anova comparisons
On 02/23/2013 08:55 PM, Robert Zimbardo wrote:
I have several linear models on the same data: m1 <- lm(y ~ poly(x,1)) m2 <- lm(y ~ poly(x,2)) m3 <- lm(y ~ poly(x,3)) What I don't understand is why anova(m1, m2, m3, test="F") - yields the same RSS and SS values, but a different p-value from anova(m1, m2, test="F") - when it also yields the SAME as anova(m2, m3, test="F") What am I missing?
A basic understanding of the theory of linear models. This really has
little
to do with R. Go and read a good intro to linear modelling.
Insofar as your question has anything to do with R:
When you do
anova(m1, m2, m3, test="F")
the mean squared error from m3 is used as the denominator of the F
statistic.
When you do
anova(m1, m2, test="F")
the mean squared error from m2 is used as the denominator of the F
statistic.
cheers,
Rolf Turner