[R] anova.lm F test confusion

Rolf Turner rolf.turner at xtra.co.nz
Wed Mar 21 09:04:56 CET 2012

On 21/03/12 20:19, Gerrit Eichner wrote:
> Dear Ben, or anybody else, of course,
> I'd be grateful if you could point me to a reference (different from 
> ch. 4 "Linear models" in "Statistical Models in S" (Chambers & Hastie 
> (1992))) regarding the (asserted F-)distributional properties of the 
> test statistic (used, e.g., by anova.lm()) to compare model 1 with 
> model 2 using the MSE of model 3 in a sequence of three nested 
> (linear) models? (A short RSiteSearch() and a google search didn't 
> lead me far ...)
> Thx in advance!

A good, if somewhat dry, reference on this is "Theory and Application of the
Linear Model" by Franklin A. Graybill, Duxbury, 1976.

There are of course many, *many* other such books.


         Rolf Turner

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