[R] Nested Models

peter dalgaard pdalgd at gmail.com
Thu Jul 26 10:16:02 CEST 2012

On Jul 26, 2012, at 09:07 , Rolf Turner wrote:

> Homework?  Ask your prof.

Not necessarily, Rolf. Project work perhaps, but could also be completely extracurricular (knows theory and textbook notation, now has a real data set). I think a few hints could be in order:

(a) Figure out how to find the SSE and the MSE in _any_ linear model. Use a textbook example and match things up with the R notation (hint: lm(), anova(), summary()). 

(b) Figure out how to specify the two models that you want to compare (hint: y~x+I(x^2)). Again, look for a similar textbook example and compare.

(c) Done. You can however go a little further and get R to compare the two models directly (revisit the help for anova()). 


>    cheers,
>        Rolf Turner
> On 26/07/12 11:48, stuco wrote:
>> Hey, I'm an R noobie and I have been trying calculate SSEr and SSEc in order
>> to determine if there is sufficient evidence to include second-order terms
>> in my model, but I have no idea what command to use.  Any help with this
>> would be much appreciated.
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Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

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