(y ~ x).  When I call var.test
> on these two models, I do not get a significant p-value—0.07.  But a
> summary
> of the second model gives a F-test p-value that is very small.
>
> My questions are:
>
> Should I be using var.test to run the F-test to decide which variable to
> add
> next?
>
> What is the difference between the F-test run by var.test and summary.lm?
>
> Has step-wise model building using the F-test been programmed already?
>
> Thanks!
>
> Troy
>
>        [[alternative HTML version deleted]]
>
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>

	[[alternative HTML version deleted]]

