#LOAD PACKAGES require(ISwR) require(car) #LOAD DATA FROM ISwR data(cystfibr) attach(cystfibr) cystfibr #FITTING FULL MODEL FM=lm(pemax~age+sex+height+weight+bmp+fev1+rv+frc+tlc) FM #OVERALL F TEST & PARTIAL t/F TESTS summary(FM) #FITTING REDUCED MODEL - ONLY "age","sex","weight" ,"bmp" RM=lm(pemax~age+sex+weight+bmp) #GLM F TEST of RM vs FM anova(RM,FM) #FITTING REDUCED MODEL - EVERYTHING BUT "tlc" RM=lm(pemax~age+sex+height+weight+bmp+fev1+frc) #GLM F TEST of RM vs FM anova(RM,FM) #Anova{car} SET FOR TYPE II SS #RETURNS REGRESSION SS DIFFERENCE FOR EACH VAR #AND RESIDUAL SS WHEN ALL VARS ARE INCLUDED #RESIDUAL SS SAME AS IN TYPE I Anova(FM,type="2") #anova{stats} = TYPE I SS #RETURNS DIFFERENCE IN REGRESSION SS #AT TIME OF ENTRY INTO THE MODEL IN ORDER FROM TOP TO BOTTOM anova(FM) #COMPARING RM & FM FOR PARTIAL F-TEST RM=lm(pemax~age+sex+height+weight+bmp+fev1) FM=lm(pemax~age+sex+height+weight+bmp+fev1+rv+frc+tlc) anova(RM,FM) #COMPARING RM & FM UPON ENTRY OF "fev1" FM=lm(pemax~age+sex+height+weight+bmp+fev1) RM=lm(pemax~age+sex+height+weight+bmp) anova(RM,FM) #EQUIVALENT anova{stats} APPROACH #INVOLVING A LIMITED FM IGNORING LAST ENTERED VARIABLES FM=lm(pemax~age+sex+height+weight+bmp+fev1) anova(FM) #RECOVERY OF TYPE II SS USING drop1{stats} #RSS RETURNS RESIDUAL SS WHEN SPECIFIC VAR IS EXCLUDED FM=lm(pemax~age+sex+height+weight+bmp+fev1+rv+frc+tlc) drop1(FM) #CREATING RM - EXCLUDING ONLY "rv" RM=lm(pemax~age+sex+height+weight+bmp+fev1+frc+tlc) anova(RM,FM) #CREATING RM - WITH ONLY "age" RM=lm(pemax~age) #MARGINAL COMPARISION BY ADDING EACH VARIABLE IN TURN add1(RM,~age+sex+height+weight+bmp+fev1+rv+frc+tlc) #COMPARING SINGLE ADDITION OF "fev1" FM=lm(pemax~age+fev1) anova(RM,FM) #SIMPLE REGRESSIONS WITH add1{stats} #NOTE IN MODEL 1=include constant, -1=no constant RM=lm(pemax~1) add1(RM,~age+sex+height+weight+bmp+fev1+rv+frc+tlc) #SIMPLE REGRESSION FOR WEIGHT ONLY anova(lm(pemax~weight))