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Re: st: partial F test
At 08:49 PM 10/18/2006, Diego Bellavia wrote:
Your references to creating a new dataset make me suspect that jmp
(whatever that is) must do things somewhat differently than Stata does.
Today in the class we approached the partial F test in
linear regression. The examples have been done in JMP
(that I do not like), but I would like to use STATA
instead. The questions are:
1) Is possible to build a "parent" model (only b0)
without creating another dataset ?
I think what you call a partial F test I call an incremental F
test. Either that or I don't understand the question. Perhaps you
want something like this:
2) How to perform a partial F test in STATA ?
regress y x1 x2 x3 x4
test x3 x4
i.e. test the hypothesis that the effects of x3 and x4 are both
0. You could also do something like
nestreg: regress y (x1 x2) (x3 x4)
Let's assume you have somehow created a variable called outlier which
equals 1 for cases you want to exclude, 0 for cases you want to
keep. Use the if qualifier on regress.
3) Is possible to temporarily exclude some observation
(potential influencing points) and run again the model
without them and without the necessity to create a new
dataset ? I know, this question is not directly
related to the partial F test, but it is critical to
me, just to quickly assess the outliers in the model.
regress y x1 x2 x3 x4 if outlier == 0
For an overview of using Stata for OLS regression, see
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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