Timeline for Does R Automatically Calculate Single Degrees of Freedom?
Current License: CC BY-SA 4.0
8 events
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| Apr 5, 2019 at 10:22 | comment | added | Poul | Hi @Glen_b! Thanks again for your patience and support. I've provided a lot more details so I hope it is crystal clear now. It seems a pretty straightforward question that somebody who has a basic familiarity with R would know, so perhaps it's such an obvious question that you are thinking that I might mean something else. If there are any particular parts that you are not clear about, please let me know and I will provide more details. Looking forward to hearing from you! | |
| Apr 5, 2019 at 9:14 | comment | added | Glen_b |
Again, what do you mean by "ask it to test a model" -- what, specifically are you doing? e.g. if I look at the output of summary called on an lm object, it will contain both an overall F test and a t-test for each predictor. Please clarify.
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| Apr 5, 2019 at 4:09 | comment | added | Poul | Sorry @Glen_b, I'm trying to be as clear as I can. I know the t test and the f test are equivalent. I want to know what comparisons R is doing when you ask it t o test a model with several parameters. Is it doing an omnibus test (so you can't see which parameter is doing the work) or is it doing several tests, each with a single degree of freedom (so you CAN see which parameter is doing the work)? | |
| Apr 5, 2019 at 1:48 | comment | added | Glen_b | As I already indicated, I don't know what you're really talking about when you say "the first" -- you present only a formula, not what p-values you're looking at. You need to be explicit. | |
| Apr 4, 2019 at 16:54 | comment | added | Poul | Sorry Glen_b, essentially I would like to know whether the first approach only compares the model to a null with only an intercept (an omnibus test), or does it compare multiple models, such as by leaving out one of the terms each time, so it's essentially conducting a series of tests with one degree of freedom? | |
| Apr 4, 2019 at 14:38 | comment | added | Glen_b | Okay, now I'm confused. What "single degree of freedom tests" can you possibly mean? (noting that you now say they're omnibus tests). I had assumed you meant t-tests for individual coefficients -- but those aren't omnibus tests. Please be completely explicit in your question so we can tell what you're asking about | |
| Apr 4, 2019 at 13:47 | comment | added | Poul | Thanks @Glen_b, however, the first approach seems to be an omnibus test, so you couldn't tell whether a, b, or c has the effect. Unless R somehow also does a series of tests with 1 degree of freedom, individually testing a, b, and c? | |
| Apr 4, 2019 at 12:40 | history | answered | Glen_b | CC BY-SA 4.0 |