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Re: st: partial F test


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: partial F test
Date   Wed, 18 Oct 2006 22:14:23 -0500

At 08:49 PM 10/18/2006, Diego Bellavia wrote:
Hi Statalist,

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:
Your references to creating a new dataset make me suspect that jmp (whatever that is) must do things somewhat differently than Stata does.


1) Is possible to build a "parent" model (only b0)
without creating another dataset ?
Just do

regress y

2) How to perform a partial F test in STATA ?
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:

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)


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.
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.

regress y x1 x2 x3 x4 if outlier == 0

For an overview of using Stata for OLS regression, see

http://www.nd.edu/~rwilliam/xsoc73994/OLS-Stata.pdf


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Richard Williams, Notre Dame Dept of Sociology
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