[R] GLM Question

[Knut Krueger]

Hi to all

I think this is more an general question to GLMs.

The result was better in all prior GLMs when I admitted the non
significant factors, but this is the first time that the result is worse
than before. What could be the reason for that?

glm(data1~data2+data3+data4+data5+data6,family="gaussian")
The result:

Coefficients:
                 Estimate  Std. Error t value Pr(>|t|)
(Intercept)    3.3670852  0.8978306   3.750 0.000445 ***
data2          0.0002623  0.0001168   2.245 0.029024 *
data3         -0.9742336  0.5032712  -1.936 0.058337 .
data4          0.0628245  0.1503066   0.418 0.677686
data5         -0.0438871  0.0740210  -0.593 0.555818
data6$        -0.0012216  0.0187702  -0.065 0.948357



if I test only or  lm() of course
glm(data1~data2,family="gaussian")

Coefficients:
                Estimate Std. Error t value Pr(>|t|)
(Intercept)   2.473e+00  2.787e-01   8.876 2.86e-12 ***
data2	      7.289e-05  7.485e-05   0.974    0.334



Kind regards Knut