MGTS-312 Lecture Notes - Lecture 16: F-Test, Test Statistic, Microsoft Powerpoint
21 May 2017
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The partial f test is designed to answer questions such as these by comparing two linear models for the same response variable. The extra sum of squares is used to measure the marginal increase in the error sum of squares when one or more predictors are deleted from a model. Conversely, the extra sum of squares measures the marginal reduction in the error sum of squares when one or more predictors are added to a model. The partial f test statistic is the ratio of two variances. The numerator is the difference in error sums of s(cid:395)ua(cid:396)es (cid:894)the (cid:862)ext(cid:396)a su(cid:373) of s(cid:395)ua(cid:396)es(cid:863)(cid:895) bet(cid:449)ee(cid:374) the t(cid:449)o (cid:373)odels, di(cid:448)ided by the number of predictors eliminated. The denominator is the mean squared error for the full model (ssefull) divided by its degrees of freedom. Must read related powerpoint summary and textbook before start the class practice notes.
