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Re: st: partial F test


From   Diego Bellavia <messadua@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: partial F test
Date   Thu, 19 Oct 2006 20:13:06 +0200 (CEST)

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

well, JMP is the "cheaper" and less powerful version
of SAS (same brand) focused on a graphical approach to
the analysis. It is supposed to be simpler, but it is
just less powerful, definitely I do not like it. 
> 
> >1) 
> Just do
> 
> regress y

Thank you, simple and efficient, I like it !
> 
> >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)

Yes it is exactly what I meant even though the concept
is not yet completely clear to me, I will study more
on that. 
> 
> >3) Is possible to temporarily exclude some
> observation
> >(potential influencing points) and run again 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

Thank you so much ! simple and efficient again !

> 
> For an overview of using Stata for OLS regression,
> see
> 
> http://www.nd.edu/~rwilliam/xsoc73994/OLS-Stata.pdf

I will study it, thanks for the link and for all the
suggestions 


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