ANOVA Table for Full Linear Model?
Jason R. Finley wrote:
Hello, I have spent a good deal of time searching for an answer to this but have come up empty-handed; I apologize if I missed something that is common knowledge. I am trying to figure out how to get an ANOVA table that shows the sum of squares. degrees of freedom, etc, for the full model versus the error (aka residuals). Here is an example of the kind of table I'd like to get: Analysis of Variance Source DF SS MS F P Regression 1 8654.7 8654.7 102.35 0.000 Error 75 6342.1 84.6 Total 76 14996.8 This kind of table is prevalent throughout my statistics textbook, and can apparently be easily obtained in other statistical software tools. I'm not saying this as a gripe, but just as evidence that I'm not trying to do something obviously bizarre. Here is an example of the only kind of ANOVA table for a single linear model that I've been able to get using R:
> regression9 <- lm(y ~ x1 + x2 + x3, data=data9) > anova.lm(regression9)
Analysis of Variance Table
Response: y
Df Sum Sq Mean Sq F value Pr(>F)
x1 1 8275.4 8275.4 81.8026 2.059e-11 ***
x2 1 480.9 480.9 4.7539 0.03489 *
x3 1 364.2 364.2 3.5997 0.06468 .
Residuals 42 4248.8 101.2
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Is there a way to get an ANOVA table with the full linear regression
model considered as a whole rather than broken down into each
additional predictor variable? In other words, is there a way to get
the former kind of table?
The logical thing to do would be (please avoid calling methods like anova.lm directly) # following example(anova.lm):
anova(update(fit,~1),fit)
Analysis of Variance Table Model 1: sr ~ 1 Model 2: sr ~ pop15 + pop75 + dpi + ddpi Res.Df RSS Df Sum of Sq F Pr(>F) 1 49 983.63 2 45 650.71 4 332.92 5.7557 0.0007904 *** If you really want the column of MS, you have a little extra work to do. Notice also that the F test is part of the standard summary(fit)
Again, apologies if I'm missing something basic. thanks very much, ~jason PS - I am on Mac OSX 10.4.8 using R 2.4.1 GUI 1.18 (4038) ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Jason R. Finley Graduate Student, Department of Psychology Cognitive Division University of Illinois, Urbana-Champaign uniace at mac.com jrfinley at uiuc.edu http://www.jasonfinley.com/ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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