| ![](/includes/contimages/spacer.gif) |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: partial F test
At 08:49 PM 10/18/2006, Diego Bellavia wrote:
Hi Statalist,
Today in the class we approached the partial F test in
linear regression. The examples have been done in JMP
(that I do not like), but I would like to use STATA
instead. The questions are:
Your references to creating a new dataset make me suspect that jmp
(whatever that is) must do things somewhat differently than Stata does.
1) Is possible to build a "parent" model (only b0)
without creating another dataset ?
Just do
regress y
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)
3) Is possible to temporarily exclude some observation
(potential influencing points) and run again the model
without them and without the necessity to create a new
dataset ? I know, this question is not directly
related to the partial F test, but it is critical to
me, just to quickly assess the outliers in 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
For an overview of using Stata for OLS regression, see
http://www.nd.edu/~rwilliam/xsoc73994/OLS-Stata.pdf
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/